F/m US Treasury 3 Month Bill Fund (TBIL) Straddle

Trading a TBIL straddle lets you take a pure volatility position on F/m US Treasury 3 Month Bill Fund without committing to a direction. F/m US Treasury 3 Month Bill 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 TBIL straddle pricing in real time and find the moments when expected moves are mispriced.

A long straddle on TBIL 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 F/m US Treasury 3 Month Bill 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 TBIL straddle price to historical realized moves helps you judge whether the market is overpaying or underpaying for volatility.

Under normal market conditions, the Adviser seeks to achieve the investment objective by investing at least 80% of net assets (plus any borrowings for investment purposes) in the component securities of the index. The index is comprised of a single issue purchased at the beginning of the month and held for a full month.

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