---
title: Hedge Fund Option Usage and Skewness Premium
url: https://www.ml-quant.com/papers/ssrn/4586637/
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 4586637
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4586637
featured: 2023-10-04
citations: unknown
topic: Derivatives & Volatility
---


# Hedge Fund Option Usage and Skewness Premium

Hedge fund option usage impacts skewness risk premium in individual stock options, with stocks having more hedge fund holders using the long naked put strategy showing more positive returns.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4586637
- Identifier: SSRN 4586637
- Released: 2023-09-28
- First featured: Quant Letter No. 18 (2023-10-04): https://www.ml-quant.com/issues/2023-10-04/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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