Volatility Risk Premium

Parametric’s Volatility Risk Premium (VRP) solutions aim to provide a significant and persistent source of return without the use of leverage or market forecasts. Rather, they harvest the diversifying “Volatility Risk Premium” – a well-researched phenomenon based on the discrepancy between the implied and realized volatility of equity index options. Parametric has developed a series of sophisticated VRP strategies to meet investors’ different risk/return objectives.

Upside Potential


Downside Protection


Uncorrelated Returns

Still need help finding the right fit?

Why Parametric?

Parametric has over 30 years of experience managing derivatives strategies for investors. This includes a dedicated, experienced, and stable team with sole focus on options strategies. Our scientifically rigorous approach helps us create customized, repeatable outcomes for our clients that are driven by transparency and with a focus on managing risks and costs. 



Systematic, Disciplined 


Predictable, Transparent

Industry Leader

Trusted Industry

How to invest and related products

The investment strategy described herein is designed to be implemented in a separately managed account (SMA) maintained by a qualified custodian. Investors should contact their financial advisor to establish an SMA. Parametric currently serves as a sub-adviser to investment products offered and distributed by its affiliate, Eaton Vance Distributors, Inc., a registered broker-dealer. Parametric sub-advises a fund with a strategy similar to the one presented herein. For more information on related products, please visit https://funds.eatonvance.com*.

Contact us

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Need a refresher? Read our 5 part series on the VRP


*We are providing a link to the Eaton Vance website for your convenience only. It is for informational purposes only and is not an offer to buy or sell any security. Although Parametric is an affiliate of Eaton Vance, Parametric does not administer the website or control any of its content. Accordingly, such link is provided “as is”, without representation or warranty, express or implied, as to the accuracy of such content or its completeness or timeliness, all of which (including, without limitation, any implied warranties of merchantability or fitness for a particular purpose) Parametric expressly disclaims. Such link’s appearance on Parametric’s website should not imply our endorsement of the linked site or its content. Parametric is not responsible for your use of the linked site, its content, or any other resources (including, without limitation, other linked sites and their contents) accessible through it. If you choose to leave this website and visit the linked site, you will be subject to its terms of use and privacy policies. By clicking below and continuing to the linked site, you acknowledge and agree to the foregoing.