XMMO Collar Strategy

XMMO (Invesco S&P MidCap Momentum ETF), in the Financial Services sector, (Asset Management industry), listed on AMEX.

The Invesco S&P MidCap Momentum ETF (Fund) is based on the S&P Midcap 400 Momentum Index (Index). The Fund will invest at least 90% of its total assets in the component securities that comprise the Index. The Index is composed of securities with 80 securities in the S&P Midcap 400 Index having the highest “momentum scores,” which are computed by measuring the upward price movements of each security as compared to other eligible stocks within the S&P Midcap 400 Index. The Fund and the Index are rebalanced and reconstituted semi-annually.

XMMO (Invesco S&P MidCap Momentum ETF) trades in the Financial Services sector, specifically Asset Management, with a market capitalization of approximately $6.85B, a beta of 1.16 versus the broader market, a 52-week range of 120.83-170.16, average daily share volume of 345K, a public-listing history dating back to 2005. These structural characteristics shape how XMMO etf options price implied volatility around earnings windows, capital events, and macro-driven sector rotations.

A beta of 1.16 places XMMO roughly in line with broader market moves, so the strategy payoff and realized volatility track the index-equivalent baseline. XMMO pays a dividend, which adjusts put-call parity and shifts the ex-dividend pricing across the listed chain.

What is a collar on XMMO?

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 XMMO snapshot

As of May 15, 2026, spot at $164.06, ATM IV 19.50%, IV rank 32.80%, expected move 5.59%. The collar on XMMO 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 XMMO specifically: IV regime affects collar pricing on both sides; mid-range XMMO IV at 19.50% typically pushes the short call premium to roughly offset the long put cost, with a market-implied 1-standard-deviation move of approximately 5.59% (roughly $9.17 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 XMMO expiries trade a higher absolute premium for lower per-day decay. Position sizing on XMMO should anchor to the underlying notional of $164.06 per share and to the trader's directional view on XMMO etf.

XMMO collar setup

The XMMO 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 XMMO near $164.06, the first option leg uses a $170.00 strike; additional legs (when the strategy has them) anchor to spot-relative offsets. Premiums come from the bid/ask midpoint on the listed XMMO 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 XMMO shares for the stock leg in covered calls and collars).

ActionTypeStrike / BasisPremium (est)
Buy 100 sharesStock$164.06long
Sell 1Call$170.00$1.88
Buy 1Put$155.00$0.91

XMMO collar risk and reward

Net Premium / Debit
-$16,309.50
Max Profit (per contract)
$690.50
Max Loss (per contract)
-$809.50
Breakeven(s)
$163.10
Risk / Reward Ratio
0.853

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.

XMMO collar payoff curve

Modeled P&L at expiration across a range of underlying prices for the collar on XMMO. 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%-$809.50
$36.28-77.9%-$809.50
$72.56-55.8%-$809.50
$108.83-33.7%-$809.50
$145.10-11.6%-$809.50
$181.38+10.6%+$690.50
$217.65+32.7%+$690.50
$253.92+54.8%+$690.50
$290.20+76.9%+$690.50
$326.47+99.0%+$690.50

When traders use collar on XMMO

Collars on XMMO hedge an existing long XMMO 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.

XMMO thesis for this collar

The market-implied 1-standard-deviation range for XMMO extends from approximately $154.89 on the downside to $173.23 on the upside. A XMMO collar hedges an existing long XMMO 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 XMMO IV rank near 32.80% is mid-range against its 1-year distribution, so the IV signal is neutral; the collar thesis on XMMO should anchor more to the directional view and the expected-move geometry. As a Financial Services name, XMMO options can move on sector-level news flow (peer earnings, regulatory updates, industry-specific macro data) in addition to XMMO-specific events.

XMMO 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. XMMO positions also carry Financial Services sector concentration risk; news flow inside the sector (peer earnings, regulatory shifts, supply-chain headlines) can move XMMO alongside the broader basket even when XMMO-specific fundamentals are unchanged. Always rebuild the position from current XMMO chain quotes before placing a trade.

Frequently asked questions

What is a collar on XMMO?
A collar on XMMO is the collar strategy applied to XMMO (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 XMMO etf trading near $164.06, the strikes shown on this page are snapped to the nearest listed XMMO chain strike and the premiums come straight from the end-of-day bid/ask midpoint.
How are XMMO 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 XMMO collar priced from the end-of-day chain at a 30-day expiry (ATM IV 19.50%), the computed maximum profit is $690.50 per contract and the computed maximum loss is -$809.50 per contract. Live intraday quotes will differ as the chain moves through the trading session.
What is the breakeven for a XMMO collar?
The breakeven for the XMMO collar priced on this page is roughly $163.10 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 XMMO market-implied 1-standard-deviation expected move is approximately 5.59%; if the move sits well outside the breakeven distance, the structure's risk-reward becomes correspondingly tighter.
When should you consider a collar on XMMO?
Collars on XMMO hedge an existing long XMMO 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 XMMO implied volatility affect this collar?
XMMO ATM IV is at 19.50% with IV rank near 32.80%, which is mid-range against its 1-year history. Strategy selection depends more on directional thesis and expected move than on a strong IV signal.

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