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DFOL Cheat Sheet — Payoffs, Strategies, Margin, Market Structure, Formulas and Glossary

High-yield DFOL review: options and futures payoffs, strategy intent, margin, option-account workflow, exchanges and clearing, contract adjustments, and non-equity option risks.

DFOL is an options-workflow exam. Get fluent with rights vs obligations, strategy intent, and how account and market-structure rules change what can happen next. Use this cheat sheet with the Guide Home, the Study Plan, the FAQ, the Official Resources, and exact DFOL practice on MasteryExamPrep.

Official blueprint (CSI)

DFOL is currently 100 multiple-choice questions. CSI notes that candidates enrolled before December 6, 2023 still write the 110-question version.

Topic (CSI)WeightTarget questions
An Overview of Derivatives3%3
Futures Contracts11%11
Exchange Traded Options14%14
Swaps7%7
How Investment Funds and Structured Products Use Derivatives6%6
A Review of the Risk and Reward Profiles of Common Option Strategies16%16
Opening and Maintaining Option Accounts25%25
The Role of Clearing Corporations and Exchanges in Listed Options Trading10%10
Contract Adjustments and Special Considerations and Risks of Non-Equity Options8%8

Source: https://www.csi.ca/en/learning/courses/dfol/exam-credits

DFOL in one paragraph

DFOL rewards candidates who can identify the strategy or workflow first, then apply the right payoff, account, or market-structure rule. Most misses come from confusing listed-options process with broader derivative background.

Pressure map

If the question feels like…First thing to identifyThen decide
premium, strike, moneyness, expiry payoffbasic option positioncall or put, buyer or writer
capped gain, defined downside, income, or volatility tradeoption strategywhat the structure is trying to achieve
permissions, suitability, or marginoption accountwhether the account can hold or write the position
market maker, exchange, or clearing corporationlisted-options infrastructurewho carries which role and risk
index, currency, or other non-equity optioncontract typewhat special risk or adjustment issue matters

Derivatives map

InstrumentExchange or OTCExposure shapeKey feature
ForwardOTClinearcustomized, bilateral credit exposure
Futureexchangelinearstandardized, cleared, daily settlement
Optionexchange or OTCnon-linearright for buyer, obligation for writer
SwapOTClinear cash-flow exchangestructure and exposure transfer

Options essentials

Moneyness

OptionITM when…ATM when…OTM when…
Call(S>K)(S \approx K)(S<K)
Put(S<K)(S \approx K)(S>K)

Intrinsic value

[ \text{Call intrinsic}=\max(S-K,0) ] [ \text{Put intrinsic}=\max(K-S,0) ]

Core positions at expiry

  • Long call profit: (\max(S_T-K,0)-P)
  • Short call profit: (P-\max(S_T-K,0))
  • Long put profit: (\max(K-S_T,0)-P)
  • Short put profit: (P-\max(K-S_T,0))

Long-option breakevens

[ \text{Long call BE}=K+P ] [ \text{Long put BE}=K-P ]

Single-option max gain and loss

PositionMax gainMax loss
Long callunlimitedpremium paid
Short callpremium receivedunlimited
Long putapproximately (K-P) if (S_T \to 0)premium paid
Short putpremium receivedapproximately (K-P) if (S_T \to 0)

Strategy intent map

StrategyBuilt fromOutlookPrimary purpose
Covered calllong stock + short callmildly bullish or neutralgenerate income and cap upside
Protective putlong stock + long putbullish but risk-awareinsure downside
Collarlong stock + long put + short callneutral or range-bounddefine downside and upside
Bull call spreadlong call + short call at higher strikebullishcheaper upside expression with capped gain
Bear put spreadlong put + short put at lower strikebearishcheaper downside expression with capped gain
Long straddlelong call + long put, same strikehigh volatilityprofit from a large move either way
Short straddleshort call + short put, same strikelow volatilitycollect premium with high tail risk

Strategy quick checks

  • Covered call: still owns downside stock risk
  • Protective put: pays premium to establish a floor
  • Collar: trades capped upside for cheaper downside protection
  • Debit spread: pays upfront, defined loss
  • Credit spread: collects premium upfront, still defined risk
  • Volatility trade: often less about direction than about move size

Option-account workflow

Account-opening checklist

  • correct approvals and permissions
  • suitability and knowledge evidence
  • complete documentation
  • margin treatment understood
  • restrictions and monitoring visible

If an account question appears

Start by asking:

  1. what position is being opened or maintained?
  2. what permission level or documentation standard applies?
  3. what margin or risk control follows from that choice?

Market structure and clearing

Know the role split

EntityMain role
Exchangelists contracts and trading rules
Clearing corporationbecomes the central counterparty and manages post-trade risk
Broker or dealerhandles client account, order routing, approvals, and supervision
Market makersupports liquidity and two-sided markets

Non-equity and adjustment cues

  • corporate actions can trigger contract adjustments
  • index and currency options add special pricing and settlement context
  • non-equity contracts often test structure and risk wording more than retail stock intuition

DFOL route check

If you mainly need…Better first instinct
broad derivatives foundations across futures, options, and swapsDFC
deeper listed-options workflow, option accounts, and strategy infrastructureDFOL

Pressure checklist

  • identify the option structure before the formula
  • identify the strategy purpose before the payoff
  • check account permissions and margin before assuming the trade is allowed
  • separate listed-options infrastructure from broad derivative background
  • take the operational question seriously because it is heavily weighted here
Revised on Thursday, April 23, 2026