Trading a VO straddle lets you take a pure volatility position on Vanguard Morningstar Mid-Cap ETF without committing to a direction. Vanguard Morningstar Mid-Cap 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 VO straddle pricing in real time and find the moments when expected moves are mispriced.
A long straddle on VO 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 Mid-Cap 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 VO 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 Mid Cap Index, which measures the investment return of mid-capitalization stocks. Provides a convenient way to match the performance of a diversified group of medium-size companies. Follows a passively managed, full-replication approach.
Earnings, product cycles, macro prints — any time volatility itself is the trade, the VO straddle is the cleanest expression of that view. Our scanner prices every VO 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 VO straddle into a catalyst or short a VO straddle to harvest decay, the options straddle setups that matter are all in one place.
