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LATAM Airlines Group S.A. LTM

INDUSTRIALS · AIRLINES
i

Market dataready · fetched 2026-10-22T23:45:01.560Z

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 · 2026-10-22T23:00:00.001661801Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:45:01.174271+00:00

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. options

Live interpolated LTM call and put midpoint premiums by absolute delta.LATAM Airlines Group S.A.$0.53$2.35$4.17$5.99$7.81$39.74$43.79$47.85$51.90$55.9520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION 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%41.6256.1%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
56.1%
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