Trading a LDI straddle lets you take a pure volatility position on LoanDepot Inc without committing to a direction. LoanDepot Inc'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 LDI straddle pricing in real time and find the moments when expected moves are mispriced.
A long straddle on LDI 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 LoanDepot Inc 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 LDI straddle price to historical realized moves helps you judge whether the market is overpaying or underpaying for volatility.
loanDepot, Inc. engages in originating, financing, selling, and servicing residential mortgage loans in the United States. It offers conventional agency-conforming and prime jumbo, federal assistance residential mortgage, and home equity loans. The company also provides settlement services, which include captive title and escrow business; real estate services that cover captive real estate referral business; and insurance services, including services to homeowners, as well as other consumer insurance policies. The company was founded in 2010 and is headquartered in Foothill Ranch, California.
Earnings, product cycles, macro prints — any time volatility itself is the trade, the LDI straddle is the cleanest expression of that view. Our scanner prices every LDI 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 LDI straddle into a catalyst or short a LDI straddle to harvest decay, the options straddle setups that matter are all in one place.
