AdvisorShares Gerber Kawasaki ETF (GK) Straddle

Trading a GK straddle lets you take a pure volatility position on AdvisorShares Gerber Kawasaki ETF without committing to a direction. AdvisorShares Gerber Kawasaki 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 GK straddle pricing in real time and find the moments when expected moves are mispriced.

A long straddle on GK 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 AdvisorShares Gerber Kawasaki 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 GK straddle price to historical realized moves helps you judge whether the market is overpaying or underpaying for volatility.

The fund primarily invests in U.S. exchange traded equity securities, including common and preferred stock and ADRs. The fund may invest in companies of any capitalization but typically invests in companies with capitalizations of $1 billion or more. To a lesser extent, the fund may invest in ETFs, ETNs and other exchange-traded products (collectively with ETFs and ETNs, “ETPs”) to seek to obtain exposure to industries or sectors the Sub-Advisor believes to be top thematic macro opportunities. The fund is non-diversified.

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