LATAM Airlines Group S.A. (LTM)
NYSE: LTM
· Real-Time Price · USD
43.07
-0.22 (-0.51%)
At close: Oct 03, 2025, 3:59 PM
42.17
-2.10%
After-hours: Oct 03, 2025, 06:50 PM EDT
LTM Delta Exposure By Expiry
The total Delta Exposure (DEX) for LTM across all expirations shows 5,184.71 net shares that market makers must hedge, with 35,499.02 from calls and 30,314.31 from puts. The put-call delta ratio of 0.85 suggests neutral market maker positioning.
LTM DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 4,517.41 | -160.78 | 4,356.63 | 0.04 |
| Nov 21, 25 | 3,004.08 | -19.65 | 2,984.43 | 0.01 |
| Dec 19, 25 | 11,259.82 | -27,849.54 | -16,589.72 | 2.47 |
| Mar 20, 26 | 16,717.71 | -2,284.34 | 14,433.37 | 0.14 |