# LMND: options-positioning snapshot

Canonical: https://halfonadouble.com/stock/LMND
Data through: 2026-10-02 close
Publisher: Half on a Double

| Published field | Value |
| --- | --- |
| Close (USD/share) | 46.49 |
| Delta neutral (USD/share) | 44.52 |
| Gamma neutral (USD/share) | 46.59 |
| Gamma max (USD/share) | 57.56 |
| Open interest (contracts) | 127,745 |
| Nearest-expiration max pain (USD/share) | 46.50 (2026-10-09) |
| All-expiration max pain (USD/share) | 50.00 |
| Net gamma exposure | -61,732 |
| Confirmed GEX flip (USD/share) | 46.59 |
| Call wall (USD/share) | 50.00 |
| Put wall (USD/share) | 46.00 |
| Put/call open-interest ratio | 0.59 |
| Options catalyst-intensity score (0–100) | 40.4 |
| Options directional score (-100 to +100) | 22.8 |
| IV rank | 93.1 |
| Front ATM IV | +51.9% |
| Front-minus-back IV | -24.1 pp |
| Front expected move | +7.2% |
| Front ATM straddle / spot | +5.3% |
| Front 25-delta risk reversal | -109.4 pp |
| Call OI change, 1 session | -2,657 contracts · -3.2% |
| Put OI change, 1 session | -3,382 contracts · -6.7% |
| Call minus put OI growth, 1 session | +3.5 pp |
| Call OI change, 5 sessions | +3,573 contracts · +4.6% |
| Put OI change, 5 sessions | +1,128 contracts · +2.4% |
| Call minus put OI growth, 5 sessions | +2.2 pp |
| Daily call OI change surprise | -0.41σ (252 prior changes) |
| Daily put OI change surprise | -0.74σ (252 prior changes) |
| Daily call-minus-put growth surprise | +0.92σ (252 prior changes) |
| Daily open interest change (contracts) | -6,039 |
| Daily open interest change z-score (prior 252) | -0.57σ (252 prior changes) |
| Gamma max distance from close | +23.8% |
| Delta neutral distance from close | -4.2% |
| Prior-year sessions closer to gamma max | 73.8% of 252 |
| Prior-year sessions closer to delta neutral | 22.2% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 23 | -1.4% | -2.9% to +3.1% | 48% | -2.7% to +2.7% | 0.0% |
| above | Day +3 | 23 | -4.6% | -9.1% to +5.9% | 43% | -7.4% to +1.4% | 0.0% |
| above | Day +5 | 23 | +0.2% | -8.1% to +11.7% | 52% | -6.6% to +9.1% | 0.0% |
| above | Day +10 | 23 | +1.5% | -10.1% to +24.4% | 61% | -8.3% to +17.1% | 0.0% |
| below | Day +1 | 23 | -0.9% | -3.1% to +2.0% | 35% | -2.4% to +1.1% | 0.0% |
| below | Day +3 | 23 | -0.7% | -3.2% to +4.3% | 39% | -2.3% to +2.8% | 0.0% |
| below | Day +5 | 23 | +1.6% | -6.9% to +16.9% | 52% | -6.4% to +7.7% | 0.0% |
| below | Day +10 | 23 | -0.2% | -7.9% to +19.1% | 48% | -6.6% to +18.6% | 0.0% |

Returns are close-to-close after the labelled number of subsequent trading sessions. Cohorts require gamma max to be within 10% of the close on both crossing sessions. Historical windows can overlap and are not independent observations, so interval coverage is not guaranteed.

- [Machine-readable snapshot](https://halfonadouble.com/api/v1/tickers/LMND.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/LMND.csv)
- [Complete advanced analysis](https://halfonadouble.com/api/v1/analysis/LMND.json?date=2026-10-02)

An em dash means unavailable, not zero. Values use the same display rounding as the HTML page. This is a current snapshot; full history and individual event paths are on the canonical page.

[Definitions and limitations](https://halfonadouble.com/methodology.md).