Ideas

Secured Options May Update & Chart of the Month: VRP High Positive Frequency Has Endured

May 28, 2019

Listen to the monthly update from Derivatives Portfolio Manager, Sean Heron on Glenmede’s Secured Options Strategy plus get an overview of the chart of the month. Sean reviews the strategy’s defensive positioning that delivered positive returns during the April 18-May 17, 2019 period and comments on the outlook. The chart of the month shows the Volatility Risk Premium’s (VRP) consistently high positive frequency over the past 20 years as well as higher average returns during times of increased market volatility.