Collar Strategy Performance on SET50 Index Options, 2021–2025

Thailand's SET50 index options market is the focus of this dataset, which compares static collar strategy performance from 2021 to 2025. The data, authored by Woradee Jongadsayakul and last updated in May 2026, analyzes zero-cost, net-debit, and net-credit collar structures.

Use Cases

• Compare the risk-return profiles of different collar structures based on the described zero-cost, net-debit, and net-credit strategies.
• Backtest static collar strategy performance based on the described SET50 index options market data.
• Analyze the effectiveness of options-based hedging strategies based on the described 2021–2025 time period.

Strengths

• File size is 123.2 MB, suggesting a medium-scale dataset.
• Covers a five-year period from 2021 to 2025.
• Data is structured in an XLSX format, likely facilitating spreadsheet analysis.

Limitations

• Row count is unknown, which may limit suitability assessment.
• Column-level documentation is absent; field semantics must be inferred after download.

Provenance

Source

figshare

Time Range

2021–2025

Freshness

Last updated 2026-05-28 09:13:29; freshness should be verified.

Geography

Thailand (implied by SET50 index)