Gladstone Investment Corp (GAIN) Straddle

Trading a GAIN straddle lets you take a pure volatility position on Gladstone Investment Corp without committing to a direction. Gladstone Investment Corp'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 GAIN straddle pricing in real time and find the moments when expected moves are mispriced.

A long straddle on GAIN 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 Gladstone Investment Corp 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 GAIN straddle price to historical realized moves helps you judge whether the market is overpaying or underpaying for volatility.

Gladstone Investment Corporation is business development company, specializes in lower middle market, mature stage, buyouts; refinancing existing debt; senior debt securities such as senior loans, senior term loans, lines of credit, and senior notes; senior subordinated debt securities such as senior subordinated loans and senior subordinated notes; junior subordinated debt securities such as subordinated notes and mezzanine loans; limited liability company interests, and warrants or options. The fund does not invest in start-ups. The fund seeks to invest in manufacturing, consumer products and business/consumer services sector.

It seeks to invest in small and mid-sized companies based in the United States. The fund prefers to make debt investments between $5 million and $30 million and equity investments between $10 million and $40 million in companies. The fund seeks to invest in companies with revenue between $20 million and $100 million. The fund invests in companies with EBITDA from $3 million to $20 million. It seeks minority equity ownership and prefers to hold a board seat in its portfolio companies. It also prefers to take majority stake in its portfolio companies. The fund typically holds the investments for seven years and exits via sale or recapitalization, initial public offering, or sale to third party.

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