Lemonade Inc. (LMND)
NYSE: LMND
· Real-Time Price · USD
54.50
1.20 (2.25%)
At close: Oct 03, 2025, 3:59 PM
55.51
1.85%
Pre-market: Oct 06, 2025, 06:56 AM EDT
Lemonade Greeks
Delta, Gamma, Theta, and Vega Greek Charts for LMND options.
Delta Table
Strike Price | Delta | Gamma | Theta | Vega |
---|---|---|---|---|
30.00 | 0.9326 | 0.0045 | -0.2744 | 0.0102 |
35.00 | 0.9149 | 0.0066 | -0.2649 | 0.0122 |
38.00 | 0.9000 | 0.0085 | -0.2624 | 0.0138 |
38.50 | 0.9011 | 0.0088 | -0.2489 | 0.0137 |
39.00 | 0.8940 | 0.0092 | -0.2623 | 0.0144 |
39.50 | 0.8975 | 0.0096 | -0.2411 | 0.0140 |
40.00 | 0.9807 | 0.0047 | -0.0377 | 0.0037 |
40.50 | 0.9713 | 0.0062 | -0.0537 | 0.0052 |
41.00 | 0.9591 | 0.0078 | -0.0743 | 0.0069 |
41.50 | 0.9740 | 0.0063 | -0.0454 | 0.0047 |
42.00 | 0.9644 | 0.0079 | -0.0599 | 0.0062 |
42.50 | 0.8834 | 0.0126 | -0.221 | 0.0154 |
43.00 | 0.9339 | 0.0115 | -0.1066 | 0.0101 |
43.50 | 0.8695 | 0.0139 | -0.2342 | 0.0167 |
44.00 | 0.9034 | 0.0142 | -0.1514 | 0.0134 |
44.50 | 0.8635 | 0.0154 | -0.2254 | 0.0172 |
45.00 | 0.9474 | 0.0126 | -0.0697 | 0.0084 |
45.50 | 0.9331 | 0.0147 | -0.0859 | 0.0102 |
46.00 | 0.9587 | 0.0124 | -0.0496 | 0.0069 |
46.50 | 0.9281 | 0.0169 | -0.0839 | 0.0108 |
47.00 | 0.9389 | 0.0168 | -0.0668 | 0.0095 |
47.50 | 0.9267 | 0.0192 | -0.0767 | 0.0109 |
48.00 | 0.9146 | 0.0215 | -0.0856 | 0.0123 |
48.50 | 0.9025 | 0.0239 | -0.0934 | 0.0135 |
49.00 | 0.8827 | 0.0266 | -0.1085 | 0.0155 |
49.50 | 0.8670 | 0.0291 | -0.1179 | 0.0169 |
50.00 | 0.8511 | 0.0316 | -0.1261 | 0.0182 |
51.00 | 0.8080 | 0.0363 | -0.1509 | 0.0215 |
52.00 | 0.7619 | 0.0403 | -0.1736 | 0.0243 |
53.00 | 0.7124 | 0.0433 | -0.1956 | 0.0268 |
54.00 | 0.6627 | 0.0454 | -0.2136 | 0.0287 |
55.00 | 0.3904 | 0.1712 | -0.2804 | 0.0535 |
56.00 | 0.1708 | 0.1702 | -0.3307 | 0.0611 |
57.00 | 0.0043 | 0.1558 | -0.3589 | 0.0626 |
58.00 | -0.1315 | 0.1406 | -0.3731 | 0.0614 |
59.00 | -0.2437 | 0.1246 | -0.3824 | 0.0587 |
60.00 | -0.342 | 0.1104 | -0.381 | 0.0552 |
61.00 | -0.4101 | 0.0954 | -0.3887 | 0.0521 |
62.00 | -0.4706 | 0.0831 | -0.3899 | 0.0488 |
63.00 | -0.519 | 0.0716 | -0.398 | 0.0454 |
64.00 | -0.5562 | 0.0628 | -0.4019 | 0.0430 |
65.00 | -0.5997 | 0.0545 | -0.3921 | 0.0395 |
66.00 | -0.6009 | 0.0530 | -0.4081 | 0.0409 |
67.00 | -0.6124 | 0.0477 | -0.431 | 0.0397 |
68.00 | -0.645 | 0.0421 | -0.4205 | 0.0368 |
69.00 | -0.6753 | 0.0360 | -0.4108 | 0.0335 |
70.00 | -0.6799 | 0.0350 | -0.4229 | 0.0337 |
75.00 | -0.6427 | 0.0329 | -0.5732 | 0.0397 |
80.00 | -0.7569 | 0.0191 | -0.467 | 0.0268 |