Trading a VFMV straddle lets you take a pure volatility position on Vanguard U.S. Minimum Volatility ETF without committing to a direction. Vanguard U.S. Minimum Volatility 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 VFMV straddle pricing in real time and find the moments when expected moves are mispriced.
A long straddle on VFMV 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 U.S. Minimum Volatility 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 VFMV straddle price to historical realized moves helps you judge whether the market is overpaying or underpaying for volatility.
Advisor uses a rules-based quantitative model to evaluate U.S. common stocks. Fund invests in stocks that together have the potential to generate lower volatility than the broad U.S. equity market. The portfolio includes a diverse mix of stocks representing many different market capitalizations (large, mid, and small), market sectors, and industry groups. Seeks long-term capital appreciation. Typically, at least 80% of the fund’s assets will be invested in securities issued by U.S. companies.
Earnings, product cycles, macro prints — any time volatility itself is the trade, the VFMV straddle is the cleanest expression of that view. Our scanner prices every VFMV 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 VFMV straddle into a catalyst or short a VFMV straddle to harvest decay, the options straddle setups that matter are all in one place.
