March 22 Panel at CBOE on Accessing the Volatility Risk Premium with Cash-Secured Put Writing

Presentations and a panel discussion on the topic of – Accessing the Volatility Risk Premium with Cash-Secured Put Writing will occur on Tuesday March 22, 2016 from 5:00 PM to 6:45 PM at Chicago Board Options Exchange (CBOE), 400 So. La Salle St., (enter on Van Buren Street), Chicago, 60605   http://bit.ly/CAIA-March22

ISSUES

Issues to be discussed include –

  • Has there been a Volatility Risk Premium that can facilitate enhanced risk-adjusted returns for index options-selling strategies?
  • Do put-selling strategies have higher left tail risk?
  • How can investors access the cash-secured put-writing strategy?
  • What about topics such as transaction costs, transparency, liquidity, and capacity of the options markets?

PANEL MEMBERS

  • Oleg Bondarenko, Professor of Finance at the University of Illinois at Chicago
  • Tripp Zimmerman, CFA, Associate Director of Research at WisdomTree Asset Management
  • Mark Sebastian, COO & Director of Education at Option Pit, LLC

Moderator:

  • Matt Moran, VP of Business Development at CBOE

REGISTRATION AND FEES

The event will be hosted by CAIA Association, CBOE and PRMIA, and light refreshments will be served.

Fees are —
$10 in advance
$15 on the day of the event (if seating is available)

Space is limited so please see the link below and register by March 21.

http://bit.ly/CAIA-March22

CHART

The panel members will present numerous charts. Here is a chart by Professor Oleg Bondarenko on the subject of superior risk-adjusted returns for the CBOE S&P 500 PutWrite Index (PUT) – 11