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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: Nov. 11, 2025 AC
OS Projected Window: Nov. 10, 2025 to Nov. 15, 2025
EVR: 1.9
Avg Daily Volume: 820,841    Market Cap: 12.6B
Sector: Services    Short Interest: 2.09
Live Interactive Chart
Days to Next Earnings: 103 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 36
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
July 28, 2025 AC None $41.38 @$40.00 $4.17
($41.38)
10.43% 4.15% I 2.44% I $42.39 $5.62
( $42.39 )
34.77%
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 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
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

 
 
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