Lemonade LMND 47.39 -1.19 -2.45%
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
LMND / Comparative study
3 signals / 502 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z -1.35
2.31
Mean
29.98
Window
-67.1%
ATM IV
z -1.66
0.53
Mean
0.81
Window
+0.0%
IV Percentile
z -1.58
3.19
Mean
50.76
Window
-76.4%
Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.88 | 0.87 |
| ATM IV | 0.88 | 1.00 | 0.89 |
| IV Percent... | 0.87 | 0.89 | 1.00 |
Source observations
Data inspector
1-50 of 502
- 1 / 11
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-09-18 | 47.39 | 2.31 | 0.53 | 3.19 |
| 2026-09-17 | 48.58 | 2.98 | 0.54 | 4.38 |
| 2026-09-16 | 48.57 | 4.53 | 0.57 | 7.97 |
| 2026-09-15 | 49.74 | 4.45 | 0.57 | 7.57 |
| 2026-09-14 | 50.03 | 5.21 | 0.58 | 8 |
| 2026-09-11 | 49.4 | 5.21 | 0.58 | 7.97 |
| 2026-09-10 | 49.61 | 7.14 | 0.61 | 9.16 |
| 2026-09-09 | 49.22 | 5.33 | 0.58 | 8.37 |
| 2026-09-08 | 50.55 | 3.35 | 0.55 | 5.18 |
| 2026-09-07 | 53.37 | 3.32 | 0.55 | 4.4 |
| 2026-09-04 | 53.41 | 1.81 | 0.53 | 2.39 |
| 2026-09-03 | 55.08 | 1.71 | 0.52 | 1.99 |
| 2026-09-02 | 53.14 | 1.35 | 0.52 | 0.8 |
| 2026-09-01 | 51.34 | 1.64 | 0.52 | 1.2 |
| 2026-08-31 | 52.23 | 2.05 | 0.53 | 1.2 |
| 2026-08-28 | 52.96 | 0 | 0.5 | 0 |
| 2026-08-27 | 53.93 | 0 | 0.51 | 0 |
| 2026-08-26 | 53.64 | 0 | 0.52 | 0 |
| 2026-08-25 | 54.42 | 1.26 | 0.55 | 2 |
| 2026-08-24 | 53.85 | 0.85 | 0.55 | 1.2 |
| 2026-08-21 | 53.37 | 0.04 | 0.54 | 0.4 |
| 2026-08-20 | 50.71 | 0 | 0.54 | 0 |
| 2026-08-19 | 51.25 | 0 | 0.54 | 0 |
| 2026-08-18 | 50.12 | 0 | 0.55 | 0 |
| 2026-08-17 | 49.95 | 0.79 | 0.57 | 1.2 |
| 2026-08-14 | 52.64 | 0 | 0.56 | 0 |
| 2026-08-13 | 52.98 | 0 | 0.56 | 0 |
| 2026-08-12 | 51.64 | 0 | 0.56 | 0 |
| 2026-08-11 | 52.87 | 0.45 | 0.58 | 0.4 |
| 2026-08-10 | 52.68 | 2.02 | 0.61 | 0.4 |
| 2026-08-07 | 52.94 | 2.11 | 0.61 | 0.4 |
| 2026-08-06 | 51.86 | 4.97 | 0.65 | 2 |
| 2026-08-05 | 52.06 | 5.31 | 0.65 | 3.6 |
| 2026-08-04 | 54.11 | 8.61 | 0.7 | 24 |
| 2026-08-03 | 53.05 | 9.69 | 0.71 | 31.73 |
| 2026-07-31 | 48.31 | 6.43 | 0.67 | 10.4 |
| 2026-07-30 | 48.57 | 6.77 | 0.67 | 13.6 |
| 2026-07-29 | 47.38 | 10.66 | 0.73 | 39.6 |
| 2026-07-28 | 62.11 | 22.07 | 0.89 | 73.6 |
| 2026-07-27 | 61.99 | 21.59 | 0.88 | 72.29 |
| 2026-07-24 | 60.14 | 22.25 | 0.89 | 73.6 |
| 2026-07-23 | 60.71 | 24.57 | 0.92 | 79.6 |
| 2026-07-22 | 63.42 | 23.41 | 0.91 | 75.2 |
| 2026-07-21 | 68.62 | 23.52 | 0.91 | 75.2 |
| 2026-07-20 | 67.45 | 21.87 | 0.89 | 73.09 |
| 2026-07-17 | 67.18 | 25.15 | 0.93 | 79.6 |
| 2026-07-16 | 64.57 | 21.24 | 0.88 | 71.2 |
| 2026-07-15 | 66.05 | 21.7 | 0.88 | 71.6 |
| 2026-07-14 | 70.14 | 19.59 | 0.85 | 66.4 |
| 2026-07-13 | 70.62 | 19.73 | 0.86 | 66.67 |