Insurance Using Derivatives Webinar Available

By Lawrence G. McMillan

How should you properly insure a stock portfolio?

Most investors default to buying puts — but the reality is that portfolio insurance is far more nuanced. The cost, structure, and implementation all matter. In many cases, the “standard” approach is not the most efficient one.

In this newly posted webinar, Insurance Using Derivatives, we walk through a complete framework for hedging equity exposure, including:

• Full hedges using index futures
• Broad-based index put protection
• Sector index alternatives
• Stock-by-stock (micro) protection
• Collars and “no-cost” structures
• Short-term volatility strategies

We also examine the real cost of protection, why long-term LEAPS can be flawed, and how staggered short-term puts may offer a more disciplined approach.

If you manage stock exposure — or sell options and want defined risk protection — this session provides a structured, model-driven way to think about insurance. 

The webinar is now available on The Option Strategist Substack. It is also included for those who have purchased the Saturdays with McMillan: 14 Seminar Home Study Course (watch here).