The Weekly Strategy Archive is a collection of discussion pieces created by the Options Institute,
the educational arm of the CBOE, which are designed to assist individuals in learning how options
work and in understanding various options strategies. Options involve risk and are not suitable
for all investors. The strategies discussed are for educational and illustrative purposes
only, and should not be construed as an endorsement, recommendation or solicitation to buy or
sell securities. Commissions, taxes and transaction costs are not included. Please contact a tax advisor for the tax implications involved in these strategies.
Year:
March 09, 2010:
Bear Call Spread
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March 02, 2010:
Bear Put Spread
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February 23, 2010:
Protective Put
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February 17, 2010:
Covered Call
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February 12, 2010:
Buying Puts and Volatility
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January 25, 2010:
Collar
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January 19, 2010:
Covered Combination
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January 11, 2010:
Long Strangle
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January 06, 2010:
Long Straddle
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December 29, 2009:
Bull Put Spread
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December 22, 2009:
Selling a Put to Buy a Stock
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December 15, 2009:
Front Spread
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December 08, 2009:
Short Strangle
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December 01, 2009:
Back Spread
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November 24, 2009:
Short Straddle
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November 17, 2009:
Long Call Butterfly
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November 10, 2009:
Vertical Call Spread
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November 03, 2009:
Time Spread
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October 27, 2009:
Buying a Call
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October 20, 2009:
Stock Repair
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Options involve risk and are not suitable for all
investors. Prior to buying or selling an option, a person must receive a copy
of Characteristics and Risks of Standardized
Options (ODD). Copies of the ODD are available from your broker, by
calling 1-888-OPTIONS, or from The Options Clearing Corporation, One North
Wacker Drive, Suite 500, Chicago, Illinois 60606. The information on this
website is provided solely for general education and information purposes and
therefore should not be considered complete, precise, or current. Many of the
matters discussed are subject to detailed rules, regulations, and statutory
provisions which should be referred to for additional detail and are subject to
changes that may not be reflected in the website information. No statement
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