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Levi Strauss & Co LEVI 23.8 0.93 4.07%

Previous-day view · Wed Nov 4 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 04, 2026 close · $23.77
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.5% ±$0.34 $23.42 – $24.11 $23.35 – $24.18 $23.03 – $24.50
2 sessions ±2.0% ±$0.48 $23.28 – $24.25 $23.19 – $24.34 $22.73 – $24.80
3 sessions ±2.5% ±$0.61 $23.16 – $24.37 $23.04 – $24.49 $22.48 – $25.05
1 week ±3.2% ±$0.77 $23.00 – $24.53 $22.83 – $24.70 $22.13 – $25.40
2 weeks ±4.5% ±$1.07 $22.69 – $24.84 $22.43 – $25.10 $21.47 – $26.06
3 weeks ±5.6% ±$1.34 $22.43 – $25.10 $22.11 – $25.42 $20.95 – $26.58
1 month ±6.7% ±$1.59 $22.18 – $25.35 $21.79 – $25.74 $20.40 – $27.13
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±10.77%
Average actual move
7.83%
Beyond the implied move
3 / 6
Median IV change
-44.30%
Reaction session Implied Actual Used ATM IV before → after
October 08, 2026 ±9.99% -2.36% 0.24× —
July 09, 2026 ±8.51% -2.17% 0.26× 66.5% → 32.9%
April 08, 2026 ±8.88% +10.65% 1.20× —
October 10, 2025 ±11.00% -12.55% 1.14× —
July 11, 2025 ±10.14% +11.25% 1.11× —
April 08, 2025 ±16.11% -8.00% 0.50× 121.9% → 86.3%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →