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
$6.88
7-Day Straddle
$4.03
Avg IV
0.7%
IV Rank
13%
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
20260810 $6.88 $4.03 0.7% 13%
20260806 $8.20 $5.05 0.6% 0%
20260805 $5.00 $5.00 0.9% 60%
20260804 $5.28 $5.28 0.9% 47%
20260803 $5.33 $5.33 0.8% 37%
20260731 $5.55 $5.55 0.8% 29%
20260730 $5.53 $5.53 0.7% 22%
20260729 $5.88 $5.88 0.7% 28%
20260728 $5.80 $5.80 0.7% 21%
20260727 $5.67 $5.67 0.7% 24%
20260724 $5.80 $5.80 0.7% 27%
20260723 $5.50 $5.50 0.7% 22%
20260722 $5.92 $5.92 0.7% 17%
20260721 $6.10 $6.10 0.7% 18%
20260720 $6.72 $6.72 0.7% 16%
20260716 $6.65 $1.73 0.7% 18%
20260715 $6.78 $1.70 0.6% 10%
20260714 $6.72 $2.60 0.6% 7%
20260713 $7.15 $3.02 0.6% 8%
20260710 $7.33 $3.47 0.6% 12%
20260709 $7.80 $3.62 0.6% 2%
20260708 $7.38 $3.40 0.6% 6%
20260707 $7.70 $3.80 0.6% 0%
20260706 $7.90 $4.28 0.6% 1%
20260702 $4.42 $4.42 1.0% 33%
20260701 $4.67 $4.67 1.0% 34%
20260630 $4.70 $4.70 0.8% 19%
20260629 $4.88 $4.88 0.7% 12%
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%