Trading a NTSX straddle lets you take a pure volatility position on WisdomTree U.S. Efficient Core Fund without committing to a direction. WisdomTree U.S. Efficient Core 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 NTSX straddle pricing in real time and find the moments when expected moves are mispriced.
A long straddle on NTSX 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 WisdomTree U.S. Efficient Core 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 NTSX straddle price to historical realized moves helps you judge whether the market is overpaying or underpaying for volatility.
The fund is actively managed using a models-based approach. It seeks to achieve its investment objective by investing in large-capitalization U.S. equity securities and U.S. Treasury futures contracts. Under normal circumstances, the fund will invest approximately 90% of its net assets in U.S. equity securities. It is non-diversified.
Earnings, product cycles, macro prints — any time volatility itself is the trade, the NTSX straddle is the cleanest expression of that view. Our scanner prices every NTSX 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 NTSX straddle into a catalyst or short a NTSX straddle to harvest decay, the options straddle setups that matter are all in one place.
