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The Journal of Derivatives

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Income Enhancement with Options

Megan Miller, Brian Jacobsen and Martijn de Vree
The Journal of Derivatives Derivatives in Asset Management 2022, jod.2021.1.143; DOI: https://doi.org/10.3905/jod.2021.1.143
Megan Miller
is a portfolio manager at Allspring Global Investments in San Francisco, CA
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Brian Jacobsen
is a senior investment strategist at Allspring Global Investments in Menomonee Falls, WI
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Martijn de Vree
is Head of International Solutions at Allspring Global Investments in London, UK
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Abstract

Investors have always tried to use various trading strategies to juice their returns. Writing options has often been thought of as a low risk way to get some additional income (premiums) while not disturbing the underlying asset allocation. Sometimes, however, investors are caught off guard when their option strategy does more harm than good. In this educational piece we describe one of the most common option writing strategies, covered call writing, and the practicalities of how to manage these strategies so they hopefully don’t backfire. The key is to recognize that the returns from covered call strategies are related to the volatility risk premium (also known as the variance risk premium) as well as the equity risk premium.

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The Journal of Derivatives: 29 (5)
The Journal of Derivatives
Vol. 29, Issue 5
Summer 2022
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Income Enhancement with Options
Megan Miller, Brian Jacobsen, Martijn de Vree
The Journal of Derivatives Dec 2021, jod.2021.1.143; DOI: 10.3905/jod.2021.1.143

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Income Enhancement with Options
Megan Miller, Brian Jacobsen, Martijn de Vree
The Journal of Derivatives Dec 2021, jod.2021.1.143; DOI: 10.3905/jod.2021.1.143
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  • Article
    • Abstract
    • IMPORTANT VOCABULARY TERMS
    • BASICS OF A COVERED CALL OPTION STRATEGY
    • BEYOND THE BASICS OF A COVERED CALL OPTION STRATEGY
    • CONCLUSION
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