Trading a VBR straddle lets you take a pure volatility position on Vanguard Morningstar Small-Cap Value ETF without committing to a direction. Vanguard Morningstar Small-Cap Value 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 VBR straddle pricing in real time and find the moments when expected moves are mispriced.
A long straddle on VBR 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 Vanguard Morningstar Small-Cap Value 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 VBR straddle price to historical realized moves helps you judge whether the market is overpaying or underpaying for volatility.
Seeks to track the performance of the CRSP US Small Cap Value Index, which measures the investment return of small-capitalization value stocks. Provides a convenient way to match the performance of a diversified group of small value companies. Follows a passively managed, full-replication approach.
Earnings, product cycles, macro prints — any time volatility itself is the trade, the VBR straddle is the cleanest expression of that view. Our scanner prices every VBR 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 VBR straddle into a catalyst or short a VBR straddle to harvest decay, the options straddle setups that matter are all in one place.
