LATAM Airlines Group SA ADR (LTM) Historical Volatility

Tracking LTM historical volatility helps you see how much LATAM Airlines Group SA ADR's stock price has actually moved over past periods, giving you a baseline to judge whether current option premiums are fair, cheap, or expensive. While implied volatility tells you what the market expects, LATAM Airlines Group SA ADR's HV tells you what really happened. Use our scanner to monitor LTM 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.

Historical volatility is the annualized standard deviation of an underlying's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. The LTM 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing LATAM Airlines Group SA ADR's HV to its implied volatility reveals the volatility risk premium — when IV sits well above HV, option sellers tend to have an edge; when HV runs hot relative to IV, buyers may be underpaying for movement.

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.

Sizing a long premium trade, modeling a covered call, or hunting volatility arbitrage all come back to one question: how much has the stock actually moved? Our scanner puts LATAM Airlines Group SA ADR's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where LTM HV is running hot, cold, or in line. Make the LTM 30 day historical volatility — and every other window — work for your edge instead of against it.