Lemonade Inc (LMND) Historical Volatility

Tracking LMND historical volatility helps you see how much Lemonade Inc's stock price has actually moved over past periods, giving you a baseline to judge whether current option premiums are fair, cheap, or expensive. While implied volatility tells you what the market expects, Lemonade Inc's HV tells you what really happened. Use our scanner to monitor LMND 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.

Historical volatility is the annualized standard deviation of an underlying's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. The LMND 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Lemonade Inc's HV to its implied volatility reveals the volatility risk premium — when IV sits well above HV, option sellers tend to have an edge; when HV runs hot relative to IV, buyers may be underpaying for movement.

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.

Sizing a long premium trade, modeling a covered call, or hunting volatility arbitrage all come back to one question: how much has the stock actually moved? Our scanner puts Lemonade Inc's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where LMND HV is running hot, cold, or in line. Make the LMND 30 day historical volatility — and every other window — work for your edge instead of against it.