Trading a AGNC straddle lets you take a pure volatility position on AGNC Investment Corp without committing to a direction. AGNC Investment Corp's straddle involves buying (or selling) a call and a put at the same strike and expiration, profiting when the stock moves more (or less) than the combined premium implies. Use our scanner to evaluate AGNC straddle pricing in real time and find the moments when expected moves are mispriced.
A long straddle on AGNC profits from large moves in either direction and is a classic play into binary events like earnings, product announcements, or macro releases. A short straddle profits when AGNC Investment Corp stays range-bound and implied volatility contracts. The breakeven points are simple: strike plus total premium on the upside, strike minus total premium on the downside. Comparing the AGNC straddle price to historical realized moves helps you judge whether the market is overpaying or underpaying for volatility.
AGNC Investment Corp. operates as a real estate investment trust (REIT) in the United States. The company invests in residential mortgage pass-through securities and collateralized mortgage obligations for which the principal and interest payments are guaranteed by the United States government-sponsored enterprise or by the United States government agency. It funds its investments primarily through collateralized borrowings structured as repurchase agreements. The company has elected to be taxed as a REIT under the Internal Revenue Code of 1986 and would not be subject to federal corporate income taxes, if it distributes at least 90% of its taxable income to its stockholders.
The company was formerly known as American Capital Agency Corp. and changed its name to AGNC Investment Corp. in September 2016. AGNC Investment Corp. was incorporated in 2008 and is headquartered in Bethesda, Maryland.
Earnings, product cycles, macro prints — any time volatility itself is the trade, the AGNC straddle is the cleanest expression of that view. Our scanner prices every AGNC straddle against historical realized moves, flags expirations where the market is overpaying or underpaying for vol, and ranks setups by breakeven width and IV rank. Whether you're long a AGNC straddle into a catalyst or short a AGNC straddle to harvest decay, the options straddle setups that matter are all in one place.
