Reading 28- Derivatives and Option Strategies question

Going through the CFAI blue boxes in reading 28, it seems like some of the option strategies assume ownership of the reference asset while others don’t when calculating value and profit. For example, the collar calculations assume you hold the reference asset while the butterfly spread does not.

Has anyone else noticed this, and does anyone have a way of remember which strategies include gains/losses from the movement of the reference asset in their profit and value calculations?

I think it’s just covered call, protective put & collar (which is a combo of the previous two) where the underlying stock is also owned. The rest are option-only strategies.

Synthetic short also requires the underlining