Or if there is, please let me know. The only one I found close is CKP out of Germany. If you're going to have a short vol fund, why not position it to use a larger number of smaller positions in uncorrelated markets? Instead of selling options, or straddles/strangles on just the US equity indices ala Ansbacher, why not sell options across 20-50 futures markets around the globe? That way you don't have the risk of any one market blowing you up like you do if you just sell against US Equity Indices? And you benefit from the non-correlation of the markets. There have been a TON of new option writing CTAs, and with vol this low, in my opinion it is going to be a graveyard sooner or later. Liberty brokerage out of Florida sells options on a number of futures markets, but does so discretionary and often directionally. Thoughts?