VRP Anchor Piece

An Overview of Parametric's Volatility Risk Premium Solutions

Parametric has been making complex instruments simpler for investors to access for over 30 years and strives to be an innovative force in providing systematic and cost-effective option-based solutions. We currently manage more than $13.2 billion in VRP solutions. Our Volatility Risk Premium (VRP) strategies aim to provide a significant and persistent source of return without the use of leverage or market forecasts by harvesting the VRP - a well-researched phenomenon based on the discrepancy between the implied and realized volatility of equity-index options. 

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Volatility Risk Premium
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Volatility Risk Premium
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