Fundstrat Granny Shots US Large Cap ETF
Fundstrat Granny Shots US Large Cap ETF (GRNY) Straddle
GRNY straddle scan found 48 qualifying long straddle setups on the previous trading day. Probability of profit reaches up to 50.7%.
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Trading a GRNY straddle lets you take a pure volatility position on Fundstrat Granny Shots US Large Cap ETF without committing to a direction. Fundstrat Granny Shots US Large Cap 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 GRNY straddle pricing in real time and find the moments when expected moves are mispriced.
A long straddle on GRNY 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 Fundstrat Granny Shots US Large Cap 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 GRNY straddle price to historical realized moves helps you judge whether the market is overpaying or underpaying for volatility.
Fundstrat Granny Shots U.S. Large Cap ETF is an actively managed Exchange Traded Fund (ETF) that seeks long-term capital appreciation by investing in U.S. large capitalization equities.
Earnings, product cycles, macro prints — any time volatility itself is the trade, the GRNY straddle is the cleanest expression of that view. Our scanner prices every GRNY 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 GRNY straddle into a catalyst or short a GRNY straddle to harvest decay, the options straddle setups that matter are all in one place.
| Oct 16, 2026 | 28.00 | $0.90 | 28 | 4% | 50.7% | $28.90 | $27.10 | 49 |
| Oct 16, 2026 | 29.00 | $1.45 | 28 | 4% | 42.5% | $30.45 | $27.55 | 21 |
| Jan 15, 2027 | 29.00 | $2.40 | 119 | 4% | 42.4% | $31.40 | $26.60 | 0 |
| Dec 18, 2026 | 24.00 | $4.53 | 91 | 4% | 42.4% | $28.53 | $19.48 | 0 |
| Nov 20, 2026 | 29.00 | $1.93 | 63 | 4% | 40.8% | $30.93 | $27.08 | 0 |
| Jan 15, 2027 | 24.00 | $4.88 | 119 | 4% | 39.3% | $28.88 | $19.13 | 49 |
| Jan 15, 2027 | 31.00 | $3.78 | 119 | 4% | 39.2% | $34.78 | $27.23 | 0 |
| Mar 19, 2027 | 22.00 | $7.20 | 182 | 4% | 39.1% | $29.20 | $14.80 | 6 |
| Mar 19, 2027 | 30.00 | $3.50 | 182 | 4% | 38.7% | $33.50 | $26.50 | 0 |
| Oct 16, 2026 | 26.00 | $2.33 | 28 | 4% | 38.7% | $28.33 | $23.68 | 5 |
As of September 18, 2026
Find the right straddle before volatility moves
Track GRNY straddle pricing across expirations, filter by IV rank and breakeven points, and build a setup that fits your view before the move happens.
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