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

Lemonade Inc.

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