iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) Straddle

Trading a COMT straddle lets you take a pure volatility position on iShares GSCI Commodity Dynamic Roll Strategy ETF without committing to a direction. iShares GSCI Commodity Dynamic Roll Strategy 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 COMT straddle pricing in real time and find the moments when expected moves are mispriced.

A long straddle on COMT 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 iShares GSCI Commodity Dynamic Roll Strategy 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 COMT straddle price to historical realized moves helps you judge whether the market is overpaying or underpaying for volatility.

The iShares GSCI Commodity Dynamic Roll Strategy ETF (the “Fund”) seeks to track the investment results of an index composed of a broad range of commodity exposures with enhanced roll selection, on a total return basis.

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