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Levi Strauss options imply 6.4% move in share price post-earnings
The Fly

Levi Strauss options imply 6.4% move in share price post-earnings

Pre-earnings options volume in Levi Strauss is 14.0x normal with calls leading puts 3:1. Implied volatility suggests the market is anticipating a move near 6.4%, or $1.47, after results are released. Median move over the past eight quarters is 7.6%.

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