Dimensional US High Profitability ETF (DUHP) Straddle

Trading a DUHP straddle lets you take a pure volatility position on Dimensional US High Profitability ETF without committing to a direction. Dimensional US High Profitability 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 DUHP straddle pricing in real time and find the moments when expected moves are mispriced.

A long straddle on DUHP 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 High Profitability 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 DUHP straddle price to historical realized moves helps you judge whether the market is overpaying or underpaying for volatility.

The portfolio is designed to purchase a broad and diverse group of readily marketable securities of large U.S. companies that the Advisor determines to have high profitability relative to other U.S. large cap companies at the time of purchase. As a non-fundamental policy, under normal circumstances, the portfolio will invest at least 80% of its net assets in securities of U.S. companies.

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