LATAM Airlines Group S.A. (LTM) Options History
Historical options analytics archive for LTM with monthly max pain, implied volatility, gamma exposure, and put/call data.
156 months of complete options data available.
LTM monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for LTM. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-09 | 21 | 52.6% | 9.5% | $45.00 | $29.9K | -$84.2K | 5.32 |
| 2026-08 | 21 | 75.3% | 14.8% | $50.00 | -$19.2K | $1.8M | 3.63 |
| 2026-07 | 22 | 72.9% | 15.6% | $50.00 | $89.4K | -$2.1M | 2.42 |
| 2026-06 | 20 | 50.3% | 10.0% | $50.00 | $85.8K | -$5.4M | 0.91 |
| 2026-05 | 20 | 66.5% | 13.6% | $40.00 | $16.8K | -$1.2M | 0.35 |
| 2026-04 | 20 | 67.5% | 12.5% | $50.00 | -$82.3K | $5.2M | 1.87 |
This archive aggregates LTM's daily end-of-day options snapshots into monthly summaries, spanning 2007-01 through 2026-09. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how LTM option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-09) shows an average ATM implied volatility near 52.6%, a month-end max-pain strike around $45.00, an average put/call ratio of 5.32.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
2025
Jun | Jul | Aug | Sep | Oct | Nov | Dec
2020
Jan | Feb | Mar | Apr | May | Jun
2019
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2018
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2017
May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2015
Jan | Feb | Mar | Apr | May | Jun
2014
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2013
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2012
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2011
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2010
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2009
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2008
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2007
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked LTM history questions
- How much options history is available for LTM?
- This archive holds 156 months of LTM options analytics, spanning 2007-01 through 2026-09. Each entry is a monthly rollup of LTM's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the LTM archive.
- What data does each monthly LTM aggregate contain?
- Every monthly row summarizes that month of LTM option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-09 recorded an average ATM implied volatility near 52.6%, an average IV rank of 9.5%, a month-end max-pain strike around $45.00, an average put/call ratio of 5.32.
- How is the LTM options-history archive built and how often does it update?
- The archive is derived from LTM's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how LTM's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.