Lemonade, Inc. (LMND) Options History
Historical options analytics archive for LMND with monthly max pain, implied volatility, gamma exposure, and put/call data.
72 months of complete options data available.
LMND monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for LMND. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-07 | 21 | 86.9% | 49.8% | $61.00 | -$717.0K | -$18.0M | 0.69 |
| 2026-06 | 19 | 70.5% | 15.8% | $55.00 | $3.0M | -$217.8M | 0.58 |
| 2026-05 | 19 | 68.2% | 10.9% | $60.00 | $2.8M | -$127.7M | 0.72 |
| 2026-04 | 19 | 90.2% | 49.0% | $65.00 | -$585.6K | -$69.8M | 0.58 |
| 2026-03 | 21 | 77.2% | 21.4% | $60.00 | $970.0K | -$139.5M | 0.61 |
| 2026-02 | 19 | 95.6% | 49.8% | $60.00 | $1.1M | -$53.0M | 0.78 |
This archive aggregates LMND's daily end-of-day options snapshots into monthly summaries, spanning 2020-08 through 2026-07. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how LMND option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-07) shows an average ATM implied volatility near 86.9%, a month-end max-pain strike around $61.00, an average put/call ratio of 0.69.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2023
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2022
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2021
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2020
Frequently asked LMND history questions
- How much options history is available for LMND?
- This archive holds 72 months of LMND options analytics, spanning 2020-08 through 2026-07. Each entry is a monthly rollup of LMND's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the LMND archive.
- What data does each monthly LMND aggregate contain?
- Every monthly row summarizes that month of LMND option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-07 recorded an average ATM implied volatility near 86.9%, an average IV rank of 49.8%, a month-end max-pain strike around $61.00, an average put/call ratio of 0.69.
- How is the LMND options-history archive built and how often does it update?
- The archive is derived from LMND's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how LMND's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.