You're not missing anything. Though there are many web sites promoting this idea (with the intention of trying to get you to sign up for their 'advice'), you're not going to find an out-of-the-money call for the same price as an at-the-money put.
As a general rule, no cost collars have to be approximately equidistant on both sides of current price.
There are some situations that affect this modestly:
There is Forward Skew or Reverse Skew where the IV of ATM strikes is higher or lower than for OTM strikes
Pending dividends increase put premium respective to call premium
Higher carry cost increases call premium respective to same series put premium
You can shift the R/R and cost/debit of a collar in either direction with collars that are not equidistant.
FWIW, a long collar is synthetically equivalent to a vertical spread so if executing the 3 legs simultaneously, you may save on commissions and B/A spreads by executing the vertical.