Levi Strauss & Co.

NYSE: LEVI · Real-Time Price · USD
21.13
0.40 (1.93%)
At close: Aug 15, 2025, 3:59 PM
21.28
0.73%
After-hours: Aug 15, 2025, 07:47 PM EDT

LEVI Gamma Exposure By Expiry

The total Gamma Exposure (GEX) for LEVI across all expirations is 12,438.57 shares per 1% move, with 35,610.76 from calls and 23,172.19 from puts. The put-call GEX ratio of 0.65 reflects balanced positioning between puts and calls. The highest gamma concentration is at the Oct 17, 25 expiration with 9,854.91 net GEX, which may act as a magnet point for price action. Near-term exposure for Sep 19, 25 suggests possible volatility from negative gamma effects.

LEVI GEX Table

Expiry Date Call GEX Put GEX Net GEX P/C GEX
Sep 19, 25 1,833.85 -1,904.79 -70.94 1.04
Oct 17, 25 20,381.99 -10,527.08 9,854.91 0.52
Jan 16, 26 9,706.62 -8,473.64 1,232.98 0.87
Feb 20, 26 1,670.47 -1,516.19 154.28 0.91
Apr 17, 26 0 0 0 n/a
Jan 15, 27 2,017.83 -750.49 1,267.34 0.37