---
title: Option Total Return and Active Option Portfolio Management
url: https://www.ml-quant.com/papers/ssrn/4576277/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4576277
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4576277
featured: 2023-09-21
citations: 0
topic: Derivatives & Volatility
---


# Option Total Return and Active Option Portfolio Management

The total return concept for options and option portfolios can be used to assess the performance of an options portfolio, extending the total return concept from traditional investment portfolios.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4576277
- Identifier: SSRN 4576277
- Released: 2023-09-18
- First featured: Quant Letter No. 16 (2023-09-21): https://www.ml-quant.com/issues/2023-09-21/
- Citations (Semantic Scholar): 0
- Published in: not yet
- Topic: Derivatives & Volatility

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