Criteo S.A (CRTO) Straddle

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

A long straddle on CRTO 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 Criteo S.A 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 CRTO straddle price to historical realized moves helps you judge whether the market is overpaying or underpaying for volatility.

Criteo S.A., a technology company, provides marketing and monetization services on the open Internet in North and South America, Europe, the Middle East, and Africa, and the Asia-Pacific. The company's Criteo Shopper Graph, which derives clients' proprietary commerce data, such as transaction activity on their digital properties. Its Criteo AI Engine solutions include lookalike finder, recommendation, and predictive bidding algorithms; bidding engine that executes campaigns based on certain objectives set by its clients; dynamic creative optimization+, which assembles customized creative advertising content by optimizing each individual creative component in the advertisement; software systems and processes, which enable data synchronization, storage, and analysis of distributed computing infrastructure in various geographies; and experimentation platform, an offline/online testing platform to enhance the capabilities and effectiveness of prediction models.

The company also provides Criteo Marketing Solutions that allow commerce companies to address various marketing goals by engaging their consumers with personalized ads across the web, mobile, and offline store environments; and Criteo Retail Media solutions, which allows retailers to generate advertising revenues from consumer brands, and/or to drive sales for themselves, by monetizing their data and audiences through personalized ads, either on their own digital property or on the open Internet. In addition, it offers real-time access to advertising inventory through its publisher partners; consulting services to companies in distance sales; and business intelligence and analytics services. It serves companies in digital retail, travel, and classifieds industries. Criteo S.A. was incorporated in 2005 and is headquartered in Paris, France.

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