Lemonade Inc. (LMND)
NYSE: LMND
· Real-Time Price · USD
57.09
-2.65 (-4.44%)
At close: Aug 19, 2025, 3:59 PM
56.65
-0.77%
After-hours: Aug 19, 2025, 07:59 PM EDT
LMND Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for LMND across all expirations is 38,063.37 shares per 1% move, with 57,436.47 from calls and 19,373.1 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. The highest gamma concentration is at the Sep 19, 25 expiration with 11,291 net GEX, which may act as a magnet point for price action. Near-term exposure for Aug 22, 25 suggests potential support from positive gamma hedging flows.
LMND GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 22, 25 | 11,658.57 | -4,431.54 | 7,227.03 | 0.38 |
| Aug 29, 25 | 4,152.55 | -1,654.9 | 2,497.65 | 0.40 |
| Sep 5, 25 | 1,377.89 | -1,912.57 | -534.68 | 1.39 |
| Sep 12, 25 | 1,261.71 | -535.14 | 726.57 | 0.42 |
| Sep 19, 25 | 14,889.47 | -3,598.47 | 11,291 | 0.24 |
| Sep 26, 25 | 919.12 | -508.19 | 410.93 | 0.55 |
| Oct 17, 25 | 167.01 | -50.16 | 116.85 | 0.30 |
| Dec 19, 25 | 7,042.82 | -3,377.75 | 3,665.07 | 0.48 |
| Jan 16, 26 | 8,713.79 | -1,893.48 | 6,820.31 | 0.22 |
| Mar 20, 26 | 2,639.77 | -659.28 | 1,980.49 | 0.25 |
| Jan 15, 27 | 4,613.77 | -751.62 | 3,862.15 | 0.16 |