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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
LATAM Airlines Group S.A. (LTM) - NYSE Next Earnings Date: OS Estimate: Aug. 12, 2025 AC
OS Projected Window: Aug. 11, 2025 to Aug. 16, 2025
EVR: 1.9
Avg Daily Volume: 394,617    Market Cap: 1.01B
Sector: Services    Short Interest: None
Live Interactive Chart
Days to Next Earnings: 57 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 35
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
May 5, 2020 AC 1.9 $3.44 @$3.50 $0.50
($3.32)
14.29% -5.81% I -5.52% I $3.25 $0.47
( $3.13 )
-6.0%
March 3, 2020 AC 1.8 $6.65 @$7.50 $1.05
($6.65)
14.0% 5.26% I 3.0% I $6.85 $0.88
( $6.85 )
-16.19%
Nov. 12, 2019 AC 1.9 $10.80 @$10.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 13, 2019 AC 1.7 $9.35 @$10.00
May 16, 2019 AC 1.7 $8.75 @$7.50
March 12, 2019 AC 1.6 $11.30 @$12.50
Nov. 20, 2018 AC 1.4 $9.26 @$10.00
Aug. 20, 2018 AC 1.2 $9.66 @$10.00
April 23, 2015 BO 1.2 $9.19 @$70.00
Feb. 26, 2015 BO 1.4 $10.56 @$60.00

 
 
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