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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Levi Strauss & Co (LEVI) - NYSE Next Earnings Date: OS Estimate: Jan. 29, 2025 AC
OS Projected Window: Jan. 27, 2025 to Feb. 1, 2025
EVR: 4.3
Avg Daily Volume: 1,964,143    Market Cap: 7.96B
Sector: None    Short Interest: 11.12
Live Interactive Chart
Days to Next Earnings: 62 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 23
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. 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 $2.55
($23.12)
11.09% -18.12% O -15.39% O $19.56 $3.48
( $19.56 )
36.47%
April 3, 2024 AC 3.6 $18.66 @$19.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
July 7, 2022 AC 3.7 $16.41 @$16.00

 
 
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