Upcoming Events

Protection on one side, participation on the other — the collar strategy is built around balance. 

The collar strategy combines two options — a protective put and a covered call — to define both the downside and upside range of an existing position. This session walks through how the strategy is built, how its two components interact, and what managing the position over time can look like. During this session, OIC instructor Roma Colwell will cover topics including: 

• How the collar is constructed combining a protective put and a covered call 
• How the premium collected from the call can offset the cost of the put 
• The trade-off between downside protection and capped upside participation 
• Position management: considerations around rolling, closing early or letting the position expire 

Register today for this educational session and gain access to our complete library of market resources. 

Have questions about options? This one's for you.

On July 16, OIC is hosting a live Q&A session — a relaxed, open forum where you can ask anything options-related and get clear answers straight from OIC Instructors.

New to options? Ask away. Looking to sharpen your understanding of strategy construction or risk? Bring it. There's no such thing as too basic or too advanced here. If a past OIC webinar left you with lingering questions, this is the perfect place to get them answered.

There's no replay — so mark your calendar and come with your questions ready.

Note: OIC does not offer investment advice and may not be able to address certain topics.

Straddles and strangles are two option strategies that involve holding both a call and a put on the same underlying asset. This session examines how each is structured, what distinguishes one from the other and how key variables — including the Greeks — affect the position over time. During this session, OIC instructor Ken Keating will cover topics including:

• How straddles and strangles are constructed and what structurally separates the two
• How Delta, Theta and Vega each influence the position throughout its life
• How breakeven points are calculated and how to read potential profit and loss across a range of outcomes
• Approaches to monitoring and adjusting the position as expiration approaches or market conditions shift

Register today for this educational session and gain access to our complete library of market resources.

Condors and butterflies are multi-leg option strategies that involve four separate options positions. This session walks through how each strategy is structured, how breakeven levels are determined and what the risk and reward profile looks like within a defined price range. During this session, OIC instructor Ken Keating will cover topics including:

• What condors and butterflies are and how the structure of each strategy defines its risk parameters
• How each position is built using multiple strikes and what role each leg plays
• How to identify breakeven levels and understand the profit and loss profile at expiration
• How the Greeks apply within these structures and what they indicate as the position evolves
• Considerations for monitoring and adjusting the position in response to changes in price or volatility

Register today for this educational session and gain access to our complete library of market resources.