LEVI · Expected Move
Levi Strauss & Co. Class A Common Stock
The expected move for LEVI is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
LEVI straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current LEVI Expected Move
30-Day Straddle
$1.62
7-Day Straddle
$1.62
30-Day ATM IV
34.1%
IV Rank
22%
Implied one-standard-deviation move through the next 30 days. Compare to LEVI's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
LEVI Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261023 | $1.62 | $1.62 | 34.1% | 22% |
| 20261022 | $1.68 | $1.68 | 33.2% | 18% |
| 20261021 | $1.52 | $1.52 | 31.8% | 12% |
| 20261020 | $1.50 | $1.50 | 30.5% | 7% |
| 20261019 | $1.52 | $1.52 | 30.0% | 5% |
| 20261016 | $1.52 | $0.43 | — | — |
| 20261015 | $1.72 | $0.62 | 31.5% | 11% |
| 20261014 | $1.60 | $0.57 | 31.3% | 10% |
| 20261013 | $1.52 | $0.65 | 28.8% | 0% |
| 20261012 | $1.55 | $0.60 | 30.4% | 4% |
| 20261009 | $1.57 | $0.68 | 30.5% | 4% |
| 20261008 | $1.60 | $0.68 | 30.9% | 6% |
| 20261007 | $2.27 | $1.85 | 46.7% | 73% |
| 20261006 | $2.72 | $1.95 | 49.4% | 84% |
| 20261005 | $2.50 | $2.00 | 49.6% | 85% |
| 20261002 | $1.88 | $1.88 | 48.7% | 81% |
| 20261001 | $1.92 | $1.92 | 48.3% | 79% |
| 20260930 | $2.00 | $2.00 | 49.2% | 83% |
| 20260929 | $1.93 | $1.93 | 46.7% | 73% |
| 20260928 | $1.92 | $1.92 | 47.4% | 75% |
| 20260925 | $1.98 | $1.98 | 47.8% | 77% |
| 20260924 | $2.08 | $2.08 | 47.7% | 77% |
| 20260923 | $2.02 | $2.02 | 47.0% | 74% |
| 20260922 | $1.98 | $1.98 | 46.0% | 69% |
| 20260921 | $2.08 | $2.08 | 47.4% | 76% |
| 20260918 | $2.08 | $0.25 | 47.2% | 75% |
| 20260917 | $2.20 | $0.30 | 48.8% | 81% |
| 20260916 | $1.98 | $0.62 | 45.0% | 65% |
| 20260915 | $2.10 | $0.68 | 45.9% | 69% |
| 20260914 | $2.15 | $0.47 | 45.2% | 66% |
| 20260911 | $2.27 | $0.68 | 45.4% | 67% |
| 20260910 | $2.22 | $0.77 | 43.5% | 59% |
| 20260909 | $2.33 | $0.95 | 42.8% | 56% |
| 20260908 | $2.35 | $0.85 | 42.9% | 56% |
| 20260904 | $2.30 | $0.93 | 38.4% | 37% |
| 20260903 | $2.35 | $0.98 | 38.6% | 38% |
| 20260902 | $1.10 | $1.10 | 39.0% | 40% |
| 20260901 | $1.10 | $1.10 | 38.1% | 36% |
| 20260831 | $1.07 | $1.07 | 36.7% | 30% |
| 20260828 | $1.23 | $1.23 | 35.7% | 27% |
| 20260827 | $1.20 | $1.20 | 34.9% | 24% |
| 20260826 | $1.27 | $1.27 | 36.1% | 29% |
| 20260825 | $1.25 | $1.25 | 34.6% | 23% |
| 20260824 | $1.25 | $1.25 | 31.8% | 11% |
| 20260821 | $1.48 | $2.55 | 30.4% | 5% |
| 20260820 | $1.45 | $0.50 | 30.8% | 7% |
| 20260819 | $1.62 | $0.43 | 32.4% | 13% |
| 20260818 | $1.52 | $0.50 | 30.0% | 3% |
| 20260817 | $1.62 | $0.75 | 29.6% | 2% |
| 20260814 | $1.85 | $0.85 | 30.9% | 7% |
| 20260813 | $1.82 | $0.90 | 31.1% | 8% |
| 20260812 | $1.90 | $0.97 | 31.4% | 9% |
| 20260811 | $2.10 | $1.02 | 35.5% | 23% |
| 20260810 | $2.05 | $1.12 | 33.1% | 15% |
| 20260807 | — | — | 31.8% | 10% |
| 20260806 | $2.23 | $1.40 | 32.8% | 13% |
| 20260805 | $1.50 | $1.50 | 34.4% | 19% |
| 20260804 | $1.75 | $1.75 | 35.7% | 24% |
| 20260803 | $1.52 | $1.52 | 33.3% | 15% |
| 20260731 | $1.62 | $1.62 | 33.8% | 17% |
More on LEVI
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.