LMND (Lemonade, Inc.)

Historical IV Rank & Volatility Regime

IV Rank measures where LMND's current 30-day implied volatility sits in its trailing 90-day distribution (0% = lowest in 90 days, 100% = highest). It's the most reliable signal for whether options on LMND are priced rich or cheap relative to its own recent 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.

LMND IV Rank Summary
Current
3%
Compressed — premium buying regime
30-Day Avg
9%
60-Day Avg
18%
90-Day Avg
21%
90-Day Low
3%
90-Day High
62%
IV Rank is bounded 0%–100% by construction. Sustained levels above 75% historically precede mean reversion in LMND's implied vol; sustained sub-25% readings often coincide with low-realized regimes ahead of catalyst events. See the Vol Arb Screener for symbols where current IV rank diverges most from realized volatility.
LMND IV Rank — Last 90 Trading Days
DateIV RankAvg IV
20260626 3% 0.7%
20260625 4% 0.7%
20260624 3% 0.7%
20260623 7% 0.7%
20260622 7% 0.7%
20260618 19% 0.8%
20260617 14% 0.8%
20260616 19% 0.8%
20260615 13% 0.8%
20260613 8% 0.7%
20260612 8% 0.7%
20260611 5% 0.7%
20260610 11% 0.8%
20260609 8% 0.7%
20260608 5% 0.7%
20260605 10% 0.7%
20260604 4% 0.7%
20260603 7% 0.7%
20260602 3% 0.7%
20260601 11% 0.7%
20260529 6% 0.7%
20260528 13% 0.7%
20260527 14% 0.8%
20260526 12% 0.7%
20260510 4% 0.7%
20260508 15% 0.8%
20260507 16% 0.8%
20260506 9% 0.7%
20260505 10% 0.7%
20260504 12% 0.7%
20260502 12% 0.7%
20260501 9% 0.7%
20260430 16% 0.8%
20260429 11% 0.8%
20260428 25% 0.9%
20260427 29% 1.0%
20260424 31% 1.0%
20260423 31% 1.0%
20260422 27% 0.9%
20260421 31% 1.0%
20260420 31% 1.0%
20260417 48% 1.1%
20260416 43% 1.1%
20260415 38% 1.0%
20260414 41% 1.1%
20260413 45% 1.1%
20260410 33% 1.0%
20260409 24% 0.9%
20260408 25% 0.9%
20260407 28% 0.9%
20260406 29% 1.0%
20260402 17% 0.8%
20260401 20% 0.9%
20260331 20% 0.9%
20260330 24% 0.9%
20260327 18% 0.8%
20260326 13% 0.8%
20260325 13% 0.8%
20260324 16% 0.8%
20260323 19% 0.8%
20260320 24% 0.9%
20260319 26% 0.9%
20260318 16% 0.8%
20260317 26% 0.9%
20260316 18% 0.8%
20260313 9% 0.8%
20260312 14% 0.8%
20260311 13% 0.8%
20260310 12% 0.8%
20260309 10% 0.8%
20260308 19% 0.8%
20260306 16% 0.8%
20260305 15% 0.8%
20260304 15% 0.8%
20260303 23% 0.9%
20260302 21% 0.9%
20260227 26% 0.9%
20260226 18% 0.8%
20260225 24% 0.9%
20260224 26% 0.9%
20260223 24% 0.9%
20260221 46% 1.1%
20260220 45% 1.1%
20260219 53% 1.2%
20260218 62% 1.3%
20260217 54% 1.2%
20260213 51% 1.2%
20260212 51% 1.2%
20260211 43% 1.1%
20260210 42% 1.1%