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
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Intended benefits of Risk-Managed Put Selling

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

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

Low correlation
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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?
$389B
Total firm
AUM
$15.5B
VRP solutions
AUM
30+
Years of
firm experience
As of 12/31/2022

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