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Dynamic Put Selling

Parametric’s Dynamic Put Selling program aims to capture the volatility risk premium (VRP) by selling fully collateralized put options on the S&P 500® Index.

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Dynamic Put Selling may make sense for investors who seek to increase returns on underlying fixed income portfolios or cash. The strategy seeks to earn the VRP by selling put options on the S&P 500® Index. 

Investing in an options strategy involves risk. All investments are subject to loss. Learn more.

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Intended benefits of Dynamic Put Selling

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Enhanced return

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The strategy seeks to generate consistent positive returns by selling fully collateralized equity index put options against underlying collateral.

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Diversifying risk premium

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The strategy seeks to enhance returns of the underlying bond portfolio or cash without taking additional duration or credit risk.

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Diversified exposures

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The strategy executes multiple tranches with short expiration dates, improving diversification  and reducing path dependency.

There is no guarantee that the strategy will be successful. Investing in an options strategy involves risk. All investments are subject to loss.

Why choose Parametric?


Total firm AUM


VRP solutions AUM


Years of firm experience

As of 6/30/2023
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Volatility Risk Premium

Parametric's volatility risk premium (VRP) solutions are strategies that seek to benefit from the VRP, a distinct and diversifying risk premium that options buyers pay to options sellers. We’ve historically observed that this premium can be a persistent source of return, better positioning your clients’ portfolios to weather market volatility over a full market cycle and improve overall performance.

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