Collar Option Greeks as the Stock Moves
A collar's option greeks flip sign as the stock moves. See net delta, gamma, theta and vega priced at five spots, from below the put to above the call.
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The Options Collar: A Cheap Hedge
A collar hedges a concentrated stock cheaply: own the shares, buy a put for a floor, sell a call for a cap. We trace a real SPY collar through June's selloff.