Trading a SCHR straddle lets you take a pure volatility position on Schwab Intermediate-Term U.S. Treasury ETF without committing to a direction. Schwab Intermediate-Term U.S. Treasury 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 SCHR straddle pricing in real time and find the moments when expected moves are mispriced.
A long straddle on SCHR 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 Schwab Intermediate-Term U.S. Treasury 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 SCHR straddle price to historical realized moves helps you judge whether the market is overpaying or underpaying for volatility.
The fund’s goal is to track as closely as possible, before fees and expenses, the total return of an index that measures the performance of the intermediate-term U.S. Treasury bond market.
Earnings, product cycles, macro prints — any time volatility itself is the trade, the SCHR straddle is the cleanest expression of that view. Our scanner prices every SCHR 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 SCHR straddle into a catalyst or short a SCHR straddle to harvest decay, the options straddle setups that matter are all in one place.
