Sauganash Capital Management LLC
Investment ManagementIllinois, United States1 Employees
Sauganash Capital Management LLC is an investment management firm based in Chicago, Illinois, that specializes in trading listed equity and index options. It pursues a relative value approach to volatility investing, aiming to profit from options that are underpriced and by selling those that are overpriced, while actively managing positions as part of a portfolio strategy. The firm emphasizes a long option bias and seeks to mitigate tail risk, with a focus on scenarios where prices move back toward historical norms, and it maintains positions designed to perform well in a crash or bear market. Its methodology combines fundamental and technical historical analysis of listed equity options to inform decisions within the broader listed options market. The firm positions itself within the investment management industry by applying a multi-disciplined view to volatility and option pricing, and its operations are located at 200 South Wacker Drive in Chicago.