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Options trading strategies: a quick reference glossary

Updated

Options give you more ways to express a view than just buying or shorting a stock. You can generate income, hedge a position, bet on a big move without picking a side, or take a directional view with a known maximum loss. The trade-off: there's a lot of vocabulary.

This is a quick reference to the strategies you'll come across, organized by what you're trying to do.

What are options trading strategies?

Options trading strategies are defined ways of combining options — and sometimes the underlying shares — to match a specific goal and a specific level of risk. Each one is really just a recipe: which options you buy or sell, at which strikes, and for which expiry.

Most strategies fall into a few groups based on what you're trying to do:

  • Generate income: collect a premium and profit when a stock stays calm or moves slowly in your favour.

  • Take a directional view with defined risk: bet on up or down while capping the most you can lose.

  • Trade volatility: profit from a big move in either direction, or from a stock going nowhere.

  • Use leverage: get full exposure to a move for a smaller upfront cost, with time working against you.

The rest of this glossary is organized the same way, so you can jump to the goal you have in mind.

Income and protection strategies

These strategies put time on your side. You collect a premium upfront and profit when markets are quiet or move slowly in your favour. They're also where most options traders who stick around tend to start — because they force you to think about probability and defined risk before you think about upside.

Strategy
What it is
Covered callSell a call against shares you already own. You collect a premium upfront; if the stock gets called away at expiry, you sell at the strike you agreed to. A way to generate income on a position you were holding anyway.
Secured putSell a put while setting aside enough cash to buy the shares if assigned. You get paid to commit to a buy price you'd be happy with — defined risk, income upfront. If the stock stays above your strike, you keep the premium and move on.
Put credit spreadSell a put and buy another at a lower strike for protection. Limits your downside compared to a secured put alone and requires less capital. Profits when the stock stays above your short strike.
Call credit spreadSell a call and buy another at a higher strike. Profits when the stock stays below your short strike. An income strategy with a known maximum loss.
Protective putBuy a put on shares you already own — insurance against a drop. Your downside is capped at the strike; the cost is the premium.
CollarCombine a protective put with a covered call on shares you own. Caps both your downside and your upside, often at little or no net cost.

Defined-risk, directional strategies

You have a view on direction. These strategies let you express it with a known maximum loss — unlike buying the stock outright or a long option alone, you can't lose more than what you paid.

Strategy
What it is
Call debit spreadBuy a call and sell another at a higher strike (same expiry). Cheaper than a long call, with a higher probability of profit and a defined maximum loss. Useful when you're bullish but want to limit your cost.
Put debit spreadBuy a put and sell another at a lower strike (same expiry). Bearish with a defined maximum loss — cheaper than a long put alone.
Diagonal spreadBuy one option and sell another of the same type at a different strike and a different expiry. Lets you take a directional view while collecting time decay on the shorter-dated leg.
Calendar spreadBuy and sell the same option at the same strike but different expiries. A way to trade time decay and shifts in volatility around a specific date — like an earnings announcement.

Volatility strategies — direction optional

These aren't "no opinion" strategies — they're a view on volatility. Either you think something big is about to move (and you don't know which way), or you think the stock is going nowhere and you want to get paid for that view.

Strategy
What it is
Long straddleBuy a call and a put at the same strike and expiry. Profits when the stock makes a big move in either direction. Often used into earnings or major events.
Long strangleBuy a call and a put at different strikes (same expiry). Cheaper than a straddle, but you'll need a bigger move to come out ahead.
Short straddleSell a call and a put at the same strike and expiry. You collect a premium from both sides and profit if the stock barely moves — but losses are theoretically unlimited if it breaks out.
Short strangleSell a call and a put at different strikes. Wider profit zone than a short straddle, but the same uncapped risk on either tail.
Short iron condorA put credit spread and a call credit spread combined — short strikes set apart. Profits when the stock stays between the two short strikes through expiry. A premium-collection strategy for low-volatility environments.
Short iron butterflyA put credit spread and call credit spread with short strikes at the same level. Profits when the stock lands near that strike at expiry.
Long butterflyBuy one option at a lower strike, sell two at a middle strike, buy one at a higher strike (all calls or all puts, same expiry). Profits when the stock lands near the middle strike — defined risk, defined reward.
Broken wing butterflyA butterfly with one wing wider than the other. Often opened for a credit, with no risk on one side and a larger maximum loss on the other.
Long condorLike a long butterfly, but with a gap between the two middle strikes — a wider profit zone with defined risk.
Jade lizardSell a secured put and a call credit spread on the same stock. Collects a premium with no upside risk, as long as the credit collected exceeds the width of the call spread. Downside risk is the same as a secured put.

