At 1:00 pm C.T. on Wednesday, April 18th, three speakers in a Cboe webcast will discuss Accessing the Volatility Risk Premium with Cash-Secured Put Writing.

To register for the webcast, please visit - .

Topics to be discussed include:

• Is now a good time to consider option-writing?

• Has there been a volatility risk premium that can facilitate enhanced risk-adjusted returns for index options-selling strategies?

• Do put-selling strategies have more potential for big drawdowns?

• How can investors access the cash-secured put-writing strategy?

• What about topics such as transaction costs, liquidity, and capacity of the options market?

The featured speakers will be --

  • Gaurav Sinha, Asset Allocation Strategist, at WisdomTree;
  • Michael J. Oyster, who recently served as  Chief Investment Strategist at the Fund Evaluation Group; and
  • Matt Moran of Cboe Global Markets.

The speakers will cover a number of charts in their analyses, including the charts below.


Since mid-1986 the Cboe S&P 500 PutWrite Index (PUT) had higher returns and lower volatility than key indexes representing U.S. Treasury bonds, commodities and global stocks.



The Cboe Russell 2000 Putwrite Index (PUTR) had higher risk-adjusted returns (as measured by both the Sharpe Ratio and the Sortino Ratio) than the Russell 2000 Index. (One also can note that both the PUTR and Russell 2000 index have negative skewness.)



The fact that the PUT Index had lower beta and down-capture than the S&P 500 Index could appeal to risk-averse investors.



To learn more about the PUT and PUTR indexes, please visit and  

To register for the April 18 webcast, please visit .