LMND (Lemonade, Inc.)

Expected Move & Straddle Price History

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).

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.

Current LMND Expected Move
30-Day Straddle
$6.45
7-Day Straddle
$3.25
Avg IV
0.7%
IV Rank
0%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20260811 $6.45 $3.25 0.7% 0%
20260810 $7.95 $2.40 0.7% 5%
20260806 $8.90 $3.95 0.8% 19%
20260805 $7.72 $3.30 0.7% 12%
20260804 $9.35 $5.40 0.8% 18%
20260803 $9.00 $3.60 0.8% 15%
20260731 $7.05 $3.85 0.8% 28%
20260730 $7.45 $4.22 0.8% 28%
20260729 $8.45 $5.05 0.9% 56%
20260728 $12.05 $9.70 0.9% 42%
20260727 $12.50 $8.20 0.9% 41%
20260724 $11.85 $9.30 0.9% 56%
20260723 $12.40 $10.15 0.9% 57%
20260722 $13.05 $10.30 0.9% 51%
20260721 $14.55 $11.45 0.9% 44%
20260720 $14.40 $4.53 0.9% 50%
20260716 $12.70 $5.22 0.9% 49%
20260715 $13.60 $5.88 0.9% 52%
20260714 $13.75 $6.45 0.9% 47%
20260713 $14.90 $4.70 0.9% 44%
20260710 $13.70 $5.10 0.9% 41%
20260709 $14.45 $6.03 1.0% 59%
20260708 $14.95 $6.62 0.9% 45%
20260707 $16.25 $8.50 1.0% 52%
20260706 $16.60 $5.93 0.9% 36%
20260702 $13.00 $5.82 0.8% 24%
20260701 $13.20 $5.75 0.9% 35%
20260630 $12.55 $5.80 0.9% 28%
20260629 $12.40 $3.60 0.9% 34%
20260626 $8.80 $3.95 0.7% 3%
20260625 $8.20 $4.15 0.7% 4%
20260624 $8.55 $4.43 0.7% 3%
20260623 $9.25 $4.82 0.7% 7%
20260622 $9.40 $3.80 0.7% 7%
20260618 $8.75 $4.47 0.8% 19%
20260617 $8.90 $4.33 0.8% 14%
20260616 $9.85 $5.58 0.8% 19%
20260615 $10.05 $3.65 0.8% 13%
20260613 $8.45 $3.97 0.7% 8%
20260612 $8.50 $3.90 0.7% 8%
20260611 $8.60 $4.47 0.7% 5%
20260610 $9.30 $5.15 0.8% 11%
20260609 $8.03 $4.67 0.7% 8%
20260608 $8.70 $3.35 0.7% 5%
20260605 $8.15 $3.80 0.7% 10%
20260604 $7.90 $4.12 0.7% 4%
20260603 $8.50 $4.90 0.7% 7%
20260602 $9.30 $5.60 0.7% 3%
20260601 $9.75 $3.85 0.7% 11%
20260529 $8.85 $4.38 0.7% 6%
20260528 $9.25 $4.75 0.7% 13%
20260527 $9.20 $5.07 0.8% 14%
20260526 $9.40 $5.65 0.7% 12%
20260510 $9.15 $3.88 0.7% 4%
20260508 $8.00 $3.88 0.8% 15%
20260507 $8.00 $4.47 0.8% 16%
20260506 $7.85 $4.50 0.7% 9%
20260505 $9.25 $5.92 0.7% 10%
20260504 $9.25 $3.85 0.7% 12%
20260502 $8.80 $4.55 0.7% 12%