Trading a CMRE straddle lets you take a pure volatility position on Costamare Inc without committing to a direction. Costamare Inc'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 CMRE straddle pricing in real time and find the moments when expected moves are mispriced.
A long straddle on CMRE 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 Costamare Inc 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 CMRE straddle price to historical realized moves helps you judge whether the market is overpaying or underpaying for volatility.
Costamare Inc. owns and charters containerships to liner companies worldwide. As of March 18, 2022, it had a fleet of 76 containerships with a total capacity of approximately 557,400 twenty-foot equivalent units and 45 dry bulk vessels with a total capacity of approximately 2,435,500 DWT. The company was founded in 1974 and is based in Monaco.
Earnings, product cycles, macro prints — any time volatility itself is the trade, the CMRE straddle is the cleanest expression of that view. Our scanner prices every CMRE 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 CMRE straddle into a catalyst or short a CMRE straddle to harvest decay, the options straddle setups that matter are all in one place.
