iMGP DBi Managed Futures Strategy ETF (DBMF) Straddle

Trading a DBMF straddle lets you take a pure volatility position on iMGP DBi Managed Futures Strategy ETF without committing to a direction. iMGP DBi 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 DBMF straddle pricing in real time and find the moments when expected moves are mispriced.

A long straddle on DBMF 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 iMGP DBi 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 DBMF straddle price to historical realized moves helps you judge whether the market is overpaying or underpaying for volatility.

The fund seeks to achieve its objective by: (i) investing its assets pursuant to a managed futures strategy; (ii) allocating up to 20% of its total assets in its wholly-owned subsidiary, which is organized under the laws of the Cayman Islands, is advised by the Sub-Advisor, and will comply with the fund's investment objective and investment policies; and (iii) investing directly in select debt instruments for cash management and other purposes. It is non-diversified.

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