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
$5.00
7-Day Straddle
$5.00
Avg IV
0.6%
IV Rank
28%
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
20260925 $5.00 $5.00 0.6% 28%
20260924 $4.60 $4.60 0.7% 39%
20260923 $4.83 $4.83 0.6% 25%
20260922 $4.35 $4.35 0.6% 29%
20260921 $4.80 $4.80 0.6% 16%
20260918 $5.08 $1.50 0.6% 14%
20260917 $5.22 $1.65 0.5% 12%
20260916 $4.72 $1.35 0.6% 21%
20260915 $4.90 $1.83 0.5% 10%
20260914 $5.00 $2.30 0.5% 14%
20260911 $5.58 $2.42 0.6% 18%
20260910 $5.25 $2.55 0.5% 9%
20260909 $6.12 $3.45 0.6% 13%
20260908 $5.78 $3.75 0.5% 9%
20260904 $6.35 $3.80 0.5% 0%
20260903 $6.45 $3.70 0.5% 0%
20260902 $3.57 $3.57 0.9% 49%
20260901 $3.42 $3.42 0.9% 52%
20260831 $3.52 $3.52 0.8% 33%
20260828 $4.32 $4.32 0.8% 40%
20260827 $4.03 $4.03 0.7% 26%
20260826 $5.45 $5.45 0.7% 21%
20260825 $4.42 $4.42 0.7% 23%
20260824 $4.95 $4.95 0.7% 20%
20260821 $4.75 $1.88 0.7% 22%
20260820 $5.42 $1.73 0.7% 20%
20260819 $5.33 $2.45 0.7% 21%
20260818 $5.68 $2.35 0.7% 18%
20260817 $6.08 $3.15 0.7% 14%
20260814 $6.47 $3.35 0.7% 17%
20260813 $6.67 $3.75 0.6% 10%
20260812 $6.72 $3.92 0.6% 9%
20260811 $6.57 $3.93 0.6% 12%
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%