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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Levi Strauss & Co (LEVI) - NYSE Next Earnings Date: OS Estimate: July 2, 2025 AC
OS Projected Window: June 30, 2025 to July 5, 2025
EVR: 4.4
Avg Daily Volume: 3,172,020    Market Cap: 5.5B
Sector: None    Short Interest: 1.3
Live Interactive Chart
Days to Next Earnings: 61 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 25
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
April 7, 2025 AC 4.1 $13.50 @$13.00 $2.35
($13.50)
18.08% 16.37% I -8.0% I $12.42 $1.30
( $12.42 )
-44.68%
Jan. 29, 2025 AC 4.3 $18.09 @$18.00 $1.77
($18.09)
9.83% -7.29% I 4.2% I $18.85 $1.42
( $18.85 )
-19.77%
Oct. 2, 2024 AC 4.2 $21.06 @$21.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
July 6, 2023 AC 3.7 $14.23 @$14.00
April 6, 2023 BO 3.6 $18.03 @$18.00
Jan. 25, 2023 AC 3.7 $16.50 @$16.00

 
 
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