Trading a XCEM straddle lets you take a pure volatility position on Columbia EM Core ex-China ETF without committing to a direction. Columbia EM Core ex-China 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 XCEM straddle pricing in real time and find the moments when expected moves are mispriced.
A long straddle on XCEM 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 Columbia EM Core ex-China 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 XCEM straddle price to historical realized moves helps you judge whether the market is overpaying or underpaying for volatility.
The fund will invest at least 80% of its net assets in the companies included in the index and the advisor generally expects to be substantially invested at such times, with at least 95% of its net assets invested in these securities. The index is designed to provide broad, core emerging markets equity exposure by measuring the stock performance of up to 700 emerging markets companies, excluding companies domiciled or exchange-listed in China or domiciled in Hong Kong. It is non-diversified.
Earnings, product cycles, macro prints — any time volatility itself is the trade, the XCEM straddle is the cleanest expression of that view. Our scanner prices every XCEM 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 XCEM straddle into a catalyst or short a XCEM straddle to harvest decay, the options straddle setups that matter are all in one place.
