LATAM Airlines Group SA ADR (LTM) Expected Move

Tracking the LTM expected move helps you see how far LATAM Airlines Group SA ADR's options market is pricing the stock to travel over a given period — whether that's the next day, week, or earnings cycle. LATAM Airlines Group SA ADR's expected move is derived directly from option premiums and gives you an objective range to plan trades, set strikes, and manage risk. Use our scanner to monitor the LTM expected move for this week's options, in real time.

The expected move is typically calculated from at-the-money straddle prices (or a blend of straddles and strangles) and represents roughly a one-standard-deviation range over the chosen timeframe. For LTM, comparing the implied expected move to actual realized moves over similar windows tells you whether the options market has historically overestimated or underestimated volatility. The LTM expected move for this week's options pricing is especially useful for short-dated traders, earnings players, and anyone selling premium who needs to know where the market thinks LATAM Airlines Group SA ADR is unlikely to go.

LATAM Airlines Group S.A., together with its subsidiaries, provides passenger and cargo air transportation services in Chile, Peru, Ecuador, Colombia, Brazil, other Latin American countries, the Caribbean, North America, Europe, and Oceania. It offers other services, such as ground handling, courier, logistics, and maintenance services. As of December 31, 2023, the company provides passenger transport services to 148 destinations in 26 countries and cargo services to 166 destinations in 33 countries; and operated 333 fleet of aircraft. The company was formerly known as LAN Airlines S.A. and changed its name to LATAM Airlines Group S.A.

in June 2012. LATAM Airlines Group S.A. was founded in 1929 and is headquartered in Santiago, Chile.

Iron condors, weekly premium sales, directional swing trades — they all live or die by where the market thinks the stock won't go. Our scanner tracks the LTM expected move across every expiration, benchmarks it against realized moves, and shows you when implied ranges are out of line with history. The LATAM Airlines Group SA ADR expected move for this week's options is the fastest read on short-term risk, which gives you a quick way to interpret what the options market thinks about LTM.