Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Levi Strauss & Co (LEVI) - NYSE Next Earnings Date: OS Estimate: July 3, 2024 AC
OS Projected Window: July 1, 2024 to July 6, 2024
EVR: 3.4
Avg Daily Volume: 3,692,023    Market Cap: 7.96B
Sector: None    Short Interest: 11.12
Live Interactive Chart
Days to Next Earnings: 71 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 21
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 3, 2024 AC 3.1 $18.66 @$19.00 $2.20
($18.66)
11.58% 19.98% O 12.37% O $20.97 $2.10
( $20.97 )
-4.55%
Jan. 25, 2024 AC 3.1 $15.75 @$16.00 $1.50
($15.75)
9.38% 10.98% O 1.26% I $15.95 $1.00
( $15.95 )
-33.33%
Oct. 5, 2023 AC 3.2 $13.21 @$13.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 6, 2023 AC 3.2 $14.23 @$14.00
April 6, 2023 AC 3.6 $15.14 @$15.00
Jan. 25, 2023 AC 3.7 $16.50 @$16.00
Oct. 6, 2022 AC 3.4 $15.93 @$16.00
July 7, 2022 AC 3.7 $16.41 @$16.00
April 6, 2022 AC 3.7 $19.41 @$19.00
Jan. 26, 2022 AC 3.5 $20.32 @$20.00

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US