F/m US Treasury 30 Year Bond ETF (UTHY) Straddle

Trading a UTHY straddle lets you take a pure volatility position on F/m US Treasury 30 Year Bond ETF without committing to a direction. F/m US Treasury 30 Year 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 UTHY straddle pricing in real time and find the moments when expected moves are mispriced.

A long straddle on UTHY 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 30 Year 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 UTHY 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 fund’s investment objective by investing at least 80% of the fund’s net assets (plus any borrowings for investment purposes) in the component securities of the underlying index. The ICE BofA Current 30-Year US Treasury Index is a one-security index comprised of the most recently issued 30-year U.S. Treasury bond.

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