Levi Strauss & Co (LEVI) exhibits 61.7% gross margins and 20.9% return on invested capital within Consumer Discretionary (Apparel), balanced against a 10.3x enterprise multiple and 7.2% implied options volatility.
Sustained 61.7% gross profitability converts into 10.8% operating margin and 20.9% ROIC, outpacing sector cost of capital.
ROIC: 20.9% // GM: 61.7%YoY revenue trajectory of +4.1% paired with 3.55% free cash flow yield supports self-funded R&D and capital return.
REV YOY: +4.1% // FCF YLD: 3.55%Altman Z-Score of 2.97 and Piotroski F-Score of 9/9 indicate low near-term refinancing stress.
ALTMAN Z: 2.97 // F-SCORE: 9/9Trading at 16.4x trailing P/E (15.3x Fwd P/E) leaves valuation vulnerable if real 10Y TIPS yields spike.
P/E: 16.4x // EV/EBITDA: 10.3xOptions market prices a ±7.2% implied move with a 0.75 put/call ratio around $22.00 max pain.
IMPL MOVE: ±7.2% // P/C: 0.75Elevated industry capital intensity and customer concentration in Apparel require continuous execution to defend 8.4% net margins.
NET MARGIN: 8.4% // D/E: 0.46x| FILER | SIDE | $ VALUE |
|---|---|---|
| INSPECT FULL OWNERSHIP LEDGER IN OWN <GO> | ||
| STRIKE / EXP | TYPE | PREMIUM |
|---|---|---|
| INSPECT GEX & CHAIN IN OPT <GO> | ||
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