The disclosed computer-implemented method for managing connections may include (i) detecting, by a security agent on an endpoint, an attempt by another application on the endpoint to establish a connection according to a specific Internet protocol, and (ii) injecting, by the security agent on the endpoint, into an options field within a header of a network packet within the connection, the header formatted according to the specific Internet protocol, at least one byte that reveals identifying information about the application to enable an in-line proxy security device to manage the connection according to the revealed identifying information. Various other methods, systems, and computer-readable media are also disclosed.