LTM (LATAM Airlines Group S.A. American Depositary Shares (each representing two thousand (2,000) shares of Common Stock))

Expected Move & Straddle Price History

The expected move for LTM is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.

Current LTM Expected Move
30-Day Straddle
$4.88
7-Day Straddle
$4.88
Avg IV
0.7%
IV Rank
9%
Implied one-standard-deviation move through the next 30 days. Compare to LTM's realized move over the same window to gauge whether options are pricing in too much (premium-selling regime) or too little (premium-buying regime). The Expected Move Tracker ranks every symbol by this measure.
LTM Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260626 $4.88 $4.88 0.7% 9%
20260625 $5.72 $5.72 0.8% 18%
20260624 $5.08 $5.08 0.8% 20%
20260623 $5.05 $5.05 0.7% 14%
20260622 $5.40 $5.40 0.8% 18%
20260618 $5.78 $1.15 0.8% 15%
20260617 $5.78 $1.10 0.8% 17%
20260616 $6.10 $1.72 0.7% 13%
20260615 $6.17 $2.47 0.8% 17%
20260613 $6.30 $3.12 0.6% 1%
20260612 $6.35 $3.05 0.6% 0%
20260611 $6.30 $3.62 0.6% 0%
20260610 $6.65 $3.97 0.7% 9%
20260609 $6.45 $3.62 0.6% 2%
20260608 $6.65 $4.15 0.7% 6%
20260605 $6.72 $4.20 0.6% 3%
20260604 $6.53 $4.38 0.6% 0%
20260603 $6.65 $4.97 0.6% 1%
20260602 $5.12 $5.12 1.1% 45%
20260601 $5.35 $5.35 1.1% 40%
20260529 $5.25 $5.25 1.0% 33%
20260528 $5.30 $5.30 1.0% 37%
20260527 $5.58 $5.58 1.0% 37%
20260526 $6.10 $6.10 0.9% 34%
20260522 $5.62 $5.62 0.9% 35%
20260521 $5.72 $5.72 0.9% 31%
20260520 $5.92 $5.92 0.9% 30%
20260519 $5.42 $5.42 0.9% 34%
20260518 $5.93 $5.93 0.9% 32%
20260515 $6.25 $2.22 0.8% 27%
20260514 $6.12 $1.35 0.8% 26%
20260513 $6.10 $2.62 0.8% 28%
20260512 $6.17 $2.52 0.8% 27%
20260511 $6.30 $2.35 0.8% 25%
20260510 $6.55 $3.18 0.9% 33%
20260508 $6.55 $3.18 0.8% 24%
20260507 $7.22 $3.70 0.8% 26%
20260506 $7.75 $3.45 0.7% 21%
20260505 $6.92 $3.98 0.8% 25%
20260504 $6.78 $3.98 0.8% 25%
20260502 $4.90 $4.90 1.2% 55%
20260501 $4.70 $4.70 1.1% 53%
20260430 $4.45 $4.45 1.2% 56%
20260429 $4.95 $4.95 1.1% 52%
20260428 $5.00 $5.00 1.0% 40%
20260427 $5.18 $5.18 1.0% 44%
20260424 $5.25 $5.25 1.0% 39%
20260423 $5.20 $5.20 1.0% 43%
20260422 $6.12 $6.12 0.9% 36%
20260421 $6.38 $6.38 1.0% 45%
20260420 $6.47 $6.47 0.9% 36%
20260417 $6.33 $1.10 1.0% 38%
20260416 $6.62 $2.73 0.9% 31%
20260415 $6.67 $2.17 0.9% 37%
20260414 $7.00 $2.23 0.9% 35%
20260413 $7.10 $3.30 0.7% 22%
20260410 $6.95 $4.68 0.7% 20%
20260409 $7.15 $4.40 0.7% 17%
20260408 $8.30 $4.05 0.7% 24%
20260407 $7.67 $5.42 0.8% 25%