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
$8.80
7-Day Straddle
$3.95
Avg IV
0.7%
IV Rank
3%
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
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%
20260501 $8.80 $4.50 0.7% 9%
20260430 $8.95 $4.92 0.8% 16%
20260429 $9.35 $5.88 0.8% 11%
20260428 $13.80 $10.70 0.9% 25%
20260427 $14.55 $10.10 1.0% 29%
20260424 $14.20 $10.80 1.0% 31%
20260423 $14.25 $10.80 1.0% 31%
20260422 $14.00 $11.10 0.9% 27%
20260421 $14.55 $11.45 1.0% 31%
20260420 $15.20 $4.45 1.0% 31%
20260417 $14.90 $5.47 1.1% 48%
20260416 $15.20 $5.95 1.1% 43%
20260415 $14.40 $6.50 1.0% 38%
20260414 $13.40 $6.28 1.1% 41%
20260413 $12.90 $3.72 1.1% 45%
20260410 $11.15 $4.22 1.0% 33%
20260409 $11.25 $4.83 0.9% 24%
20260408 $12.05 $5.45 0.9% 25%
20260407 $12.60 $6.03 0.9% 28%
20260406 $13.35 $4.38 1.0% 29%
20260402 $11.15 $5.10 0.8% 17%
20260401 $11.40 $5.65 0.9% 20%
20260331 $12.35 $6.47 0.9% 20%
20260330 $12.10 $4.18 0.9% 24%
20260327 $10.80 $5.22 0.8% 18%
20260326 $11.05 $5.83 0.8% 13%
20260325 $11.30 $6.10 0.8% 13%
20260324 $11.35 $6.68 0.8% 16%
20260323 $11.75 $5.05 0.8% 19%