Tips: Do any ETFs try to beat the market?
Eventually there should be actively managed ETFs, but operationally it is much more difficult to manage. Applications to the SEC for such funds have been made but to date have not been successful. The problem is that an ETF is easier to create and redeem when all players in the process know exactly what basket of stocks will go into it. By its very nature, an actively managed fund must be secretive, because to reveal to the world what a stock fund is buying at the moment exposes it to parasitical traders who can jump in first and resell the stock to the eager fund. Various schemes have been proposed to circumvent these and other problems.
Naked options trading is very risky - many people lose money trading them. It is recommended contacting your broker or investment professional to find out about trading risk and margin requirements before getting involved into trading uncovered options.