Levi Strauss & Co (LEVI) Expected Move

Tracking the LEVI expected move helps you see how far Levi Strauss & Co's options market is pricing the stock to travel over a given period — whether that's the next day, week, or earnings cycle. Levi Strauss & Co's expected move is derived directly from option premiums and gives you an objective range to plan trades, set strikes, and manage risk. Use our scanner to monitor the LEVI expected move for this week's options, in real time.

The expected move is typically calculated from at-the-money straddle prices (or a blend of straddles and strangles) and represents roughly a one-standard-deviation range over the chosen timeframe. For LEVI, comparing the implied expected move to actual realized moves over similar windows tells you whether the options market has historically overestimated or underestimated volatility. The LEVI expected move for this week's options pricing is especially useful for short-dated traders, earnings players, and anyone selling premium who needs to know where the market thinks Levi Strauss & Co is unlikely to go.

Levi Strauss & Co. operates as an apparel company. The company designs, markets, and sells jeans, casual and dress pants, activewear, tops, shorts, skirts, dresses, jackets, footwear, and related accessories for men, women, and children in the Americas, Europe, and Asia. It also sells its products under the Levi's, Dockers, Signature by Levi Strauss & Co., and Denizen brands. In addition, the company licenses Levi's and Dockers trademarks for various product categories, including footwear, belts, wallets and bags, outerwear, sweaters, dress shirts, kids wear, sleepwear, and hosiery. Further, it sells its products through third-party retailers, such as department stores, specialty retailers, third-party e-commerce sites, and franchisees who operate brand-dedicated stores; and directly to consumers through various formats, including company-operated mainline and outlet stores, company-operated e-commerce sites, and select shop-in-shops located in department stores, and other third-party retail locations.

The company also operates approximately 3,100 brand-dedicated stores and shop-in-shops. The company was founded in 1853 and is headquartered in San Francisco, California.

Iron condors, weekly premium sales, directional swing trades — they all live or die by where the market thinks the stock won't go. Our scanner tracks the LEVI expected move across every expiration, benchmarks it against realized moves, and shows you when implied ranges are out of line with history. The Levi Strauss & Co expected move for this week's options is the fastest read on short-term risk, which gives you a quick way to interpret what the options market thinks about LEVI.