LATAM Airlines Group S.A. (LTM) Gamma Exposure by Expiry | GEX Expiration Analysis - Stocknear

LATAM Airlines Group S.A.

NYSE: LTM · Real-Time Price · USD
47.61
-0.03 (-0.06%)
At close: Sep 10, 2025, 3:59 PM
48.41
1.68%
Pre-market: Sep 11, 2025, 04:09 AM EDT

LTM Gamma Exposure By Expiry

The total Gamma Exposure (GEX) for LTM across all expirations is -3,156.08 shares per 1% move, with 1,405.87 from calls and 4,561.95 from puts. The put-call GEX ratio of 3.24 indicates heavy put positioning, suggesting market makers may need to buy shares on declines (supportive) and sell on rallies (resistance).

LTM GEX Table

Expiry Date Call GEX Put GEX Net GEX P/C GEX
Sep 19, 25 116.25 -1,333.64 -1,217.39 11.47
Oct 17, 25 11.49 -8.05 3.44 0.70
Dec 19, 25 177.49 -3,119.71 -2,942.22 17.58
Mar 20, 26 1,100.64 -100.55 1,000.09 0.09