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Levi Strauss options imply 7.2% move in share price post-earnings

Pre-earnings options volume in Levi Strauss (LEVI) is 2.2x normal with calls leading puts 3:2. Implied volatility suggests the market is anticipating a move near 7.2%, or $1.42, after results are released. Median move over the past eight quarters is 9.6%.

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