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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Levi Strauss & Co (LEVI) - NYSE Next Earnings Date: OS Estimate: Jan. 28, 2026 AC
OS Projected Window: Jan. 26, 2026 to Jan. 31, 2026
EVR: 4.4
Avg Daily Volume: 2,825,122    Market Cap: 7.9B
Sector: None    Short Interest: 1.74
Live Interactive Chart
Days to Next Earnings: 54 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 27
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. 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 $2.02
($19.73)
10.1% 12.46% O 11.25% O $21.95 $2.02
( $21.95 )
0.0%
April 7, 2025 AC 4.1 $13.50 @$13.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
July 6, 2023 AC 3.7 $14.23 @$14.00

 
 
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