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Lemonade LMND 41.48 -4.42 -9.63%

Previous-day view · Thu Nov 5 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 05, 2026 close · $41.25
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.9% ±$1.60 $39.65 – $42.85 $39.33 – $43.17 $37.83 – $44.67
2 sessions ±5.4% ±$2.22 $39.03 – $43.47 $38.56 – $43.94 $36.46 – $46.04
3 sessions ±6.8% ±$2.80 $38.45 – $44.05 $37.92 – $44.58 $35.30 – $47.20
1 week ±8.6% ±$3.55 $37.70 – $44.80 $36.91 – $45.59 $33.68 – $48.82
2 weeks ±12.1% ±$4.99 $36.26 – $46.24 $35.08 – $47.42 $30.61 – $51.89
3 weeks ±14.1% ±$5.80 $35.45 – $47.05 $34.03 – $48.47 $28.98 – $53.52
1 month ±16.9% ±$6.97 $34.28 – $48.22 $32.55 – $49.95 $26.47 – $56.03
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±15.40%
Average actual move
12.36%
Beyond the implied move
3 / 7
Median IV change
-36.20%
Reaction session Implied Actual Used ATM IV before → after
November 05, 2026 ±12.64% -9.63% 0.76× —
July 29, 2026 ±13.44% -23.72% 1.76× —
April 29, 2026 ±13.61% -14.85% 1.09× —
February 19, 2026 ±16.35% -6.18% 0.38× —
August 05, 2025 ±15.00% +29.54% 1.97× —
May 06, 2025 ±15.00% +1.03% 0.07× 126.1% → 80.5%
February 26, 2025 ±21.73% -1.59% 0.07× 150.0% → 95.6%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →