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258 •   TheIntelligentOptionInvestor
plan like this in place will allow you to size and time your hedges appropri-
ately and will help you to make the most out of whatever temporary crisis
might come your way.
2
Now that you have a good understanding of protective puts and
hedging, lets turn to the last overlay strategy—the collar.
Collar
Contingent Exposure
Contingent Exposure
Contingent Exposure
GREEN
LIGHT GREEN
LIGHT ORANGE
LIGHT RED
ORANGE
RED
Downside: Irrelevant
Upside: Undervalued
Execute: Sell a call option on a stock or index that you own and on
which you have a gain, and use the proceeds from the call
sale to buy an OTM put
Risk: Flexible, depending on selection of strikes
Reward: Limited to level of sold call strike
Margin: None because the long position in the hedged security
serves as collateral for the sold call option, and the OTM
put option is purchased, so it does not require margining