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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: May 12, 2026 AC
OS Projected Window: May 11, 2026 to May 16, 2026
EVR: 2.0
Avg Daily Volume: 1,060,139    Market Cap: 19.9B
Sector: Services    Short Interest: 0.92
Live Interactive Chart
Days to Next Earnings: 81 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 38
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
Feb. 3, 2026 AC None $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 $3.33
($44.47)
7.4% 6.47% I -0.08% I $44.43 $2.15
( $44.43 )
-35.44%
July 28, 2025 AC 1.9 $41.38 @$40.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 20, 2018 AC 1.4 $9.26 @$10.00

 
 
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