Trading a CTA straddle lets you take a pure volatility position on Simplify Managed Futures Strategy ETF without committing to a direction. Simplify Managed Futures 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 CTA straddle pricing in real time and find the moments when expected moves are mispriced.
A long straddle on CTA 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 Simplify Managed Futures 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 CTA straddle price to historical realized moves helps you judge whether the market is overpaying or underpaying for volatility.
The Simplify Managed Futures Strategy ETF (CTA) seeks long term capital appreciation by systematically investing in futures in an attempt to create an absolute return profile, that also has a low correlation to equities, and can provide support in risk-off events. To this end, CTA deploys a suite of systematic models that have been designed by Altis Partners, a commodity trading advisor with over 20 years of experience.
Earnings, product cycles, macro prints — any time volatility itself is the trade, the CTA straddle is the cleanest expression of that view. Our scanner prices every CTA 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 CTA straddle into a catalyst or short a CTA straddle to harvest decay, the options straddle setups that matter are all in one place.
