Lemonade Inc (LMND) Expected Move

Tracking the LMND expected move helps you see how far Lemonade Inc's options market is pricing the stock to travel over a given period — whether that's the next day, week, or earnings cycle. Lemonade Inc's expected move is derived directly from option premiums and gives you an objective range to plan trades, set strikes, and manage risk. Use our scanner to monitor the LMND expected move for this week's options, in real time.

The expected move is typically calculated from at-the-money straddle prices (or a blend of straddles and strangles) and represents roughly a one-standard-deviation range over the chosen timeframe. For LMND, comparing the implied expected move to actual realized moves over similar windows tells you whether the options market has historically overestimated or underestimated volatility. The LMND expected move for this week's options pricing is especially useful for short-dated traders, earnings players, and anyone selling premium who needs to know where the market thinks Lemonade Inc is unlikely to go.

Lemonade, Inc. provides various insurance products in the United States and Europe. Its insurance products include stolen or damaged property, and personal liability that protects its customers if they are responsible for an accident or damage to another person or their property. The company also offers renters, homeowners, pet, car, and life insurance products, as well as landlord insurance policies. In addition, it operates as an agent for other insurance companies. The company was formerly known as Lemonade Group, Inc. and changed its name to Lemonade, Inc. Lemonade, Inc. was incorporated in 2015 and is headquartered in New York, New York.

Iron condors, weekly premium sales, directional swing trades — they all live or die by where the market thinks the stock won't go. Our scanner tracks the LMND expected move across every expiration, benchmarks it against realized moves, and shows you when implied ranges are out of line with history. The Lemonade Inc expected move for this week's options is the fastest read on short-term risk, which gives you a quick way to interpret what the options market thinks about LMND.