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

INDUSTRIALS · AIRLINES
i

Market dataready · fetched 2026-11-12T01:47:12.663Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T00:00:00.002256116Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T01:47:12.320899+00:00

Share price$49.26
1D-0.3%
AH$49.23$49.35$49.47$49.59$49.715:30 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)$0.37$1.52$2.66$3.80$4.94$42.69$46.01$49.32$52.64$55.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LTM spot · $49.26LTM PRICE$0.50$0.62$0.75$0.88$1.01$1.22$1.68$2.14$2.59$3.05$3.51$3.97$4.43$0.67$0.89$1.12$1.34$1.57$1.79$2.01$2.28$2.75$3.21$3.68$4.15$4.61
PutsExpensive1.39×
CallsCheap0.77×
SkewBearish+7.32 pp
Implied moveBearish±$3.69
TiltBearish6.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ54.1561.2%10.9%45.0673.7%9.9%
25Δ53.2857.9%9.4%45.7871.5%8.9%
30Δ52.4054.7%7.9%46.5069.4%7.9%
35Δ51.5251.4%6.4%47.2367.2%6.8%
40Δ50.6548.1%4.9%47.9565.1%5.8%
45Δ49.8446.2%3.6%48.6863.0%4.8%
50Δ49.2148.4%3.3%49.4060.8%3.8%
55Δ48.5850.6%3.0%50.1158.8%2.9%
60Δ47.9552.8%2.6%50.7657.1%2.5%
65Δ47.3254.9%2.3%51.4155.5%2.2%
70Δ46.7057.1%1.9%52.0553.9%1.8%
75Δ46.0759.3%1.6%52.7052.3%1.4%
80Δ45.4461.4%1.2%53.3550.7%1.1%

20Δ

Calls
Pseudo strike
54.15
IV
61.2%
B/E move
10.9%
Puts
Pseudo strike
45.06
IV
73.7%
B/E move
9.9%

25Δ

Calls
Pseudo strike
53.28
IV
57.9%
B/E move
9.4%
Puts
Pseudo strike
45.78
IV
71.5%
B/E move
8.9%

30Δ

Calls
Pseudo strike
52.40
IV
54.7%
B/E move
7.9%
Puts
Pseudo strike
46.50
IV
69.4%
B/E move
7.9%

35Δ

Calls
Pseudo strike
51.52
IV
51.4%
B/E move
6.4%
Puts
Pseudo strike
47.23
IV
67.2%
B/E move
6.8%

40Δ

Calls
Pseudo strike
50.65
IV
48.1%
B/E move
4.9%
Puts
Pseudo strike
47.95
IV
65.1%
B/E move
5.8%

45Δ

Calls
Pseudo strike
49.84
IV
46.2%
B/E move
3.6%
Puts
Pseudo strike
48.68
IV
63.0%
B/E move
4.8%

50Δ

Calls
Pseudo strike
49.21
IV
48.4%
B/E move
3.3%
Puts
Pseudo strike
49.40
IV
60.8%
B/E move
3.8%

55Δ

Calls
Pseudo strike
48.58
IV
50.6%
B/E move
3.0%
Puts
Pseudo strike
50.11
IV
58.8%
B/E move
2.9%

60Δ

Calls
Pseudo strike
47.95
IV
52.8%
B/E move
2.6%
Puts
Pseudo strike
50.76
IV
57.1%
B/E move
2.5%

65Δ

Calls
Pseudo strike
47.32
IV
54.9%
B/E move
2.3%
Puts
Pseudo strike
51.41
IV
55.5%
B/E move
2.2%

70Δ

Calls
Pseudo strike
46.70
IV
57.1%
B/E move
1.9%
Puts
Pseudo strike
52.05
IV
53.9%
B/E move
1.8%

75Δ

Calls
Pseudo strike
46.07
IV
59.3%
B/E move
1.6%
Puts
Pseudo strike
52.70
IV
52.3%
B/E move
1.4%

80Δ

Calls
Pseudo strike
45.44
IV
61.4%
B/E move
1.2%
Puts
Pseudo strike
53.35
IV
50.7%
B/E move
1.1%

Options history

IV · four-Friday blend45.48%
Daily EOD
LTM43.3%44.7%46.2%2026-10-19: 45.45%2026-10-20: 44.56%2026-10-21: 44.27%2026-10-22: 44.50%2026-10-23: 44.28%2026-10-26: 45.96%2026-10-27: 43.48%2026-10-28: 44.74%2026-10-29: 44.79%2026-10-30: 45.48%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
45.45%
44.56%
44.27%
44.50%
44.28%
45.96%
43.48%
44.74%
44.79%
45.48%