Trading a VMBS straddle lets you take a pure volatility position on Vanguard Mortgage-Backed Securities ETF without committing to a direction. Vanguard Mortgage-Backed Securities 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 VMBS straddle pricing in real time and find the moments when expected moves are mispriced.
A long straddle on VMBS 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 Mortgage-Backed Securities 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 VMBS 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. agency mortgage-backed pass-through securities issued by Ginnie Mae (GNMA), Fannie Mae (FNMA), and Freddie Mac (FHLMC). 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 VMBS straddle is the cleanest expression of that view. Our scanner prices every VMBS 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 VMBS straddle into a catalyst or short a VMBS straddle to harvest decay, the options straddle setups that matter are all in one place.
