Levi Strauss & Co (LEVI) Historical Volatility

Tracking LEVI historical volatility helps you see how much Levi Strauss & Co's stock price has actually moved over past periods, giving you a baseline to judge whether current option premiums are fair, cheap, or expensive. While implied volatility tells you what the market expects, Levi Strauss & Co's HV tells you what really happened. Use our scanner to monitor LEVI 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.

Historical volatility is the annualized standard deviation of an underlying's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. The LEVI 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Levi Strauss & Co's HV to its implied volatility reveals the volatility risk premium — when IV sits well above HV, option sellers tend to have an edge; when HV runs hot relative to IV, buyers may be underpaying for movement.

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.

Sizing a long premium trade, modeling a covered call, or hunting volatility arbitrage all come back to one question: how much has the stock actually moved? Our scanner puts Levi Strauss & Co's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where LEVI HV is running hot, cold, or in line. Make the LEVI 30 day historical volatility — and every other window — work for your edge instead of against it.