Dynamic Put Selling
For wealth managers
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.
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.
Explore more VRP solutions
Intended benefits of Dynamic Put Selling

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

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

Diversified exposures
Learn more >>
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?

Get in touch
Want to know more about our Dynamic Put Selling solutions? Complete our contact form, and a representative will respond shortly.
More to explore
Midyear Outlook: Exceptional Uncertainty, Unexpected Market Resiliency

by Thomas Lee, Co-President and Chief Investment Officer
July 17, 2025
Welcome to the 2025 Midyear Outlooks from Parametric. Where does the time go?
Tax Loss Harvesting Through the Volatile First Half of 2025

by Jeremy Milleson, Director, Investment Strategy
July 9, 2025
Here’s why we believe that the success of active tax management may depend on finding a direct indexing partner who’s managed portfolios through up and down market cycles.