Lemonade Inc. (LMND)
NYSE: LMND
· Real-Time Price · USD
51.42
-1.04 (-1.98%)
At close: Sep 26, 2025, 3:59 PM
51.48
0.12%
After-hours: Sep 26, 2025, 07:54 PM EDT
LMND Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for LMND across all expirations is 42,843.15 shares per 1% move, with 65,407 from calls and 22,563.85 from puts. The put-call GEX ratio of 0.34 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.
LMND GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Oct 3, 25 | 11,464.67 | -3,984.19 | 7,480.48 | 0.35 |
| Oct 10, 25 | 5,619.11 | -2,259.71 | 3,359.4 | 0.40 |
| Oct 17, 25 | 11,072.94 | -2,502.94 | 8,570 | 0.23 |
| Oct 24, 25 | 2,043.65 | -4,048.94 | -2,005.29 | 1.98 |
| Oct 31, 25 | 1,624.31 | -487.36 | 1,136.95 | 0.30 |
| Nov 7, 25 | 5.52 | -7.51 | -1.99 | 1.36 |
| Nov 21, 25 | 1,514.1 | -438.55 | 1,075.55 | 0.29 |
| Dec 19, 25 | 8,816.22 | -4,203.96 | 4,612.26 | 0.48 |
| Jan 16, 26 | 9,751.22 | -2,351.97 | 7,399.25 | 0.24 |
| Mar 20, 26 | 7,447.15 | -1,316.66 | 6,130.49 | 0.18 |
| Jan 15, 27 | 5,958.48 | -934.59 | 5,023.89 | 0.16 |
| Jan 21, 28 | 89.63 | -27.47 | 62.16 | 0.31 |