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Levi Strauss & Co. Class A Common Stock LEVI

CONSUMER CYCLICAL · APPAREL MANUFACTURING
i

Market dataready · fetched 2026-11-12T00:59:02.613Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T00:00:00.003185578Z

FundamentalsAlpha Vantage · ready · quarter 2026-08-31 · fetched 2026-11-12T00:59:02.201587+00:00

Share price$24.09
1D-1.8%
AH$23.88$24.05$24.23$24.40$24.575:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLEVI
Sold putSold callAH

Levi Strauss & Co. Class A Common Stock options

Live interpolated LEVI call and put midpoint premiums by absolute delta.Levi Strauss & Co. Class A Common Stock$0.10$0.48$0.86$1.24$1.62$22.26$23.24$24.23$25.21$26.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive LEVI spot · $24.09LEVI PRICE$0.14$0.18$0.25$0.32$0.39$0.47$0.54$0.62$0.79$0.96$1.13$1.30$1.51$0.16$0.21$0.26$0.32$0.37$0.42$0.52$0.62$0.72$0.83$0.93$1.03
Puts——
CallsCheap0.80×
Skew——
Implied moveBalanced±$1.06
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.3434.5%5.8%23.0235.9%5.1%
25Δ24.9932.4%4.5%23.2235.1%4.5%
30Δ24.8233.0%4.1%23.4134.3%3.9%
35Δ24.6533.6%3.7%23.6033.5%3.3%
40Δ24.4834.2%3.3%23.8032.7%2.7%
45Δ24.3234.8%2.9%23.9931.9%2.2%
50Δ24.1535.4%2.5%24.1531.8%1.9%
55Δ23.9736.2%2.1%24.3231.7%1.6%
60Δ23.7538.0%1.9%24.4831.6%1.4%
65Δ23.5239.8%1.6%24.6431.6%1.1%
70Δ23.2941.6%1.4%24.8031.5%0.9%
75Δ23.0643.5%1.1%24.9731.5%0.6%
80Δ22.7942.8%0.9%

20Δ

Calls
Pseudo strike
25.34
IV
34.5%
B/E move
5.8%
Puts
Pseudo strike
23.02
IV
35.9%
B/E move
5.1%

25Δ

Calls
Pseudo strike
24.99
IV
32.4%
B/E move
4.5%
Puts
Pseudo strike
23.22
IV
35.1%
B/E move
4.5%

30Δ

Calls
Pseudo strike
24.82
IV
33.0%
B/E move
4.1%
Puts
Pseudo strike
23.41
IV
34.3%
B/E move
3.9%

35Δ

Calls
Pseudo strike
24.65
IV
33.6%
B/E move
3.7%
Puts
Pseudo strike
23.60
IV
33.5%
B/E move
3.3%

40Δ

Calls
Pseudo strike
24.48
IV
34.2%
B/E move
3.3%
Puts
Pseudo strike
23.80
IV
32.7%
B/E move
2.7%

45Δ

Calls
Pseudo strike
24.32
IV
34.8%
B/E move
2.9%
Puts
Pseudo strike
23.99
IV
31.9%
B/E move
2.2%

50Δ

Calls
Pseudo strike
24.15
IV
35.4%
B/E move
2.5%
Puts
Pseudo strike
24.15
IV
31.8%
B/E move
1.9%

55Δ

Calls
Pseudo strike
23.97
IV
36.2%
B/E move
2.1%
Puts
Pseudo strike
24.32
IV
31.7%
B/E move
1.6%

60Δ

Calls
Pseudo strike
23.75
IV
38.0%
B/E move
1.9%
Puts
Pseudo strike
24.48
IV
31.6%
B/E move
1.4%

65Δ

Calls
Pseudo strike
23.52
IV
39.8%
B/E move
1.6%
Puts
Pseudo strike
24.64
IV
31.6%
B/E move
1.1%

70Δ

Calls
Pseudo strike
23.29
IV
41.6%
B/E move
1.4%
Puts
Pseudo strike
24.80
IV
31.5%
B/E move
0.9%

75Δ

Calls
Pseudo strike
23.06
IV
43.5%
B/E move
1.1%
Puts
Pseudo strike
24.97
IV
31.5%
B/E move
0.6%

80Δ

Calls
Pseudo strike
22.79
IV
42.8%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend34.69%
Daily EOD
LEVI32.0%33.9%35.9%2026-10-19: 32.25%2026-10-20: 33.19%2026-10-21: 33.82%2026-10-22: 34.18%2026-10-23: 34.62%2026-10-26: 34.38%2026-10-27: 34.74%2026-10-28: 35.61%2026-10-29: 34.03%2026-10-30: 34.69%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
32.25%
33.19%
33.82%
34.18%
34.62%
34.38%
34.74%
35.61%
34.03%
34.69%