Trading a FDS straddle lets you take a pure volatility position on Factset Research Systems Inc without committing to a direction. Factset Research Systems Inc'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 FDS straddle pricing in real time and find the moments when expected moves are mispriced.
A long straddle on FDS 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 Factset Research Systems Inc 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 FDS straddle price to historical realized moves helps you judge whether the market is overpaying or underpaying for volatility.
FactSet Research Systems Inc., a financial data and analytics company, provides integrated financial information and analytical applications to the investment community in the Americas, Europe, the Middle East, Africa, and the Asia Pacific. The company delivers insight and information through the workflow solutions of research, analytics and trading, content and technology solutions, and wealth. It serves portfolio managers, investment banks, asset managers, wealth advisors, corporate clients, and other financial services entities. FactSet Research Systems Inc. was founded in 1978 and is headquartered in Norwalk, Connecticut.
Earnings, product cycles, macro prints — any time volatility itself is the trade, the FDS straddle is the cleanest expression of that view. Our scanner prices every FDS 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 FDS straddle into a catalyst or short a FDS straddle to harvest decay, the options straddle setups that matter are all in one place.
