Lemonade Inc. (LMND)
NYSE: LMND
· Real-Time Price · USD
54.50
1.20 (2.25%)
At close: Oct 03, 2025, 3:59 PM
55.65
2.11%
Pre-market: Oct 06, 2025, 09:24 AM EDT
LMND Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for LMND across all expirations is 42,710.39 shares per 1% move, with 68,983.11 from calls and 26,272.72 from puts. The put-call GEX ratio of 0.38 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 10, 25 | 13,748.45 | -5,083.19 | 8,665.26 | 0.37 |
| Oct 17, 25 | 13,393.33 | -4,535.37 | 8,857.96 | 0.34 |
| Oct 24, 25 | 3,498.1 | -4,572.95 | -1,074.85 | 1.31 |
| Oct 31, 25 | 2,545.13 | -829.87 | 1,715.26 | 0.33 |
| Nov 7, 25 | 369.98 | -174.41 | 195.57 | 0.47 |
| Nov 14, 25 | 0 | -15.42 | -15.42 | n/a |
| Nov 21, 25 | 2,313.21 | -802.58 | 1,510.63 | 0.35 |
| Dec 19, 25 | 9,087.9 | -4,867.5 | 4,220.4 | 0.54 |
| Jan 16, 26 | 9,987.98 | -2,723 | 7,264.98 | 0.27 |
| Mar 20, 26 | 7,797.33 | -1,534.73 | 6,262.6 | 0.20 |
| Jan 15, 27 | 6,133.98 | -1,051.78 | 5,082.2 | 0.17 |
| Jan 21, 28 | 107.72 | -81.92 | 25.8 | 0.76 |