tiprankstipranks
Option traders looking for 7% move for Levi Strauss post earnings today
The Fly

Option traders looking for 7% move for Levi Strauss post earnings today

Option traders looking for 7% move for Levi Strauss post earnings today. Shares down -0.195 or -1.45%, near $13.23 at mid-session with earnings due after the close and near term options trading near 62% implied vol, suggesting traders expect shares to move about 92c on the news, which is very close to the average reaction over the past two years. Ahead of the releasee LEVI options volume is on track for 10k contracts, or 9x normal, with calls leading puts 3:2.

Don't Miss our Black Friday Offers:

Published first on TheFly – the ultimate source for real-time, market-moving breaking financial news. Try Now>>

See Insiders’ Hot Stocks on TipRanks >>

Read More on LEVI:

Looking for investment ideas? Subscribe to our Smart Investor newsletter for weekly expert stock picks!
Get real-time notifications on news & analysis, curated for your stock watchlist. Download the TipRanks app today! Get the App