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Levi Strauss options imply 12.3% move in share price post-earnings

Pre-earnings options volume in Levi Strauss (LEVI) is 12.1x normal with puts leading calls 8:3. Implied volatility suggests the market is anticipating a move near 12.3%, or $1.66, after results are released. Median move over the past eight quarters is 7.7%.

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