Quantchabot has detected a new Bull Call Spread trade opportunity for LEVI STRAUSS & CO (LEVI) for the 19-Sep-2025 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.
LEVI was recently trading at $22.76 and has an implied volatility of 29.83% for this period. Based on an analysis of the options available for LEVI expiring on 19-Sep-2025, there is a 34.25% likelihood that the underlying will close within the analyzed range of $22.81-$24.35 at expiration. In this scenario, the average linear return for the trade would be 12.02%.
52 week high: LEVI STRAUSS & CO recently reached a new 52-week high at $22.83. LEVI had traded in the range $12.17-$22.61 over the past year.
Trade approach: Reaching a new 52-week high is a bullish indicator, so this trade is designed to be profitable if LEVI maintains its current direction and does not revert back to pricing on the bearish side of $22.76 on 19-Sep-2025. If possible, the trade has been padded such that slight movement against the trade would still return a profit.
Upside potential: Using this bullish strategy, the trade would be profitable if LEVI STRAUSS & CO closes at or above $22.45 on 19-Sep-2025. Based on our risk-neutral analysis, there is a 59.62% likelihood of this return.
Downside risk: As with any options trade, there is a substantial downside risk where you may lose most or all of your investment.
To analyze this trade in depth, please visit the Quantcha Options Search Engine.
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