ProShares Inflation Expectations ETF (RINF) Straddle

Trading a RINF straddle lets you take a pure volatility position on ProShares Inflation Expectations ETF without committing to a direction. ProShares Inflation Expectations 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 RINF straddle pricing in real time and find the moments when expected moves are mispriced.

A long straddle on RINF 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 ProShares Inflation Expectations 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 RINF straddle price to historical realized moves helps you judge whether the market is overpaying or underpaying for volatility.

Under normal circumstances, the fund will invest at least 80% of its total assets in component securities of the index. The index tracks the performance of (i) long position in the most recently issued 30-year Treasury Inflation-Protected Securities ("TIPS") and (ii) duration-adjusted short position in U.S. Treasury bonds of, in aggregate, approximate equivalent duration dollars to the TIPS. The fund is non-diversified.

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