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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Levi Strauss & Co (LEVI) - NYSE Next Earnings Date: Jan. 28, 2026 AC
EVR: 4.4
Avg Daily Volume: 1,787,354    Market Cap: 7.9B
Sector: None    Short Interest: 1.74
Live Interactive Chart
Implied Move Weekly: 8.71%       Expires on: Jan. 30, 2026
Implied Move Monthly: 10.49%       Expires on: Feb. 20, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 28
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
Jan. 28, 2026 AC None $0.00 @$21.00 $2.23
($21.25)
10.49% -None% -None% $0.00 $0.00
( N/A )
None%
Oct. 9, 2025 AC 4.4 $24.54 @$25.00 $2.67
($24.54)
10.68% -13.97% O -12.55% O $21.46 $3.35
( $21.46 )
25.47%
July 10, 2025 AC 4.4 $19.73 @$20.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
April 7, 2025 AC 4.1 $13.50 @$13.00
Jan. 29, 2025 AC 4.3 $18.09 @$18.00
Oct. 2, 2024 AC 4.2 $21.06 @$21.00
June 26, 2024 AC 3.9 $23.12 @$23.00
April 3, 2024 AC 3.6 $18.66 @$19.00
Jan. 25, 2024 AC 3.6 $15.75 @$16.00
Oct. 5, 2023 AC 3.7 $13.21 @$13.00

 
 
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