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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Levi Strauss & Co (LEVI) - NYSE Next Earnings Date: OS Estimate: Jan. 27, 2027 AC
OS Projected Window: Jan. 25, 2027 to Jan. 30, 2027
EVR: 3.9
Avg Daily Volume: 4,497,203    Market Cap: 8.6B
Sector: Consumer Cyclical    Short Interest: 2.35
Live Interactive Chart
Days to Next Earnings: 85 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 31
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
Oct. 7, 2026 AC 4.2 $19.51 @$20.00 $2.02
($19.51)
10.1% -4.76% I -2.35% I $19.05 $1.15
( $19.05 )
-43.07%
July 8, 2026 AC 4.5 $24.37 @$24.00 $2.08
($24.37)
8.67% -7.79% I -2.17% I $23.84 $0.98
( $23.84 )
-52.88%
April 7, 2026 AC 4.3 $19.71 @$20.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 28, 2026 AC 4.4 $20.47 @$20.50
Oct. 9, 2025 AC 4.4 $24.54 @$25.00
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

 
 
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