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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Levi Strauss & Co (LEVI) - NYSE Next Earnings Date: Estimated on Jan. 23, 2025
EVR: 4.3
Avg Daily Volume: 1,739,328    Market Cap: 7.96B
Sector: None    Short Interest: 11.12
Live Interactive Chart
Days to Next Earnings: 21 Days
Implied Move Monthly: 12.14%       Expires on: Feb. 21, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 24
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
Jan. 23, 2025 AC None $0.00 @$17.00 $2.10
($17.30)
12.14% -None% I -None% I $0.00 $0.00
( N/A )
None%
Oct. 2, 2024 AC 4.2 $21.06 @$21.00 $2.25
($21.06)
10.71% -11.72% O -7.69% I $19.44 $1.68
( $19.44 )
-25.33%
June 26, 2024 AC 3.9 $23.12 @$23.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
April 6, 2023 BO 3.6 $18.03 @$18.00
Jan. 25, 2023 AC 3.7 $16.50 @$16.00
Oct. 6, 2022 AC 3.4 $15.93 @$16.00

 
 
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