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

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Market datapartial · fetched 2026-10-22T22:55:34.130Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T22:30:00.001442811Z

FundamentalsAlpha Vantage · unavailable

Share price$47.22
1D-0.2%
AH$46.67$47.11$47.55$47.99$48.435:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLTM
Sold putSold callAH

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

Live interpolated LTM call and put midpoint premiums by absolute delta.LATAM Airlines Group S.A. American Depositary Shares (each representing two thousand (2,000) shares of Common Stock)$0.53$2.35$4.17$5.99$7.81$39.73$43.79$47.85$51.90$55.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LTM spot · $47.22LTM PRICE$0.73$0.96$1.20$1.44$1.81$2.29$2.76$3.24$3.72$4.19$5.18$6.23$7.29$0.88$1.09$1.30$1.59$1.95$2.31$2.67$3.02$3.38$3.74$4.41$5.14$5.87
PutsExpensive1.19×
CallsExpensive1.41×
SkewBullish-9.43 pp
Implied moveBalanced±$5.43
TiltBullish4.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ54.2350.9%16.4%41.6256.0%13.7%
25Δ53.0050.3%14.3%42.9952.1%11.3%
30Δ51.7849.7%12.2%44.3648.2%8.8%
35Δ50.5649.1%10.1%45.3945.9%7.2%
40Δ49.5249.5%8.7%46.1445.2%6.4%
45Δ48.6450.9%7.8%46.8944.4%5.6%
50Δ47.7552.2%7.0%47.6443.6%4.8%
55Δ46.8753.6%6.1%48.3842.9%3.9%
60Δ45.9954.9%5.3%49.1342.1%3.1%
65Δ45.1156.3%4.4%49.8841.4%2.3%
70Δ43.8158.8%3.7%50.7740.3%1.8%
75Δ42.4661.5%3.1%51.7039.1%1.4%
80Δ41.1164.1%2.5%52.6237.9%1.0%

20Δ

Calls
Pseudo strike
54.23
IV
50.9%
B/E move
16.4%
Puts
Pseudo strike
41.62
IV
56.0%
B/E move
13.7%

25Δ

Calls
Pseudo strike
53.00
IV
50.3%
B/E move
14.3%
Puts
Pseudo strike
42.99
IV
52.1%
B/E move
11.3%

30Δ

Calls
Pseudo strike
51.78
IV
49.7%
B/E move
12.2%
Puts
Pseudo strike
44.36
IV
48.2%
B/E move
8.8%

35Δ

Calls
Pseudo strike
50.56
IV
49.1%
B/E move
10.1%
Puts
Pseudo strike
45.39
IV
45.9%
B/E move
7.2%

40Δ

Calls
Pseudo strike
49.52
IV
49.5%
B/E move
8.7%
Puts
Pseudo strike
46.14
IV
45.2%
B/E move
6.4%

45Δ

Calls
Pseudo strike
48.64
IV
50.9%
B/E move
7.8%
Puts
Pseudo strike
46.89
IV
44.4%
B/E move
5.6%

50Δ

Calls
Pseudo strike
47.75
IV
52.2%
B/E move
7.0%
Puts
Pseudo strike
47.64
IV
43.6%
B/E move
4.8%

55Δ

Calls
Pseudo strike
46.87
IV
53.6%
B/E move
6.1%
Puts
Pseudo strike
48.38
IV
42.9%
B/E move
3.9%

60Δ

Calls
Pseudo strike
45.99
IV
54.9%
B/E move
5.3%
Puts
Pseudo strike
49.13
IV
42.1%
B/E move
3.1%

65Δ

Calls
Pseudo strike
45.11
IV
56.3%
B/E move
4.4%
Puts
Pseudo strike
49.88
IV
41.4%
B/E move
2.3%

70Δ

Calls
Pseudo strike
43.81
IV
58.8%
B/E move
3.7%
Puts
Pseudo strike
50.77
IV
40.3%
B/E move
1.8%

75Δ

Calls
Pseudo strike
42.46
IV
61.5%
B/E move
3.1%
Puts
Pseudo strike
51.70
IV
39.1%
B/E move
1.4%

80Δ

Calls
Pseudo strike
41.11
IV
64.1%
B/E move
2.5%
Puts
Pseudo strike
52.62
IV
37.9%
B/E move
1.0%

Options history

No recorded observations