Back
Hedge Fund
Oxeye Option Premium Strategy (OPS) - AlphaMaven Performance Report
December 2023 - Hedge Fund
Oxeye Option Premium Strategy (OPS) - AlphaMaven Performance Report
Oxeye Capital Management's Option Premium Strategy (OPS) have a live track record since 1997. It is an option writing / short volatility strategy similar to insurance underwriting. The strategy sells out-of-the-money put and call spreads on equities, an operation known as “selling strangles” or “strangle writing”. The strategy does not take a view on underlying market direction only that the market usually st