Trading a GNW straddle lets you take a pure volatility position on Genworth Financial Inc without committing to a direction. Genworth Financial 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 GNW straddle pricing in real time and find the moments when expected moves are mispriced.
A long straddle on GNW 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 Genworth Financial 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 GNW straddle price to historical realized moves helps you judge whether the market is overpaying or underpaying for volatility.
Genworth Financial, Inc. provides insurance products in the United States and internationally. The company operates in three segments: Enact, U.S. Life Insurance, and Runoff. The Enact segment offers mortgage insurance products primarily insuring prime-based, individually underwritten residential mortgage loans; and pool mortgage insurance products. The U.S. Life Insurance segment offers long-term care insurance products; and service traditional life insurance and fixed annuity products in the United States. The Runoff segment includes variable annuity, variable life insurance, and corporate-owned life insurance, as well as funding agreements.
It distributes its products through sales force, in-house sales representatives, and digital marketing programs. The company was founded in 1871 and is headquartered in Richmond, Virginia.
Earnings, product cycles, macro prints — any time volatility itself is the trade, the GNW straddle is the cleanest expression of that view. Our scanner prices every GNW 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 GNW straddle into a catalyst or short a GNW straddle to harvest decay, the options straddle setups that matter are all in one place.
