Trading a DFUV straddle lets you take a pure volatility position on Dimensional US Marketwide Value ETF without committing to a direction. Dimensional US Marketwide Value 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 DFUV straddle pricing in real time and find the moments when expected moves are mispriced.
A long straddle on DFUV 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 US Marketwide Value 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 DFUV straddle price to historical realized moves helps you judge whether the market is overpaying or underpaying for volatility.
The US Marketwide Value ETF is designed to purchase a broad and diverse group of securities of U.S. companies that the Advisor determines to be value stocks. The Advisor considers companies of all market capitalizations for purchase by the Portfolio. The Portfolio may purchase or sell futures contracts and options on futures contracts for U.S. equity securities and indices, to increase or decrease equity market exposure based on actual or expected cash inflows to or outflows from the Portfolio.
Earnings, product cycles, macro prints — any time volatility itself is the trade, the DFUV straddle is the cleanest expression of that view. Our scanner prices every DFUV 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 DFUV straddle into a catalyst or short a DFUV straddle to harvest decay, the options straddle setups that matter are all in one place.
