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Lemonade LMND 41.48 -4.42 -9.63%

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ATM IV
0.704
Put Call Ratio (OI)
0.489
Put Call Ratio (Vol)
1.08
IV Rank
33.3
IV Percentile
35.8
Max pain
45

Gamma exposure (2026-11-05)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
1.0
806.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-103.8
103.8
View values by strike
LMND · Gamma exposure · 2026-11-05. USD of exposure per 1% underlying move.
StrikeCallsPuts
3.00 387 0
5.00 18.5 0
8.00 4.51 0
10.00 194 -226
13.00 114 0
15.00 -1.55e-4 -963
17.00 76.9 -1.07 K
20.00 4.99 K -539
22.00 2.56 K -1.34 K
22.50 49.2 -422
25.00 16.9 K -34.5 K
27.00 1.45 K -3.45 K
30.00 40 K -51.8 K
30.50 24 0
31.00 742 -99.8
31.50 757 -230
32.00 5.55 K -5.83 K
32.50 141 -984
33.00 61.8 -4.01 K
33.50 34 -496
34.00 0 -1.1 K
34.50 0 -1.11 K
35.00 60.2 K -205 K
35.50 61.5 -2.81 K
36.00 68 -9.04 K
36.50 0 -12.4 K
37.00 5.65 K -72.6 K
37.50 98.5 -24.2 K
38.00 0 -33.7 K
38.50 280 -6.06 K
39.00 136 -40.5 K
39.50 2.19 K -112 K
40.00 131 K -525 K
40.50 335 -6.4 K
41.00 17.2 K -35.7 K
41.50 5.55 K -9.15 K
42.00 47.2 K -39.6 K
42.50 3.84 K -11.5 K
43.00 17.7 K -26.3 K
43.50 10.1 K -9.69 K
44.00 160 K -17.1 K
44.50 5.44 K -115 K
45.00 189 K -208 K
45.50 66.2 K -13.4 K
46.00 51.8 K -76.1 K
46.50 31.1 K -15.3 K
47.00 162 K -65.6 K
47.50 15.3 K -3.3 K
48.00 29.7 K -15 K
48.50 2.78 K -883
49.00 46.4 K -4.14 K
49.50 11.6 K -889
50.00 437 K -291 K
51.00 15 K -1.72 K
52.00 26 K -2.99 K
53.00 9.95 K -87.7
54.00 14.1 K -42.5
55.00 148 K -63.4 K
56.00 6.62 K 0
57.00 17.7 K -60.3
58.00 320 0
59.00 607 -25.5
60.00 159 K -89.9 K
61.00 423 -35.4
62.00 233 -33.6
65.00 117 K -7.23 K
70.00 151 K -24 K
75.00 105 K -19.2 K
80.00 28.7 K -4.21 K
85.00 23.4 K -124
90.00 44 K -2.99 K
95.00 11.6 K -502
100.00 35.8 K -8.37 K
105.00 3.85 K -412
110.00 11.4 K -2.13e-8
115.00 26 K -1.61 K
120.00 25.6 K 0
125.00 2.49 K 0
130.00 3.86 K 0
135.00 2.6 K 0
140.00 1.95 K 0
145.00 25.5 K 0