The Collar
Finance your downside insurance by selling away some upside — near-free portfolio protection.
A collar combines two strategies you already know into elegant, cheap protection for a stock you own: you buy a protective putBuying a put to insure a stock holding against a fall. (the floor) AND sell a covered callSelling a call on stock you own to earn income. (the ceiling). The premium from the callThe right, not the obligation, to buy or sell at a set price. you sell helps pay for the putThe right, not the obligation, to buy or sell at a set price. you buy.
- Setup — own the stock, buy an OTMWhere an option’s strike sits relative to the current price. putThe right, not the obligation, to buy or sell at a set price. (floor) + sell an OTMWhere an option’s strike sits relative to the current price. callThe right, not the obligation, to buy or sell at a set price. (ceiling); callThe right to buy the underlying at a set price — a bullish bet. premium offsets putThe right to sell the underlying at a set price — a bearish bet. cost.
- Outcome — downside capped at the putThe right, not the obligation, to buy or sell at a set price. strikeThe fixed price at which an option can be exercised., upside capped at the callThe right, not the obligation, to buy or sell at a set price. strikeThe fixed price at which an option can be exercised.; net cost near zero (zero-cost collar if they match).
- Best for — protecting big unrealised gains or holding through uncertainty without selling (and without the drag of an unfunded putThe right, not the obligation, to buy or sell at a set price.).
What’s the catch with a zero-cost collar?
You give up upside above the call strike — if the stock soars, you miss the gains beyond the ceiling. It’s “free” in cash terms but not in opportunity: you’ve traded away the big-rally upside for downside protection. That’s a great deal when protecting gains or during uncertainty, less so if you’re strongly bullish.