Vanguard Intermediate-Term Treasury ETF
Vanguard Intermediate-Term Treasury ETF (VGIT) Straddle
VGIT straddle scan found 15 qualifying long straddle setups on the previous trading day. Probability of profit reaches up to 63.0%.
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Trading a VGIT straddle lets you take a pure volatility position on Vanguard Intermediate-Term Treasury ETF without committing to a direction. Vanguard Intermediate-Term Treasury 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 VGIT straddle pricing in real time and find the moments when expected moves are mispriced.
A long straddle on VGIT 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 Intermediate-Term Treasury 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 VGIT straddle price to historical realized moves helps you judge whether the market is overpaying or underpaying for volatility.
Seeks to provide a moderate and sustainable level of current income.Invests primarily in U.S. Treasury bonds.Moderate interest rate risk, with a dollar-weighted average maturity of 3 to 10 years.
Earnings, product cycles, macro prints — any time volatility itself is the trade, the VGIT straddle is the cleanest expression of that view. Our scanner prices every VGIT 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 VGIT straddle into a catalyst or short a VGIT straddle to harvest decay, the options straddle setups that matter are all in one place.
| Apr 16, 2027 | 54.00 | $3.70 | 214 | 44% | 63.0% | $57.70 | $50.30 | 0 |
| Apr 16, 2027 | 55.00 | $2.83 | 214 | 44% | 61.6% | $57.83 | $52.18 | 0 |
| Apr 16, 2027 | 56.00 | $2.13 | 214 | 44% | 59.6% | $58.13 | $53.88 | 0 |
| Jan 15, 2027 | 55.00 | $2.60 | 123 | 44% | 58.4% | $57.60 | $52.40 | 0 |
| Apr 16, 2027 | 57.00 | $1.75 | 214 | 44% | 56.4% | $58.75 | $55.25 | 0 |
| Jan 15, 2027 | 56.00 | $1.80 | 123 | 44% | 56.4% | $57.80 | $54.20 | 0 |
| Apr 16, 2027 | 58.00 | $1.75 | 214 | 44% | 50.6% | $59.75 | $56.25 | 0 |
| Jan 15, 2027 | 57.00 | $1.50 | 123 | 44% | 49.4% | $58.50 | $55.50 | 4 |
| Oct 16, 2026 | 57.00 | $0.78 | 32 | 44% | 47.9% | $57.78 | $56.23 | 0 |
| Jan 15, 2027 | 58.00 | $1.40 | 123 | 44% | 47.2% | $59.40 | $56.60 | 3 |
As of September 15, 2026
Find the right straddle before volatility moves
Track VGIT straddle pricing across expirations, filter by IV rank and breakeven points, and build a setup that fits your view before the move happens.
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