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

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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


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