Expand model tag support: add GLM-5.1, simplify Anthropic IDs, scan tags anywhere in message

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gateway/knowledge/trading/strategies/options/protective-call.md

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+---
+description: "A hedging strategy combining short stock with a long call at strike K >= S0, limiting upside loss on a short position while preserving downside profit."
+tags: [options, hedging, protective, bearish]
+---
+
+# Protective Call
+
+**Section**: 2.5 | **Asset Class**: Options | **Type**: Hedging
+
+## Overview
+The protective call (a.k.a. "married call" or "synthetic put") amounts to shorting stock and buying an ATM or OTM call option with strike K >= S0. The trader's outlook is bearish. The call option hedges the risk of the stock price rising, acting as insurance on the short stock position.
+
+## Construction
+- Short 1 share of stock at price S0
+- Buy 1 call option at strike K (K >= S0), paying net debit D
+
+Net position: short stock + long call
+
+## Payoff Profile
+f_T = S0 - S_T + (S_T - K)+ - D = S0 - K + (K - S_T)+ - D
+
+- Breakeven: S* = S0 - D
+- Max profit: P_max = S0 - D  (if stock goes to zero)
+- Max loss: L_max = K - S0 + D  (capped by the long call at strike K)
+
+## Key Conditions / Signals
+- Bearish on the underlying but seeking upside protection on the short
+- Elevated uncertainty or event risk where a sharp rise in the stock is possible
+- Useful when the trader wants to retain short stock exposure but limit loss from a rally
+
+## Notes
+The protective call is symmetrical to the protective put strategy. Academic literature on protective calls appears scarce. The debit paid for the call reduces the effective profit from stock depreciation.