Trading a VTI straddle lets you take a pure volatility position on Vanguard Morningstar Total Stock Market ETF without committing to a direction. Vanguard Morningstar Total Stock Market 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 VTI straddle pricing in real time and find the moments when expected moves are mispriced.
A long straddle on VTI 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 Total Stock Market 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 VTI 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 Total Market Index.Large-, mid-, and small-cap equity diversified across growth and value styles.Employs a passively managed, index-sampling strategy.The fund remains fully invested.Low expenses minimize net tracking error.With respect to 75% of its total assets, the fund may not: (1) purchase more than 10% of the outstanding voting securities of any one issuer or (2) purchase securities of any issuer if, as a result, more than 5% of the fund’s total assets would be invested in that issuer’s securities; except as may be necessary to approximate the composition of its target index.
This limitation does not apply to obligations of the U.S. government or its agencies or instrumentalities.
Earnings, product cycles, macro prints — any time volatility itself is the trade, the VTI straddle is the cleanest expression of that view. Our scanner prices every VTI 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 VTI straddle into a catalyst or short a VTI straddle to harvest decay, the options straddle setups that matter are all in one place.
