Equity Derivatives and Volatility Specialist, Clifton Derivatives

John Ley

Equity Derivatives and Volatility Specialist

Clifton Derivatives

Independent derivative and volatility research firm focusing on events/catalysts, earnings, relative value and cross asset volatility strategies.

Equity Derivatives

Maxis Nikkei 225 Index Fund / Equity Derivatives

<ul>
<li>Volatility percentiles are flashing, and we explore what recent price action could signal for the week ahead.</li>
<li>Put activity surged, with especially heavy interest on Thursday and Friday and concentrated in short dates expiries.</li>
<li>We highlight the potential for equity market volatility to spill over into currency markets.</li>
</ul>


Volatility percentiles are flashing, and we explore what recent price action could signal for the week ahead.
Put activity surged, with especially heavy interest on Thursday and Friday and concentrated in short dates expiries.
We highlight the potential for equity market volatility to spill over into currency markets.


Nikkei Index Options Weekly Mar 31 – Apr 04): Volatility Elevated, Put Demand Surges

<ul>
<li>A weekly recap of volatility and price metrics, covering option volumes, volatility trends, the spot/implied relationship, and open interest statistics.</li>
<li>USD/JPY and Nikkei moved in opposite directions, with the index underperforming its historical relationship to FX.</li>
<li>Options volume increased throughout the week, peaking on Friday’s move lower.</li>
</ul>


A weekly recap of volatility and price metrics, covering option volumes, volatility trends, the spot/implied relationship, and open interest statistics.
USD/JPY and Nikkei moved in opposite directions, with the index underperforming its historical relationship to FX.
Options volume increased throughout the week, peaking on Friday’s move lower.


Nikkei Index Options Weekly (Mar 24 – 28): Weak Finish Despite USD/JPY Strength

HarmoniQ Insights

William Mann

Independent Insight Provider

At HarmoniQ Insights, we empower investors to enhance their investment strategies by integrating cutting-edge quantitative research processes and technologies. Our solutions provide access to leading quantitative data providers and services, tailored to align with each client’s unique goals. By bridging the gap between traditional investment approaches and advanced data-driven methods, we help clients gain a competitive edge through innovation in both process and technology.

Cross Asset Strategy

<ul><li>Podcast delayed, markets rebounded last week, led by news of reduced impact of Trump's tariffs</li><li>Fed slowed pace of quantitative tightening, reducing pressure on treasury market liquidity</li><li>Bitcoin and gold prices fluctuate, Chinese stocks rebound, DAX up 20% year to date, US equities impacted by tariffs and job losses</li></ul>This content is sourced through publicly available sources and has been machine generated. Information displayed is for general informational purposes only.

Podcast delayed, markets rebounded last week, led by news of reduced impact of Trump's tariffsFed slowed pace of quantitative tightening, reducing pressure on treasury market liquidityBitcoin and gold prices fluctuate, Chinese stocks rebound, DAX up 20% year to date, US equities impacted by tariffs and job lossesThis content is sourced through publicly available sources and has been machine generated. Information displayed is for general informational purposes only.

Tariffs, Tapering, and Tectonic Shifts: Markets Brace for April | The New Barbarians #013

Podcast Exploring Themes Driving Global Markets, Nomura - The Week Ahead

Nomura – The Week Ahead

Podcast Exploring Themes Driving Global Markets

Nomura - The Week Ahead

We explore the main themes that will drive global markets over the coming week, discussing the key market moving events and risks to keep on your radar.

<ul><li>The Fed, Bank of England, and BOJ all left rates unchanged with their own unique perspectives</li><li>Market volatility continues with equities bouncing and the dollar rebounding</li><li>Fed Chair Powell emphasized keeping options open and uncertainty in the economy, with no immediate rate cuts expected</li></ul>This content is sourced through publicly available sources and has been machine generated. Information displayed is for general informational purposes only.

The Fed, Bank of England, and BOJ all left rates unchanged with their own unique perspectivesMarket volatility continues with equities bouncing and the dollar reboundingFed Chair Powell emphasized keeping options open and uncertainty in the economy, with no immediate rate cuts expectedThis content is sourced through publicly available sources and has been machine generated. Information displayed is for general informational purposes only.

