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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. 4, 2026 AC
OS Projected Window: Aug. 3, 2026 to Aug. 8, 2026
EVR: 2.3
Avg Daily Volume: 894,271    Market Cap: 13.9B
Sector: Services    Short Interest: 0.85
Live Interactive Chart
Days to Next Earnings: 49 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 39
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, 2026 AC 2.0 $46.26 @$45.00 $2.65
($46.26)
5.89% 13.42% O 12.08% O $51.85 $6.55
( $51.85 )
147.17%
Feb. 3, 2026 AC 2.0 $67.74 @$70.00 $5.62
($67.74)
8.03% -6.42% I -5.31% I $64.14 $6.20
( $64.14 )
10.32%
Nov. 14, 2025 AC 1.9 $44.47 @$45.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 28, 2025 AC 1.9 $41.38 @$40.00
May 5, 2020 AC 1.9 $3.44 @$3.50
March 3, 2020 AC 1.8 $6.65 @$7.50
Nov. 12, 2019 AC 1.9 $10.80 @$10.00
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

 
 
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