Investment Strategies
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Option Strategies
Option Strategies
Over a decade of experience in developing and delivering options solutions for clients.
- Offers a suite of structurally lower-volatility strategies designed to improve portfolio risk efficiency and to generate income.
- We seek long-term profits by consistently collecting option premiums in a liquid, risk-managed framework.
- Our collateralized option strategies offer customizable, transparent solutions to monetize equity market volatility and to generate income in a cost-effective manner.
- Return distributions generated through systematic index option strategies can decrease portfolio volatility by emphasizing consistency, multidimensional diversification and downside mitigation.
Derek Devens, CFA
Senior Portfolio Manager
Rory Ewing
Portfolio Manager
Eric Zhou
Portfolio Manager
Rachel White, CFA
Portfolio Specialist
Solving for Today’s Portfolio Challenges
Strategies offer several attractive characteristics versus traditional asset classes and are designed for periods of higher volatility, rising rates and lower equity returns
Key Features of Index Option Writing
Option Group Solutions
Our strategies are built around our core competency and follow a common philosophy
Customizable Implementation
Investor Objectives
Lower-Volatility Equity
Income
Uncorrelated Return
Portable Premium
Customization
Return Level
Higher → “At the Money”
Lower → “Out of the Money”
Underliners
Global
U.S.
Europe
Asia
Emerging Markets
Fixed Income Collateral
Portfolio Fit & Risk
Beta (0.0 ‑ 1.0)
Correlation vs. Equity (0.0 ‑ 1.0)
Implementation
Account Type
Fully Funded
Overlay
Equity Index Options
Exchange Traded
Liquid
Scalable
Cost Effective
Management
Derek Devens, CFA
Senior Portfolio Manager
28
Years of Industry Experience
9
Years with Neuberger Berman
Rory Ewing
Portfolio Manager
22
Years of Industry Experience
9
Years with Neuberger Berman
Eric Zhou
Portfolio Manager
13
Years of Industry Experience
9
Years with Neuberger Berman
Rachel White, CFA
Portfolio Specialist
10
Years of Industry Experience
6
Years with Neuberger Berman