Vanguard Short-Term Bond ETF (BSV) Straddle

Trading a BSV straddle lets you take a pure volatility position on Vanguard Short-Term Bond ETF without committing to a direction. Vanguard Short-Term Bond ETF'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 BSV straddle pricing in real time and find the moments when expected moves are mispriced.

A long straddle on BSV 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 Vanguard Short-Term Bond ETF 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 BSV straddle price to historical realized moves helps you judge whether the market is overpaying or underpaying for volatility.

Seeks to track the performance of the Bloomberg U.S. 1–5 Year Government/Credit Float Adjusted Index, a market-weighted bond index that covers investment-grade bonds with a dollar-weighted average maturity of 1 to 5 years.Invests in U.S. government, high-quality (investment-grade) corporate, and investment-grade international dollar-denominated bonds.Follows a passively managed, index sampling approach.

Earnings, product cycles, macro prints — any time volatility itself is the trade, the BSV straddle is the cleanest expression of that view. Our scanner prices every BSV 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 BSV straddle into a catalyst or short a BSV straddle to harvest decay, the options straddle setups that matter are all in one place.