iShares International Aggregate Bond Fund (IAGG) Straddle

Trading a IAGG straddle lets you take a pure volatility position on iShares International Aggregate Bond Fund without committing to a direction. iShares International Aggregate Bond Fund'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 IAGG straddle pricing in real time and find the moments when expected moves are mispriced.

A long straddle on IAGG 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 iShares International Aggregate Bond Fund 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 IAGG straddle price to historical realized moves helps you judge whether the market is overpaying or underpaying for volatility.

The iShares Core International Aggregate Bond ETF seeks to track the investment results of an index composed of global non-U.S. dollar denominated investment-grade bonds that mitigates exposure to fluctuations between the value of the component currencies and the U.S. dollar.

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