LMND
Lemonade, Inc.After hours44.71−0.44 −0.97%USD
NYSE · as of Oct 13, 16:00 ET · 20m delayAfter hours 45.00 +0.65%
Open
45.12
Prev close
45.15
Day range
44.4045.63
52-week range
43.2899.90
Volume
1.01M0.83×
Mkt cap
3.46B
P/E ttm
—
Fwd P/E
-51.39
EPS ttm
-1.82
Div yield
0.00%
Earnings
Jul 29, 2026
From 52w high
−55.25%
LMND market-implied price distribution
LMND Price at Expiry
14 OTM quotes · ATM IV 73.4%
Days to expiry
31
Fri, Nov 13, 2026
P(finish above spot)
46%
spot 44.71
Expected price
45.04
forward 44.86
68% range
35–55
−21.2% / +22.0%
Shaded band: the middle 68% of outcomes. Where the blue curve sits above the dashed one, options price that move as likelier than a plain bell curve would.
Target Price
Percentiles
| Chance below | Price | vs spot |
|---|---|---|
| 5% | 30.17 | −32.5% |
| 16% | 35.24 | −21.2% |
| 25% | 37.82 | −15.4% |
| 50% (median) | 43.67 | −2.3% |
| 75% | 50.60 | +13.2% |
| 84% | 54.55 | +22.0% |
| 95% | 65.60 | +46.7% |
Move Odds
| Up 5% or more (46.95) | 37% |
|---|---|
| Up 10% or more (49.18) | 29% |
| Down 5% or more (42.47) | 45% |
| Down 10% or more (40.24) | 35% |
Options price a 10%+ drop at 35%, 1.0× the 34% a bell curve with the same volatility gives.
Risk-neutral odds from option prices, the bot's lgf odds method: out-of-the-money mids → implied vols → a smoothed smile in total variance → density = erT·∂²C/∂K² (Breeden–Litzenberger). Risk-neutral odds include the market's risk premium, so they lean bearish compared with real-world odds. Not investment advice.