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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Levi Strauss & Co (LEVI) - NYSE Next Earnings Date: July 8, 2026 AC
EVR: 4.5
Avg Daily Volume: 2,352,461    Market Cap: 9.4B
Sector: None    Short Interest: 1.94
Live Interactive Chart
Days to Next Earnings: 12 Days
Implied Move Monthly: 9.70%       Expires on: July 17, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 30
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
July 8, 2026 AC None $0.00 @$25.00 $2.38
($24.54)
9.7% -None% -None% $0.00 $0.00
( N/A )
None%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
April 3, 2024 AC 3.6 $18.66 @$19.00

 
 
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