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
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 Gamma Exposure By Expiry

The total Gamma Exposure (GEX) for LTM across all expirations is 5,005.97 shares per 1% move, with 7,939.59 from calls and 2,933.62 from puts. The put-call GEX ratio of 0.37 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.

LTM GEX Table

Expiry Date Call GEX Put GEX Net GEX P/C GEX
Oct 17, 25 2,772.42 -21.38 2,751.04 0.01
Nov 21, 25 1,032.56 -1.59 1,030.97 0.00
Dec 19, 25 1,837.98 -2,830.74 -992.76 1.54
Mar 20, 26 2,296.63 -79.91 2,216.72 0.03