Levi Strauss & Co. (LEVI)
NYSE: LEVI
· Real-Time Price · USD
24.44
0.06 (0.25%)
At close: Oct 03, 2025, 3:59 PM
24.50
0.25%
After-hours: Oct 03, 2025, 07:57 PM EDT
LEVI Delta Exposure By Expiry
The total Delta Exposure (DEX) for LEVI across all expirations shows 358,913.35 net shares that market makers must hedge, with 515,381.4 from calls and 156,468.05 from puts. The put-call delta ratio of 0.30 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.
LEVI DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 236,370.25 | -103,193.73 | 133,176.52 | 0.44 |
| Nov 21, 25 | 24,988.43 | -8,292.1 | 16,696.33 | 0.33 |
| Jan 16, 26 | 118,626.11 | -25,629.49 | 92,996.62 | 0.22 |
| Feb 20, 26 | 49,423.54 | -13,252.11 | 36,171.43 | 0.27 |
| Apr 17, 26 | 33,985.32 | -1,290.74 | 32,694.58 | 0.04 |
| Jan 15, 27 | 51,789.13 | -4,791.02 | 46,998.11 | 0.09 |
| Jan 21, 28 | 198.62 | -18.86 | 179.76 | 0.09 |