Goldman Sachs ActiveBeta World Equity ETF (GSWO) Straddle

Trading a GSWO straddle lets you take a pure volatility position on Goldman Sachs ActiveBeta World Equity ETF without committing to a direction. Goldman Sachs ActiveBeta World Equity 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 GSWO straddle pricing in real time and find the moments when expected moves are mispriced.

A long straddle on GSWO 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 Goldman Sachs ActiveBeta World Equity 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 GSWO straddle price to historical realized moves helps you judge whether the market is overpaying or underpaying for volatility.

Seeks to provide investment results that closely correspond, before fees and expenses, to the performance of the Goldman Sachs ActiveBeta World Equity Index

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