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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Levi Strauss & Co (LEVI) - NYSE Next Earnings Date: OS Estimate: July 8, 2026 AC
OS Projected Window: July 6, 2026 to July 11, 2026
EVR: 4.5
Avg Daily Volume: 2,907,387    Market Cap: 7.2B
Sector: None    Short Interest: 2.62
Live Interactive Chart
Days to Next Earnings: 75 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 29
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, 2026 AC 4.3 $19.71 @$20.00 $1.93
($19.71)
9.65% 16.48% O 10.65% O $21.81 $1.95
( $21.81 )
1.04%
Jan. 28, 2026 AC 4.4 $20.47 @$20.50 $2.35
($20.47)
11.46% -6.69% I 0.34% I $20.54 $1.40
( $20.54 )
-40.43%
Oct. 9, 2025 AC 4.4 $24.54 @$25.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 10, 2025 AC 4.4 $19.73 @$20.00
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

 
 
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