Trading a FXF straddle lets you take a pure volatility position on Invesco CurrencyShares Swiss Franc Trust without committing to a direction. Invesco CurrencyShares Swiss Franc Trust'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 FXF straddle pricing in real time and find the moments when expected moves are mispriced.
A long straddle on FXF 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 Invesco CurrencyShares Swiss Franc Trust 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 FXF straddle price to historical realized moves helps you judge whether the market is overpaying or underpaying for volatility.
The Invesco CurrencyShares Swiss Franc Trust (the "trust") is designed to track the price of the Swiss franc, and trades under the ticker symbol FXF. The Swiss franc is the national currency of Switzerland and Liechtenstein and the currency of the accounts of the Swiss National Bank, the central bank of Switzerland.
Earnings, product cycles, macro prints — any time volatility itself is the trade, the FXF straddle is the cleanest expression of that view. Our scanner prices every FXF 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 FXF straddle into a catalyst or short a FXF straddle to harvest decay, the options straddle setups that matter are all in one place.