High-leverage strategies — understand before you trade

These are the most straightforward strategies to understand — and the hardest to use profitably over time. You get full upside exposure, but time decay works against you from the moment you buy. Direction, timing, and implied volatility all have to cooperate.

Traders who start here often move toward income and defined-risk strategies once they've traded through a few expiry cycles. That's not a rule — it's just what tends to happen.

Strategy
What it is
Long callBuy a call to profit from a price rise. You get full upside exposure for a fixed premium — but direction, timing, and implied volatility all have to move in your favour. Your maximum loss is what you paid.
Long putBuy a put to profit from a price drop. Same structure as a long call — defined loss, directional leverage, time working against you.
Long-Term Equity Anticipation Securities (LEAPS)Calls or puts with 12+ months to expiry. Lower daily time decay than short-dated options, larger upfront cost. Often used as leveraged stock replacements or long-term directional bets — more time to be right, but more capital at risk for longer.
Naked callSell a call without owning the underlying stock. You collect a premium, but losses are theoretically unlimited if the stock keeps rising. The highest-risk strategy in common use.
Naked putSell a put without setting aside the cash to buy the shares. Losses are capped only by the stock reaching zero.

How to choose an options strategy

There's no single right strategy — the useful question is which one fits your view and how much risk you're willing to define upfront. A few starting points:

  • Start with your market view: bullish, bearish, or expecting the stock to stay flat. That narrows the field quickly.

  • Decide how much you can lose: defined-risk strategies cap your loss in advance; strategies that sell naked options can lose far more than the premium you collect.

  • Match the strategy to your goal: income, a directional bet, a hedge on shares you own, or a play on volatility around an event.

  • Factor in time and volatility: some strategies profit from time passing, others are hurt by it, and implied volatility can help or work against you.

Many people who stick with options gravitate toward income and defined-risk strategies once they've traded through a few expiry cycles. Whatever you choose, make sure you understand the mechanics, the maximum loss, and the tax treatment for the account you're trading in.

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Frequently asked questions about options trading strategies

What is the most effective options trading strategy?

There isn't one. The most effective strategy is the one that matches your market view, your risk tolerance, and the account you're trading in. Income strategies like the covered call suit calm markets, while spreads suit a directional view with a capped loss.

Why do most options traders lose money?

Options lose value as expiry approaches, so a buyer needs direction, timing, and volatility to all cooperate. Many traders also take on undefined-risk positions or trade more size than they can afford, which turns a normal move against them into a large loss.

Which options strategies have defined risk?

Buying calls or puts, debit and credit spreads, long butterflies and condors, and iron condors all have a maximum loss you can calculate before you trade. Selling naked calls or puts does not, which is why they sit in the high-risk group.

Can beginners use options strategies?

Yes, though most people start with simpler, defined-risk strategies such as covered calls or cash-secured puts, where the risk is easier to understand. Build up to multi-leg strategies once you're comfortable with how premiums, strikes, and expiry work. Options are complex, and not every strategy is right for every account or every investor. Make sure you understand the mechanics, the risks, and the tax implications for the account you're trading in before you place a trade. Wealthsimple's Learn pages are meant to be educational. Every story is sourced from and vetted by subject matter experts, and produced by journalists with decades of media experience — people whose primary goal is to teach you something, rather than sell you something. While there may be links included in the article about products that are offered by Wealthsimple Investments Inc. ("Wealthsimple") or one of its affiliates, these articles are not investment advice, a recommendation to buy or sell assets or securities, or any other kind of professional advice. If you are interested in learning about how Wealthsimple products or features work, please visit the Help Centre . If you are interested in knowing which products are offered by Wealthsimple and which are offered by affiliates, we've got a page to help you with that , too.

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