Market data as of Sep 24, 2026 · 1:36 PM · Refreshed Sep 24, 2026 · 1:36 PM

Where do protection tradeoffs sit across the market?

Compare approximately one-year collar outcomes requested at a 10% maximum-loss target across 25 liquid stocks and ETFs. Actual modeled maximum loss varies because listed option strikes and executable pricing are discrete. Click any point to see the structure behind it.

10% Max Loss Target

Target values are requested levels. Actual modeled maximum loss may differ because listed option strikes and executable pricing are discrete.

10% targetmedian upside1%4%7%11%Annualized Maximum Loss4%12%20%34%Annualized Max ReturnSPYQQQIWMAAPLMSFTNVDAAMZNGOOGLMETATSLAAMDAVGONFLXJPMBACXLFXLKXLETLTHYGGLDSLVIBITCOINMSTR

Each point represents one ticker. The scatter is exploratory rather than ranked.

Same downside. Very different max return.

Compare the max return available at different maximum-loss levels across five major investments.

1%9%17%29%Annualized Maximum Loss0%20%40%60%80%Annualized Max ReturnSPYQQQIWMNVDATSLA

Each point represents a distinct efficient modeled collar. When annualized values are available, loss and return are annualized to a one-year basis so collars modeled across different horizons compare side by side. Actual results depend on current option pricing and available strikes.

Protection doesn't have one shape

Compare how collars, buffers, and covered calls trade protection for max return on the same stock and horizon.

Collar

Max Loss

~8%

Max Return

~22%

NVDA · 357d to expiration

3%7%11%17%Maximum Loss10%18%26%40%

Buffer

Buffer

~9%

Max Return

~45%

NVDA · 357d to expiration

4%8%12%18%First-Loss Buffer25%40%55%70%

Covered Call

Cushion

~9%

Max Return

~33%

NVDA · 357d to expiration

5%8%11%14%17%Downside Cushion15%24%33%50%

What does time cost?

Select a maximum-loss target and compare the modeled max return at 90 days, 180 days, and approximately one year.

Protection Target
NVDA

90 Days

Max Loss

~8%

Max Return

~10%

180 Days

Max Loss

~8%

Max Return

~14%

~1 Year

Max Loss

~8%

Max Return

~21%

Every point represents an actual options structure

Parity can show the listed options behind these modeled outcomes, including strikes, bid/mid/ask quotes, package debit or credit, and the complete trade ticket.

Want to build your own analysis?

Access the same outcome engine programmatically through the Parity API.

View Developer Documentation

Parity API responses are modeled estimates based on available market data and assumptions at the time of generation. Quotes, option availability, dividends, and modeled outcomes may change. This page does not execute trades.