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-put.md

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+---
+description: "A hedging strategy combining long stock with a long put at strike K <= S0, limiting downside loss while preserving unlimited upside."
+tags: [options, hedging, protective, bullish]
+---
+
+# Protective Put
+
+**Section**: 2.4 | **Asset Class**: Options | **Type**: Hedging
+
+## Overview
+The protective put (a.k.a. "married put" or "synthetic call") amounts to buying stock and buying an ATM or OTM put option with strike K <= S0. The trader's outlook is bullish. The put option hedges the risk of the stock price falling, acting as insurance on the long stock position.
+
+## Construction
+- Buy 1 share of stock at price S0
+- Buy 1 put option at strike K (K <= S0), paying net debit D
+
+Net position: long stock + long put
+
+## Payoff Profile
+f_T = S_T - S0 + (K - S_T)+ - D = K - S0 + (S_T - K)+ - D
+
+- Breakeven: S* = S0 + D
+- Max profit: P_max = unlimited  (stock can rise without bound)
+- Max loss: L_max = S0 - K + D  (floor established at strike K)
+
+## Key Conditions / Signals
+- Bullish on the underlying but seeking downside protection
+- Elevated uncertainty or event risk (earnings, macro) where a sharp drop is possible
+- Useful when the trader wants to retain long stock exposure but limit catastrophic loss
+
+## Notes
+The protective put is the put-call parity complement to the covered call. The debit paid for the put reduces the effective profit from stock appreciation. The maximum loss is capped at S0 - K + D regardless of how far the stock falls.