Cresud ADR (CRESY) Straddle

Trading a CRESY straddle lets you take a pure volatility position on Cresud ADR without committing to a direction. Cresud ADR'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 CRESY straddle pricing in real time and find the moments when expected moves are mispriced.

A long straddle on CRESY 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 Cresud ADR 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 CRESY straddle price to historical realized moves helps you judge whether the market is overpaying or underpaying for volatility.

Cresud Sociedad Anónima Comercial, Inmobiliaria, Financiera y Agropecuaria, an agricultural company, produces basic agricultural commodities in Brazil and other Latin American countries. It operates through Agricultural Business, and Urban Properties and Investment Business segments. The Agricultural Business segment is involved in the planting, harvesting, and sale of crops, such as wheat, corn, soybeans, cotton, and sunflower, as well as sugarcane; sale of grain derivatives, including flour and oil; breeding, purchasing, and/or fattening of cattle for sale to meat processors and local livestock auction markets; provision of agricultural services; leasing of farms to third parties; disposal and development of farmlands; and brokerage activities.

The Urban Properties and Investment Business segment leases, rents, and services commercial and other spaces in shopping malls; leases offices and other rental spaces; develops, maintains, and sells undeveloped parcels of land and/or trading properties; and operates hotels, as well as engages in the entertainment activities. The company was incorporated in 1936 and is headquartered in Buenos Aires, Argentina.

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