Lemonade Inc. (LMND) Options Greeks | Delta, Gamma, Theta & Vega Analysis - Stocknear

Lemonade Inc.

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

Lemonade Greeks

Delta, Gamma, Theta, and Vega Greek Charts for LMND options.

Delta Table

Strike Price Delta Gamma Theta Vega
25.00 0.9415 0.0044 -0.2486 0.0109
30.00 0.9270 0.0065 -0.2395 0.0130
35.00 0.9086 0.0099 -0.2278 0.0156
36.00 0.8564 0.0134 -0.3526 0.0228
37.00 0.8340 0.0152 -0.388 0.0256
38.00 0.9023 0.0119 -0.2046 0.0161
39.00 0.9119 0.0120 -0.1695 0.0147
40.00 0.8987 0.0143 -0.183 0.0166
41.00 0.8805 0.0181 -0.1963 0.0197
42.00 0.8549 0.0211 -0.227 0.0229
43.00 0.9154 0.0185 -0.1129 0.0150
43.50 0.8801 0.0214 -0.1635 0.0193
44.00 0.8449 0.0258 -0.2056 0.0240
44.50 0.8677 0.0242 -0.1675 0.0208
45.00 0.8565 0.0250 -0.1798 0.0217
45.50 0.8440 0.0287 -0.1836 0.0236
46.00 0.8403 0.0295 -0.1818 0.0238
46.50 0.8438 0.0315 -0.1661 0.0235
47.00 0.7970 0.0378 -0.2096 0.0291
47.50 0.8072 0.0375 -0.192 0.0274
48.00 0.7921 0.0422 -0.1935 0.0294
48.50 0.7684 0.0469 -0.2053 0.0320
49.00 0.7583 0.0513 -0.2002 0.0332
49.50 0.7167 0.0555 -0.2309 0.0369
50.00 0.7035 0.0608 -0.2247 0.0382
51.00 0.6421 0.0712 -0.2473 0.0433
52.00 0.5658 0.0843 -0.2628 0.0490
53.00 0.4744 0.0959 -0.2846 0.0546
54.00 0.3779 0.1087 -0.2936 0.0593
55.00 0.2611 0.1170 -0.3113 0.0633
56.00 0.1395 0.1240 -0.3174 0.0659
57.00 0.0118 0.1293 -0.3127 0.0670
58.00 -0.1158 0.1281 -0.3078 0.0663
59.00 -0.2404 0.1242 -0.294 0.0638
60.00 -0.3682 0.1190 -0.2676 0.0595
61.00 -0.4807 0.1088 -0.2408 0.0540
62.00 -0.6042 0.0955 -0.1989 0.0456
63.00 -0.7183 0.0747 -0.1541 0.0352
64.00 -0.8155 0.0376 -0.1124 0.0224
65.00 -0.8485 0.0333 -0.0973 0.0197
66.00 -0.8733 0.0292 -0.086 0.0174
67.00 -0.8933 0.0255 -0.0762 0.0154
68.00 -0.9129 0.0220 -0.0646 0.0133
69.00 -0.9272 0.0190 -0.0561 0.0116
70.00 -0.9413 0.0160 -0.0462 0.0098
71.00 -0.8871 0.0196 -0.1103 0.0161
75.00 -0.9288 0.0134 -0.0788 0.0114
80.00 -0.9773 0.0058 -0.0231 0.0045