Vanguard Extended Duration Treasury ETF

EDVAMEX · USD
57.60USD0.00 (-0.02%)

Vanguard Extended Duration Treasury ETF (EDV) Straddle

EDV straddle scan found 79 qualifying long straddle setups on the previous trading day. Probability of profit reaches up to 53.7%.

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Trading a EDV straddle lets you take a pure volatility position on Vanguard Extended Duration Treasury ETF without committing to a direction. Vanguard Extended Duration Treasury 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 EDV straddle pricing in real time and find the moments when expected moves are mispriced.

A long straddle on EDV 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 Vanguard Extended Duration Treasury 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 EDV straddle price to historical realized moves helps you judge whether the market is overpaying or underpaying for volatility.

Seeks to track the performance of the Bloomberg U.S. Treasury STRIPS 20–30 Year Equal Par Bond Index. Passively managed using index sampling. Broad exposure to the long-term Treasury STRIPS market. Provides current income with high credit quality.

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

Nov 20, 202657.00$2.233689%53.7%$59.23$54.7847
Nov 20, 202663.00$5.103689%52.3%$68.10$57.900
Feb 19, 202756.00$4.4312789%51.9%$60.43$51.5814
Nov 20, 202664.00$6.133689%51.7%$70.13$57.880
Nov 20, 202658.00$2.353689%51.3%$60.35$55.65103
Nov 20, 202659.00$2.533689%51.3%$61.53$56.4813
Nov 20, 202660.00$3.003689%49.7%$63.00$57.0026
Feb 19, 202758.00$4.5812789%49.6%$62.58$53.4330
Feb 19, 202761.00$5.2512789%49.2%$66.25$55.7568
Feb 19, 202762.00$5.7012789%48.9%$67.70$56.3033

As of October 16, 2026

Find the right straddle before volatility moves

Track EDV straddle pricing across expirations, filter by IV rank and breakeven points, and build a setup that fits your view before the move happens.

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