Global X Interest Rate Volatility & Inflation Hedge ETF (IRVH) Straddle

Trading a IRVH straddle lets you take a pure volatility position on Global X Interest Rate Volatility & Inflation Hedge ETF without committing to a direction. Global X Interest Rate Volatility & Inflation Hedge 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 IRVH straddle pricing in real time and find the moments when expected moves are mispriced.

A long straddle on IRVH 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 Global X Interest Rate Volatility & Inflation Hedge 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 IRVH straddle price to historical realized moves helps you judge whether the market is overpaying or underpaying for volatility.

The Global X Interest Rate Volatility & Inflation Hedge ETF (IRVH) seeks to hedge relative interest rate movements arising from a steepening of the U.S. interest rate curve, and to benefit from periods of market stress when interest rate volatility increases, while also providing inflation-protected income.

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