Trading a SGOV straddle lets you take a pure volatility position on iShares 0-3 Month Treasury Bond ETF without committing to a direction. iShares 0-3 Month Treasury Bond 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 SGOV straddle pricing in real time and find the moments when expected moves are mispriced.
A long straddle on SGOV 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 iShares 0-3 Month Treasury Bond 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 SGOV straddle price to historical realized moves helps you judge whether the market is overpaying or underpaying for volatility.
The iShares 0-3 Month Treasury Bond ETF seeks to track the investment results of an index composed of U.S. Treasury bonds with remaining maturities less than or equal to three months.
Earnings, product cycles, macro prints — any time volatility itself is the trade, the SGOV straddle is the cleanest expression of that view. Our scanner prices every SGOV 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 SGOV straddle into a catalyst or short a SGOV straddle to harvest decay, the options straddle setups that matter are all in one place.
