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

i

Market datapartial · fetched 2026-11-03T14:43:53.013Z

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 · 2026-11-03T14:43:43.342064922Z

FundamentalsAlpha Vantage · unavailable

Share price$44.75
1D+0.1%
$44.68$44.89$45.10$45.31$45.525:30 AM6:30 AM9:00 AM1:00 PMLTM
Sold putSold call

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)$0.40$1.79$3.19$4.59$5.98$37.91$41.29$44.66$48.04$51.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive LTM spot · $44.74LTM PRICE$0.55$0.76$0.97$1.18$1.40$1.61$1.82$2.39$3.03$3.67$4.31$4.94$5.58$0.82$1.00$1.18$1.37$1.55$1.73$1.97$2.63$3.29$3.96$4.62$5.28
Puts——
CallsExpensive1.12×
Skew——
Implied moveBearish±$3.79
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ49.6550.9%12.2%39.8670.6%12.7%
25Δ48.8950.8%11.0%40.8166.1%11.0%
30Δ48.1450.7%9.8%41.6662.2%9.5%
35Δ47.3850.5%8.5%42.5258.3%8.0%
40Δ46.6250.4%7.3%43.3754.4%6.5%
45Δ45.8750.3%6.1%44.2350.5%5.0%
50Δ45.1150.2%4.9%45.0947.2%3.6%
55Δ44.2752.8%4.3%45.9449.1%3.2%
60Δ43.4255.9%3.8%46.7951.1%2.8%
65Δ42.5758.9%3.3%47.6453.0%2.4%
70Δ41.7362.0%2.9%48.4954.9%2.0%
75Δ40.8865.1%2.4%49.3456.9%1.5%
80Δ40.0368.1%1.9%

20Δ

Calls
Pseudo strike
49.65
IV
50.9%
B/E move
12.2%
Puts
Pseudo strike
39.86
IV
70.6%
B/E move
12.7%

25Δ

Calls
Pseudo strike
48.89
IV
50.8%
B/E move
11.0%
Puts
Pseudo strike
40.81
IV
66.1%
B/E move
11.0%

30Δ

Calls
Pseudo strike
48.14
IV
50.7%
B/E move
9.8%
Puts
Pseudo strike
41.66
IV
62.2%
B/E move
9.5%

35Δ

Calls
Pseudo strike
47.38
IV
50.5%
B/E move
8.5%
Puts
Pseudo strike
42.52
IV
58.3%
B/E move
8.0%

40Δ

Calls
Pseudo strike
46.62
IV
50.4%
B/E move
7.3%
Puts
Pseudo strike
43.37
IV
54.4%
B/E move
6.5%

45Δ

Calls
Pseudo strike
45.87
IV
50.3%
B/E move
6.1%
Puts
Pseudo strike
44.23
IV
50.5%
B/E move
5.0%

50Δ

Calls
Pseudo strike
45.11
IV
50.2%
B/E move
4.9%
Puts
Pseudo strike
45.09
IV
47.2%
B/E move
3.6%

55Δ

Calls
Pseudo strike
44.27
IV
52.8%
B/E move
4.3%
Puts
Pseudo strike
45.94
IV
49.1%
B/E move
3.2%

60Δ

Calls
Pseudo strike
43.42
IV
55.9%
B/E move
3.8%
Puts
Pseudo strike
46.79
IV
51.1%
B/E move
2.8%

65Δ

Calls
Pseudo strike
42.57
IV
58.9%
B/E move
3.3%
Puts
Pseudo strike
47.64
IV
53.0%
B/E move
2.4%

70Δ

Calls
Pseudo strike
41.73
IV
62.0%
B/E move
2.9%
Puts
Pseudo strike
48.49
IV
54.9%
B/E move
2.0%

75Δ

Calls
Pseudo strike
40.88
IV
65.1%
B/E move
2.4%
Puts
Pseudo strike
49.34
IV
56.9%
B/E move
1.5%

80Δ

Calls
Pseudo strike
40.03
IV
68.1%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

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%