DTCR Collar Strategy

DTCR (Global X - Data Center & Digital Infrastructure ETF), in the Financial Services sector, (Asset Management industry), listed on NASDAQ.

The Global X Data Center & Digital Infrastructure ETF (DTCR) seeks to provide investment results that correspond generally to the price and yield performance, before fees and expenses, of the Solactive Data Center REITs & Digital Infrastructure Index.

DTCR (Global X - Data Center & Digital Infrastructure ETF) trades in the Financial Services sector, specifically Asset Management, with a market capitalization of approximately $665.0M, a beta of 1.43 versus the broader market, a 52-week range of 17.03-31.115, average daily share volume of 888K, a public-listing history dating back to 2020. These structural characteristics shape how DTCR etf options price implied volatility around earnings windows, capital events, and macro-driven sector rotations.

A beta of 1.43 indicates DTCR has historically moved more than the broader market, amplifying both the directional payoff and the realized volatility relative to an index-equivalent position. DTCR pays a dividend, which adjusts put-call parity and shifts the ex-dividend pricing across the listed chain.

What is a collar on DTCR?

A collar pairs long stock with a protective out-of-the-money put financed by a short out-of-the-money call, capping both tails of the position around the current spot.

Current DTCR snapshot

As of May 15, 2026, spot at $29.73, ATM IV 25.70%, IV rank 3.68%, expected move 7.37%. The collar on DTCR below is built from the same end-of-day chain, with strikes snapped to listed contracts and premiums pulled from the bid/ask midpoint at a 34-day expiry.

Why this collar structure on DTCR specifically: IV regime affects collar pricing on both sides; compressed DTCR IV at 25.70% typically pushes the short call premium to roughly offset the long put cost, with a market-implied 1-standard-deviation move of approximately 7.37% (roughly $2.19 on the underlying). The 34-day window matched to the front-month expiry keeps theta exposure bounded while still capturing the post-snapshot move; longer-dated DTCR expiries trade a higher absolute premium for lower per-day decay. Position sizing on DTCR should anchor to the underlying notional of $29.73 per share and to the trader's directional view on DTCR etf.

DTCR collar setup

The DTCR collar below is built from the end-of-day chain, with each option leg priced at the bid/ask midpoint of its listed strike. With DTCR near $29.73, the first option leg uses a $31.00 strike; additional legs (when the strategy has them) anchor to spot-relative offsets. Premiums come from the bid/ask midpoint on the listed DTCR chain at a 34-day expiry; the cross-strike IV skew is reflected directly in the per-leg values rather than approximated. Quantity sizing assumes one contract per option leg (or 100 DTCR shares for the stock leg in covered calls and collars).

ActionTypeStrike / BasisPremium (est)
Buy 100 sharesStock$29.73long
Sell 1Call$31.00$0.53
Buy 1Put$28.00$0.31

DTCR collar risk and reward

Net Premium / Debit
-$2,951.50
Max Profit (per contract)
$148.50
Max Loss (per contract)
-$151.50
Breakeven(s)
$29.52
Risk / Reward Ratio
0.980

Max profit roughly equals short-call strike minus cost basis plus net premium; max loss roughly equals cost basis minus long-put strike minus net premium. Breakeven shifts by the net premium.

DTCR collar payoff curve

Modeled P&L at expiration across a range of underlying prices for the collar on DTCR. Each row is one sampled price point from the computed payoff curve; the full curve uses 200 price points internally before being summarized into 10 rows here.

Underlying Price% From SpotP&L at Expiration
$0.01-100.0%-$151.50
$6.58-77.9%-$151.50
$13.15-55.8%-$151.50
$19.73-33.6%-$151.50
$26.30-11.5%-$151.50
$32.87+10.6%+$148.50
$39.44+32.7%+$148.50
$46.02+54.8%+$148.50
$52.59+76.9%+$148.50
$59.16+99.0%+$148.50

When traders use collar on DTCR

Collars on DTCR hedge an existing long DTCR etf position; the long put sets a floor while the short call finances it, often run as a near-zero-cost hedge during expected volatility windows.

DTCR thesis for this collar

The market-implied 1-standard-deviation range for DTCR extends from approximately $27.54 on the downside to $31.92 on the upside. A DTCR collar hedges an existing long DTCR position with a protective put while financing the put cost via a short call; when the premiums roughly offset, the collar acts as a near-zero-cost insurance band around the current spot. Current DTCR IV rank near 3.68% sits in the lower third of its 1-year distribution, where IV often re-expands toward the mean; this favors premium-buying structures and disadvantages premium-selling structures on DTCR at 25.70%. As a Financial Services name, DTCR options can move on sector-level news flow (peer earnings, regulatory updates, industry-specific macro data) in addition to DTCR-specific events.

DTCR collar positions are structurally neutral (protective); the modeled P&L assumes European-style exercise at expiration and ignores early assignment, transaction costs, dividends paid before expiry on the stock leg (when present), and the bid-ask spread on the listed chain. DTCR positions also carry Financial Services sector concentration risk; news flow inside the sector (peer earnings, regulatory shifts, supply-chain headlines) can move DTCR alongside the broader basket even when DTCR-specific fundamentals are unchanged. Always rebuild the position from current DTCR chain quotes before placing a trade.

Frequently asked questions

What is a collar on DTCR?
A collar on DTCR is the collar strategy applied to DTCR (etf). The strategy is structurally neutral (protective): A collar pairs long stock with a protective out-of-the-money put financed by a short out-of-the-money call, capping both tails of the position around the current spot. With DTCR etf trading near $29.73, the strikes shown on this page are snapped to the nearest listed DTCR chain strike and the premiums come straight from the end-of-day bid/ask midpoint.
How are DTCR collar max profit and max loss calculated?
Max profit roughly equals short-call strike minus cost basis plus net premium; max loss roughly equals cost basis minus long-put strike minus net premium. Breakeven shifts by the net premium. For the DTCR collar priced from the end-of-day chain at a 30-day expiry (ATM IV 25.70%), the computed maximum profit is $148.50 per contract and the computed maximum loss is -$151.50 per contract. Live intraday quotes will differ as the chain moves through the trading session.
What is the breakeven for a DTCR collar?
The breakeven for the DTCR collar priced on this page is roughly $29.52 at expiration, derived from end-of-day chain premiums. Breakeven is the underlying price at which the strategy's P&L crosses zero ignoring transaction costs and assignment risk. The current DTCR market-implied 1-standard-deviation expected move is approximately 7.37%; if the move sits well outside the breakeven distance, the structure's risk-reward becomes correspondingly tighter.
When should you consider a collar on DTCR?
Collars on DTCR hedge an existing long DTCR etf position; the long put sets a floor while the short call finances it, often run as a near-zero-cost hedge during expected volatility windows.
How does current DTCR implied volatility affect this collar?
DTCR ATM IV is at 25.70% with IV rank near 3.68%, which is on the low end of its 1-year range. Premium-buying structures (long call, long put, debit spreads) are relatively cheap in this regime; premium-selling structures collect less credit per unit risk.

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