LMND · Expected Move
Lemonade, Inc.
The expected move for LMND is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
LMND straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current LMND Expected Move
30-Day Straddle
$7.28
7-Day Straddle
$3.45
30-Day ATM IV
70.1%
IV Rank
48%
Implied one-standard-deviation move through the next 30 days. Compare to LMND's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
LMND Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261113 | $7.28 | $3.45 | 70.1% | 48% |
| 20261112 | $5.85 | $3.75 | 61.2% | 27% |
| 20261111 | $5.80 | $3.20 | 61.1% | 27% |
| 20261110 | $6.05 | $3.65 | 66.3% | 39% |
| 20261109 | $6.38 | $2.62 | 68.1% | 43% |
| 20261106 | $5.97 | $3.15 | 67.4% | 42% |
| 20261105 | $7.30 | $4.12 | 77.0% | 64% |
| 20261104 | $8.70 | $6.88 | 83.6% | 79% |
| 20261103 | $8.20 | $7.15 | 86.9% | 87% |
| 20261102 | $8.10 | $6.28 | 86.2% | 85% |
| 20261030 | $8.47 | $6.33 | 86.1% | 85% |
| 20261029 | $8.90 | $7.25 | 85.0% | 82% |
| 20261028 | $9.10 | $7.65 | 88.8% | 91% |
| 20261027 | $8.80 | $7.12 | 83.8% | 79% |
| 20261026 | $8.90 | $2.42 | 85.5% | 83% |
| 20261023 | $8.25 | $2.88 | 80.9% | 73% |
| 20261022 | $8.65 | $3.00 | 84.1% | 80% |
| 20261021 | $8.50 | $3.10 | 81.9% | 75% |
| 20261020 | $8.50 | $2.85 | 81.0% | 73% |
| 20261019 | $8.25 | $2.20 | 80.5% | 72% |
| 20261016 | $7.72 | $2.42 | 78.2% | 66% |
| 20261015 | $8.30 | $2.88 | 79.9% | 70% |
| 20261014 | $7.95 | $3.25 | 79.3% | 69% |
| 20261013 | $7.90 | $3.23 | 76.7% | 63% |
| 20261012 | $8.05 | $2.05 | 77.3% | 65% |
| 20261009 | $7.70 | $2.52 | 76.3% | 62% |
| 20261008 | $8.40 | $2.78 | 78.9% | 68% |
| 20261007 | $8.05 | $2.90 | 75.9% | 61% |
| 20261006 | $7.85 | $3.20 | 73.4% | 56% |
| 20261005 | $9.00 | $2.15 | 77.6% | 65% |
| 20261002 | $7.20 | $2.42 | 69.1% | 46% |
| 20261001 | $6.97 | $2.92 | 66.5% | 40% |
| 20260930 | $7.48 | $3.15 | 73.0% | 55% |
| 20260929 | $7.42 | $3.35 | 69.0% | 45% |
| 20260928 | $6.95 | $2.35 | 63.9% | 34% |
| 20260925 | $5.35 | $2.70 | 60.4% | 26% |
| 20260924 | $5.60 | $2.92 | 56.7% | 17% |
| 20260923 | $5.55 | $3.65 | 54.7% | 13% |
| 20260922 | $5.95 | $3.40 | 52.9% | 8% |
| 20260921 | $5.97 | $1.98 | 52.9% | 8% |
| 20260918 | $5.78 | $2.55 | 52.7% | 8% |
| 20260917 | $5.90 | $2.97 | 53.2% | 9% |
| 20260916 | $6.30 | $2.90 | 55.0% | 12% |
| 20260915 | $6.38 | $3.58 | 55.3% | 13% |
| 20260914 | $6.53 | $2.55 | 57.9% | 18% |
| 20260911 | $6.43 | $2.92 | 57.1% | 17% |
| 20260910 | $6.78 | $3.55 | 59.8% | 22% |
| 20260909 | $5.80 | $3.62 | 51.6% | 5% |
| 20260908 | $6.08 | $4.38 | 56.1% | 15% |
| 20260904 | $5.93 | $2.75 | 49.7% | 1% |
| 20260903 | $6.28 | $2.92 | 51.0% | 4% |
| 20260902 | $6.28 | $3.20 | 51.7% | 5% |
| 20260901 | $6.20 | $3.30 | 51.8% | 5% |
| 20260831 | $6.70 | $2.40 | 53.6% | 9% |
| 20260828 | $6.10 | $2.72 | 52.7% | 7% |
| 20260827 | $5.75 | $2.98 | 49.3% | 0% |
| 20260826 | $6.17 | $3.65 | 51.9% | 1% |
| 20260825 | $7.00 | $3.88 | 56.4% | 11% |
| 20260824 | $7.25 | $2.67 | 56.2% | 10% |
| 20260821 | $6.47 | $3.08 | 54.5% | 6% |
More on LMND
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.