Dimensional Inflation-Protected Securities ETF (DFIP) Straddle

Trading a DFIP straddle lets you take a pure volatility position on Dimensional Inflation-Protected Securities ETF without committing to a direction. Dimensional Inflation-Protected Securities 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 DFIP straddle pricing in real time and find the moments when expected moves are mispriced.

A long straddle on DFIP 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 Dimensional Inflation-Protected Securities 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 DFIP straddle price to historical realized moves helps you judge whether the market is overpaying or underpaying for volatility.

Under normal circumstances, at least 80% of the Portfolio’s net assets will be invested in inflation-protected securities. Generally, the Portfolio will purchase inflation-protected securities with maturities between five and twenty years from the date of settlement. Under normal circumstances, when determining its duration, the Portfolio will consider an average duration similar to its benchmark, the Bloomberg U.S. TIPS Index.

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