LMND as of Nov 1 · 04:47 ET

LMNDNYSEFire, Marine & Casualty Insurance

Lemonade, Inc. · Brief

Next report

4 days

Nov 5 · before openconfirmedQ3 FY26

Earnings

Expected move

Inputs

±11.1%implied · report alone

38.1747.71

straddle ±12.5%

spot 42.94exp Nov 6ATM strike 43ATM straddle 6.33IV 133%

Oct 30 closereport share · term structure

Expected move

Inputs

Implied vs realized

8 reportsHistory

5 of 8≥ implied

avg implied: ±13.4%
avg realized: ±17.2%

Oct 30 '24±13.1%▲+26.77%×2.04

Feb 25 '25±18.2%▼−1.59%×0.09

May 6 '25±12.6%▲+1.03%×0.08

Aug 5 '25±12.9%▲+29.54%×2.29

Q3 FY25±12.7%▲+34.21%×2.68

Q4 FY25±13.0%▼−6.18%×0.48

Apr 29 '26±11.6%▼−14.85%×1.29

Q2 FY26±13.3%▼−23.72%×1.78

quarterimplied−35%0+35%realized×

Q2 FY26±13.3%▼−23.72%×1.78

Apr '26±11.6%▼−14.85%×1.29

Q4 FY25±13.0%▼−6.18%×0.48

Q3 FY25±12.7%▲+34.21%×2.68

Aug '25±12.9%▲+29.54%×2.29

May '25±12.6%▲+1.03%×0.08

2 older reports

Feb '25±18.2%▼−1.59%×0.09

Oct '24±13.1%▲+26.77%×2.04

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Bull & bear

Nov 5 report · confirmed

Bull2 of 3

+8.61%change in shares held by the ten largest reporting managers over the latest quarter13F · Jun 30 '26

4tracked funds holding LMNDN-PORT · Aug 31 '26

Bear2 of 3

5 of 24of the largest reporting managers cut their stake in the latest quarter13F · Jun 30 '26

3 of 8recent reports where the move came in under the options-implied rangeEarnings history

AI captions · Sep 16 '26once per report · top 2 per case

Linked exposure

LMND report session

Suppliers 1

AMZNAmazon Web Services ("AWS")×0.11

× = co-movement · max 500dSource: SEC filings · market data

Latest changes

30 daysAll changes

Oct 22impliedImplied move: ±14.4% into Nov 5 earnings (Oct 22 close).Source

Oct 19report dateEarnings date confirmed: Nov 5, before open.Source

Your note

privateThesis 0 · Decisions 0 · Observations 0

No thesis.