Trading a VPL straddle lets you take a pure volatility position on Vanguard FTSE Pacific ETF without committing to a direction. Vanguard FTSE Pacific 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 VPL straddle pricing in real time and find the moments when expected moves are mispriced.
A long straddle on VPL 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 FTSE Pacific 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 VPL 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 FTSE Developed Asia Pacific All Cap Index, which measures the investment return of stocks issued by companies located in the major markets of the Pacific region. Holds stocks of companies located in Japan (the major index component), Australia, Hong Kong, New Zealand, and Singapore. Follows a passively managed, full-replication approach.
Earnings, product cycles, macro prints — any time volatility itself is the trade, the VPL straddle is the cleanest expression of that view. Our scanner prices every VPL 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 VPL straddle into a catalyst or short a VPL straddle to harvest decay, the options straddle setups that matter are all in one place.