The Week Ahead – In The Eye of The Storm

<ul>
<li>A weekly recap of volatility and price metrics, covering option volumes, volatility trends, the spot/implied relationship, and open interest statistics.</li>
<li>The Bank of Japan held rates steady, with little reaction from the Nikkei or USD/JPY amid lower option volumes.</li>
<li>Implied volatility declined throughout the week, pressured by muted price action and low historic volatility.</li>
</ul>


A weekly recap of volatility and price metrics, covering option volumes, volatility trends, the spot/implied relationship, and open interest statistics.
The Bank of Japan held rates steady, with little reaction from the Nikkei or USD/JPY amid lower option volumes.
Implied volatility declined throughout the week, pressured by muted price action and low historic volatility.


Nikkei Index Options Weekly (Mar 17 – 21): Muted Reaction to BOJ as Volatility Declines

Japan

The Japanese yen is the official currency of Japan. 

Price Gauge
52-week Range	0.00 - 0.00
Market Cap (USDm)	0.00
P/E	0.00
Dividend (Yield)	0.00

JPY (USDJPY CURNCY)

Nikkei Index Options Weekly Mar 31 – Apr 04): Volatility Elevated, Put Demand Surges

Recent volatility percentiles suggest potential market movement ahead. We highlight the potential for spillover of equity market volatility into...

John Ley

Nikkei Index Options Weekly (Mar 24 – 28): Weak Finish Despite USD/JPY Strength

Weekly recap: USD/JPY and Nikkei move opposite, options volume peaks on Friday's lower move, volatility and price metrics analyzed.

John Ley

Tariffs, Tapering, and Tectonic Shifts: Markets Brace for April | The New Barbarians #013

Due to market volatility, the podcast will be delayed, with stocks rebounding last week and continuing to rise today, especially with the Dow up...

William Mann

The Week Ahead – In The Eye of The Storm

Central banks maintained unchanged rates, with Fed revising growth forecast downward while raising inflation projections, Bank of England showing...

Nomura – The Week Ahead

Nikkei Index Options Weekly (Mar 17 – 21): Muted Reaction to BOJ as Volatility Declines

Weekly recap: Implied volatility drops as Bank of Japan holds rates steady, with little impact across markets and lower overall option volumes.

John Ley

Price Gauge

52-week Range

Market Cap (USDm)

P/E

Dividend (Yield)

Nikkei Index Options Weekly Mar 31 – Apr 04): Volatility Elevated, Put Demand Surges

​Recent volatility percentiles suggest potential market movement ahead. We highlight the potential for spillover of equity market volatility into...

John Ley

Nikkei Index Options Weekly (Mar 24 – 28): Weak Finish Despite USD/JPY Strength

​Weekly recap: USD/JPY and Nikkei move opposite, options volume peaks on Friday's lower move, volatility and price metrics analyzed.

John Ley

Tariffs, Tapering, and Tectonic Shifts: Markets Brace for April | The New Barbarians #013

Due to market volatility, the podcast will be delayed, with stocks rebounding last week and continuing to rise today, especially with the Dow up...

William Mann

The Week Ahead – In The Eye of The Storm

Central banks maintained unchanged rates, with Fed revising growth forecast downward while raising inflation projections, Bank of England showing...

Nomura – The Week Ahead

Nikkei Index Options Weekly (Mar 17 – 21): Muted Reaction to BOJ as Volatility Declines

​Weekly recap: Implied volatility drops as Bank of Japan holds rates steady, with little impact across markets and lower overall option volumes.

John Ley

Recent volatility percentiles suggest potential market movement ahead. We highlight the potential for spillover of equity market volatility into...

Weekly recap: USD/JPY and Nikkei move opposite, options volume peaks on Friday's lower move, volatility and price metrics analyzed.

Weekly recap: Implied volatility drops as Bank of Japan holds rates steady, with little impact across markets and lower overall option volumes.