Risk-Managed Put Selling
For institutional investors
Parametric’s Risk-Managed Put Selling program aims to capture the volatility risk premium (VRP) by selling put spreads on S&P 500® Index options.
Risk-Managed Put Selling may make sense for investors who seek to increase returns on underlying fixed income portfolios or cash. The strategy has a predefined maximum loss per 28-day period.
Investing in an options strategy involves risk. All investments are subject to loss. Learn more.
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Intended benefits of Risk-Managed Put Selling
Limited downside
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Risk-Managed Put Selling limits maximum losses during any consecutive 28-day period.
Enhanced returns
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Risk-Managed Put Selling aims to generate options profits to enhance returns on an underlying fixed income portfolio or cash.
Low correlation
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Risk-Managed Put Selling generates returns that are generally uncorrelated to fixed income and have low correlation to most traditional return strategies.
How it works
Why choose Parametric?
$376B+
Total firm
AUM
$16.6B
VRP solutions
AUM
15
Derivative investment
professionals
30+
Years of
firm experience
As of 6/30/2022
Get in touch
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