White River Group

Stock Index Option Writing
Principal: Andreas Diessbacher
Index Option Writer | Option Trading
Interested in this program? Request Additional Information →
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Month Performance
+2.20%
Sep 2026
▥
YTD Return
+22.69%
Through Sep 2026
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AUM
$22,435,932
Assets Under Management

Overview

The Stock Index Option Writing Strategy writes call and put options on index futures (primarily on the S&P index but occasionally also on other indices). The strategy is designed to capture the decay of option premiums. The program sells deep out-of-the-money options after unusual Stock Market movements. Option contracts are written at a sufficient distance to allow in most cases, for the options to expire worthless. Primarily uncovered or naked options are sold (although spreads are utilized at times). The advisor may also take outright positions in the underlying future contract. The trading strategy is mostly discretionary. Both fundamental and technical analysis are incorporated into the trading decision.


Program Details

Inception DateNov 2008
Trading StyleOption Trading
Holding PeriodMedium Term, Short Term
Markets TradedStock Indices, Opt<br>ES Only
Margin60%
Minimum Investment$40,000
Management Fee2.00%
Performance Fee20.00%
This is a snapshot only. Investors should read Disclosure/Offering documents to determine suitability of investment.
GROWTH OF $1,000 VAMI
Program vs. Autumn Gold CTA Index
Stock Index Option Writing compared with the Autumn Gold CTA Index
Hypothetical growth of $1,000 based on reported monthly returns.
PERFORMANCE SUMMARY
Annual Returns (Net)
YEAR 2025 2024 2023 2022
RETURN +20.26% +12.33% +12.89% +4.51%
Maximum Drawdown Since Inception -18.73%
Past performance is not indicative of future results.
FUTURES, OPTIONS, CRYPTO, AND FOREX TRADING INVOLVES RISK AND MAY NOT BE SUITABLE FOR ALL INVESTORS. PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS.

INVESTOR SERVICES

LEAF RESEARCH SERVICE
For Individual Investors
Expanded CTA research, manager profiles, performance analysis, program comparisons, and portfolio construction tools.
INSTITUTIONAL RESEARCH & PORTFOLIO ANALYTICS
For Family Offices, Institutions & Professional Allocators
Advanced manager research, portfolio construction, correlation analysis, and tools for evaluating and monitoring manager relationships.
PORTFOLIO MONITORING SERVICES
For Family Offices & Institutional Investors
Ongoing monitoring of selected trading programs and portfolios, including performance developments, drawdowns, recovery patterns, and changes in manager conditions.
QUESTIONS ABOUT OUR SERVICES?
Contact Autumn Gold to discuss your research or portfolio monitoring requirements.

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