JPMorgan Diversified Return Emerging Markets Equity ETF (JPEM) Straddle

Trading a JPEM straddle lets you take a pure volatility position on JPMorgan Diversified Return Emerging Markets Equity ETF without committing to a direction. JPMorgan Diversified Return Emerging Markets 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 JPEM straddle pricing in real time and find the moments when expected moves are mispriced.

A long straddle on JPEM 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 JPMorgan Diversified Return Emerging Markets 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 JPEM straddle price to historical realized moves helps you judge whether the market is overpaying or underpaying for volatility.

The fund will invest at least 80% of its assets in securities included in the underlying index. "Assets" means net assets, plus the amount of borrowing for investment purposes. The underlying index is comprised of equity securities from emerging markets selected to represent a diversified set of factor characteristics.

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