Trading a USCI straddle lets you take a pure volatility position on United States Commodity Index Fund without committing to a direction. United States Commodity Index 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 USCI straddle pricing in real time and find the moments when expected moves are mispriced.
A long straddle on USCI 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 United States Commodity Index 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 USCI straddle price to historical realized moves helps you judge whether the market is overpaying or underpaying for volatility.
The fund seeks to achieve its investment objective by investing to the fullest extent possible in the Benchmark Component Futures Contracts. The SDCI is designed to reflect the performance of a diversified group of commodities.
Earnings, product cycles, macro prints — any time volatility itself is the trade, the USCI straddle is the cleanest expression of that view. Our scanner prices every USCI 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 USCI straddle into a catalyst or short a USCI straddle to harvest decay, the options straddle setups that matter are all in one place.
