Volatility Strategies

Penn Mutual Utilizes S&P Options To Manage Election Risk, Eyes Dispersion In Small And Mid Caps

Oct 30, 2024

USD38 billion Penn Mutual Asset Management is utilizing options strategies on the S&P 500 to hedge U.S. election risk. Zhiwei Ren, managing director and portfolio manager at Penn Mutual Asset Management in Philadelphia, highlighted out-the-money call options and out-the-money put spreads on the S&P 500. 

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