Risk-Managed Put Selling
For wealth managers
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.

Limited downside
Explore more VRP solutions
Intended benefits of Risk-Managed Put Selling

Limited downside
Learn more >>
Risk-Managed Put Selling limits maximum losses during any consecutive 28-day period.

Enhanced returns
Learn more >>
Risk-Managed Put Selling aims to generate options profits to enhance returns on an underlying fixed income portfolio or cash.

Low correlation
Learn more >>
Risk-Managed Put Selling generates returns that are generally uncorrelated to fixed income and have low correlation to most traditional return strategies.
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 Risk-Managed Put Selling solutions? Complete our contact form, and a representative will respond shortly.
More to explore
Pyrrhic Victory: Sacrificing Pretax Returns at the Altar of Realized Losses


by Jeff Wagner, Senior Investment Strategist; Jeremy Milleson, Director, Investment Strategy
May 5, 2025
Like an army who wins a battle that inflicts a devastating toll on its own troops, pursuing losses without regard for risk would be a pyrrhic victory.
How Corporate Bond Ladders May Help to Hedge Volatility

by John Hemingway, Vice President, Portfolio Manager
April 28, 2025
With corporate bond ladders, maturities reinvested at higher rates have the potential to benefit the portfolio.
Fixed Income Tax Loss Harvesting: Realizing Losses No Matter When They Occur


by Nisha Patel, Managing Director; Nicholas Stahelski, Vice President, Portfolio Manager
April 10, 2025
Learn how an “all weather” approach to fixed income tax loss harvesting helps to add value in any market climate.