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Levi Strauss & Co. Class A Common Stock LEVI

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Market datapartial · fetched 2026-10-22T15:15:31.178Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T15:15:30.375327761Z

FundamentalsAlpha Vantage · unavailable

Share price$21.30
1D+0.8%
$20.99$21.08$21.18$21.27$21.375:30 AM6:30 AM9:00 AM1:00 PMLEVI
Sold putSold call

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$0.12$0.85$1.58$2.32$3.05$17.06$19.12$21.17$23.23$25.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LEVI spot · $21.30LEVI PRICE$0.20$0.27$0.35$0.42$0.51$0.61$0.72$0.83$0.94$1.10$1.26$1.42$1.60$0.26$0.34$0.45$0.56$0.67$0.79$0.90$1.02$1.13$1.42$1.74$2.16$2.84
PutsCheap0.64×
CallsCheap0.58×
SkewBearish+5.93 pp
Implied moveBearish±$1.62
TiltBearish16.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.1431.2%9.6%19.6736.0%8.9%
25Δ22.7530.3%8.1%20.0536.1%7.5%
30Δ22.4730.5%7.1%20.3436.3%6.6%
35Δ22.1930.7%6.2%20.6336.4%5.8%
40Δ21.9330.8%5.3%20.9236.6%4.9%
45Δ21.6930.8%4.7%21.1935.9%4.2%
50Δ21.4630.7%4.1%21.4534.9%3.5%
55Δ21.2230.7%3.5%21.7133.9%2.9%
60Δ20.9830.6%2.9%21.9632.8%2.2%
65Δ20.7330.4%2.5%22.3334.5%1.8%
70Δ20.4830.2%2.1%22.7236.6%1.5%
75Δ20.2330.0%1.7%23.2039.4%1.2%
80Δ19.9729.7%1.3%23.9344.3%1.0%

20Δ

Calls
Pseudo strike
23.14
IV
31.2%
B/E move
9.6%
Puts
Pseudo strike
19.67
IV
36.0%
B/E move
8.9%

25Δ

Calls
Pseudo strike
22.75
IV
30.3%
B/E move
8.1%
Puts
Pseudo strike
20.05
IV
36.1%
B/E move
7.5%

30Δ

Calls
Pseudo strike
22.47
IV
30.5%
B/E move
7.1%
Puts
Pseudo strike
20.34
IV
36.3%
B/E move
6.6%

35Δ

Calls
Pseudo strike
22.19
IV
30.7%
B/E move
6.2%
Puts
Pseudo strike
20.63
IV
36.4%
B/E move
5.8%

40Δ

Calls
Pseudo strike
21.93
IV
30.8%
B/E move
5.3%
Puts
Pseudo strike
20.92
IV
36.6%
B/E move
4.9%

45Δ

Calls
Pseudo strike
21.69
IV
30.8%
B/E move
4.7%
Puts
Pseudo strike
21.19
IV
35.9%
B/E move
4.2%

50Δ

Calls
Pseudo strike
21.46
IV
30.7%
B/E move
4.1%
Puts
Pseudo strike
21.45
IV
34.9%
B/E move
3.5%

55Δ

Calls
Pseudo strike
21.22
IV
30.7%
B/E move
3.5%
Puts
Pseudo strike
21.71
IV
33.9%
B/E move
2.9%

60Δ

Calls
Pseudo strike
20.98
IV
30.6%
B/E move
2.9%
Puts
Pseudo strike
21.96
IV
32.8%
B/E move
2.2%

65Δ

Calls
Pseudo strike
20.73
IV
30.4%
B/E move
2.5%
Puts
Pseudo strike
22.33
IV
34.5%
B/E move
1.8%

70Δ

Calls
Pseudo strike
20.48
IV
30.2%
B/E move
2.1%
Puts
Pseudo strike
22.72
IV
36.6%
B/E move
1.5%

75Δ

Calls
Pseudo strike
20.23
IV
30.0%
B/E move
1.7%
Puts
Pseudo strike
23.20
IV
39.4%
B/E move
1.2%

80Δ

Calls
Pseudo strike
19.97
IV
29.7%
B/E move
1.3%
Puts
Pseudo strike
23.93
IV
44.3%
B/E move
1.0%

Options history

No recorded observations