Trading a AON straddle lets you take a pure volatility position on Aon Plc without committing to a direction. Aon Plc'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 AON straddle pricing in real time and find the moments when expected moves are mispriced.
A long straddle on AON 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 Aon Plc 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 AON straddle price to historical realized moves helps you judge whether the market is overpaying or underpaying for volatility.
Aon plc, a professional services firm, provides advice and solutions to clients focused on risk, retirement, and health worldwide. It offers commercial risk solutions, including retail brokerage, cyber, and global risk consulting solutions, as well as acts as a captives management; and health solutions, such as health and benefits brokerages, and health care exchanges. The company also provides treaty and facultative reinsurance, as well as insurance-linked securities, capital raising, strategic advice, restructuring, and mergers and acquisitions services; and corporate finance advisory services and capital markets solutions products.
In addition, it offers strategic design consulting services on their retirement programs, actuarial services, and risk management services; advice services on developing and maintaining investment programs across a range of plan types, including defined benefit plans, defined contribution plans, endowments, and foundations for public and private companies, and other institutions; and advice and solutions that help clients in risk, health, and wealth through commercial risk, reinsurance, health, and wealth solutions. Further, the company offers CoverWallet; Affinity; Aon Inpoint; CoverWallet; and ReView services. Aon plc was founded in 1919 and is headquartered in Dublin, Ireland.
Earnings, product cycles, macro prints — any time volatility itself is the trade, the AON straddle is the cleanest expression of that view. Our scanner prices every AON 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 AON straddle into a catalyst or short a AON straddle to harvest decay, the options straddle setups that matter are all in one place.
