Trading a XSVM straddle lets you take a pure volatility position on Invesco S&P SmallCap Value with Momentum ETF without committing to a direction. Invesco S&P SmallCap Value with Momentum 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 XSVM straddle pricing in real time and find the moments when expected moves are mispriced.
A long straddle on XSVM 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 Invesco S&P SmallCap Value with Momentum 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 XSVM straddle price to historical realized moves helps you judge whether the market is overpaying or underpaying for volatility.
The Invesco S&P SmallCap Value with Momentum ETF (Fund) is based on the S&P 600 High Momentum Value Index (Index). The Fund will invest at least 90% of its total assets in the component securities that comprise the Index. The Index is composed of 120 securities in the S&P SmallCap 600 Index having the highest "value scores" and "momentum scores," calculated pursuant to the index methodology. Index constituents are weighted by their value scores; securities with higher value scores receive relatively greater weights. The Fund and the Index are rebalanced and reconstituted semi-annually.
Earnings, product cycles, macro prints — any time volatility itself is the trade, the XSVM straddle is the cleanest expression of that view. Our scanner prices every XSVM 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 XSVM straddle into a catalyst or short a XSVM straddle to harvest decay, the options straddle setups that matter are all in one place.
