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Levi Strauss & Co LEVI 24.39 0.29 1.2%

Previous-day view · Tue Nov 10 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 10, 2026 close · $24.42
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.5% ±$0.37 $24.05 – $24.79 $23.98 – $24.86 $23.63 – $25.21
2 sessions ±2.1% ±$0.51 $23.91 – $24.93 $23.80 – $25.04 $23.32 – $25.52
3 sessions ±2.6% ±$0.64 $23.78 – $25.06 $23.66 – $25.18 $23.05 – $25.78
1 week ±3.3% ±$0.82 $23.60 – $25.24 $23.42 – $25.42 $22.68 – $26.16
2 weeks ±4.7% ±$1.14 $23.28 – $25.56 $23.01 – $25.83 $21.98 – $26.86
3 weeks ±5.8% ±$1.41 $23.01 – $25.83 $22.66 – $26.18 $21.44 – $27.40
1 month ±6.9% ±$1.68 $22.74 – $26.10 $22.32 – $26.51 $20.86 – $27.98
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 →