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
59 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: average implied volatility (right axis).
Current LMND Expected Move
30-Day Straddle
$7.42
7-Day Straddle
$3.35
Avg IV
74.0%
IV Rank
39%
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 | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260929 | $7.42 | $3.35 | 74.0% | 39% |
| 20260928 | $6.95 | $2.35 | 74.3% | 39% |
| 20260925 | $5.35 | $2.70 | 62.9% | 17% |
| 20260924 | $5.60 | $2.92 | 64.1% | 19% |
| 20260923 | $5.55 | $3.65 | 64.6% | 20% |
| 20260922 | $5.95 | $3.40 | 60.1% | 11% |
| 20260921 | $5.97 | $1.98 | 55.5% | 2% |
| 20260918 | $5.78 | $2.55 | 72.8% | 36% |
| 20260917 | $5.90 | $2.97 | 72.1% | 35% |
| 20260916 | $6.30 | $2.90 | 65.6% | 22% |
| 20260915 | $6.38 | $3.58 | 60.1% | 11% |
| 20260914 | $6.53 | $2.55 | 70.1% | 31% |
| 20260911 | $6.43 | $2.92 | 65.5% | 22% |
| 20260910 | $6.78 | $3.55 | 65.4% | 22% |
| 20260909 | $5.80 | $3.62 | 59.4% | 9% |
| 20260908 | $6.08 | $4.38 | 61.7% | 12% |
| 20260904 | $5.93 | $2.75 | 57.5% | 5% |
| 20260903 | $6.28 | $2.92 | 56.9% | 4% |
| 20260902 | $6.28 | $3.20 | 54.3% | 0% |
| 20260901 | $6.20 | $3.30 | 56.2% | 0% |
| 20260831 | $6.70 | $2.40 | 60.0% | 6% |
| 20260828 | $6.10 | $2.72 | 58.0% | 2% |
| 20260827 | $5.75 | $2.98 | 63.1% | 11% |
| 20260826 | $6.17 | $3.65 | 63.7% | 12% |
| 20260825 | $7.00 | $3.88 | 58.1% | 2% |
| 20260824 | $7.25 | $2.67 | 56.8% | 0% |
| 20260821 | $6.47 | $3.08 | 100.2% | 73% |
| 20260820 | $6.20 | $3.05 | 100.5% | 73% |
| 20260819 | $6.33 | $3.15 | 105.2% | 83% |
| 20260818 | $6.53 | $3.60 | 98.6% | 69% |
| 20260817 | $6.75 | $2.30 | 91.1% | 54% |
| 20260814 | $6.15 | $3.00 | 67.2% | 4% |
| 20260813 | $6.22 | $3.42 | 65.0% | 0% |
| 20260812 | $6.20 | $3.42 | 66.7% | 0% |
| 20260811 | $6.45 | $3.25 | 67.9% | 0% |
| 20260810 | $7.95 | $2.40 | 71.0% | 5% |
| 20260806 | $8.90 | $3.95 | 77.4% | 19% |
| 20260805 | $7.72 | $3.30 | 74.4% | 12% |
| 20260804 | $9.35 | $5.40 | 76.9% | 18% |
| 20260803 | $9.00 | $3.60 | 75.6% | 15% |
| 20260731 | $7.05 | $3.85 | 81.4% | 28% |
| 20260730 | $7.45 | $4.22 | 81.3% | 28% |
| 20260729 | $8.45 | $5.05 | 94.0% | 56% |
| 20260728 | $12.05 | $9.70 | 87.7% | 42% |
| 20260727 | $12.50 | $8.20 | 87.2% | 41% |
| 20260724 | $11.85 | $9.30 | 93.6% | 56% |
| 20260723 | $12.40 | $10.15 | 94.5% | 57% |
| 20260722 | $13.05 | $10.30 | 91.6% | 51% |
| 20260721 | $14.55 | $11.45 | 88.4% | 44% |
| 20260720 | $14.40 | $4.53 | 91.0% | 50% |
| 20260716 | $12.70 | $5.22 | 90.8% | 49% |
| 20260715 | $13.60 | $5.88 | 92.0% | 52% |
| 20260714 | $13.75 | $6.45 | 89.7% | 47% |
| 20260713 | $14.90 | $4.70 | 88.4% | 44% |
| 20260710 | $13.70 | $5.10 | 87.4% | 41% |
| 20260709 | $14.45 | $6.03 | 95.2% | 59% |
| 20260708 | $14.95 | $6.62 | 91.1% | 45% |
| 20260707 | $16.25 | $8.50 | 99.0% | 52% |
| 20260706 | $16.60 | $5.93 | 89.7% | 36% |
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.