Blue and Gray Wavy Lines

Chapter Three – The VRP Suite

How do you know which combination of equity options is right for you?

A systematic volatility risk premium (VRP) harvesting strategy can be beneficial for investors with a long-term investment horizon who are willing and able to withstand the unique risks involved with investing in options. 

At Parametric, we offer strategies with risk/return profiles across a range of equity market betas – ranging from 100% cash-secured put selling to 100% collateralized-call selling. This allows you to choose how you take advantage of the VRP and potentially earn meaningful risk-adjusted long-term portfolio returns.
Lower Beta to Higher Beta VRP Mix

Check out our comprehensive overview of Parametric’s VRP Solutions.


For informational and illustrative purposes only.  Not an offer to buy or sell securities.  Past performance not indicative of future results.  Not able to invest directly into indexes.  Investing in an options strategy involves risks. One or more combinations of the following risks may be incurred: Trade Restrictions Risk, Liquidity Risk, Early Termination Risk, Option Collateral Risk, and Opportunity Risk.  See disclosure pages for additional information.  All investments are subject to loss. For use with Investment Professionals and Accredited Investors Only.

Learn more about the VRP


Read more from our 5 part series:

CHAPTER 1

What is the VRP?


CHAPTER 2

Capturing the VRP


CHAPTER 4

VRP in Action


CHAPTER 5

Partner with Parametric


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