Trading a SDCI straddle lets you take a pure volatility position on USCF SummerHaven Dynamic Commodity Strategy No K-1 Fund without committing to a direction. USCF SummerHaven Dynamic Commodity Strategy No K-1 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 SDCI straddle pricing in real time and find the moments when expected moves are mispriced.
A long straddle on SDCI 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 USCF SummerHaven Dynamic Commodity Strategy No K-1 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 SDCI straddle price to historical realized moves helps you judge whether the market is overpaying or underpaying for volatility.
The Fund seeks to provide investment results that closely correspond, before fees and expenses, to the performance of the SummerHaven Dynamic Commodity Index Total ReturnSM (SDCITR). The SDCITR is a total return commodity sector index designed to broadly represent major commodities.
Earnings, product cycles, macro prints — any time volatility itself is the trade, the SDCI straddle is the cleanest expression of that view. Our scanner prices every SDCI 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 SDCI straddle into a catalyst or short a SDCI straddle to harvest decay, the options straddle setups that matter are all in one place.
