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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: 733,007    Market Cap: 15.1B
Sector: Industrials    Short Interest: 0.63
Live Interactive Chart
Days to Next Earnings: 4 Days
Implied Move Monthly: 10.52%       Expires on: Aug. 21, 2026

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 40
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
Aug. 4, 2026 AC None $0.00 @$55.00 $5.55
($52.76)
10.52% -None% -None% $0.00 $0.00
( N/A )
None%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 14, 2025 AC 1.9 $44.47 @$45.00
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

 
 
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