Equity Derivatives and Volatility Specialist, Clifton Derivatives

John Ley

Ex-Portfolio Manager with over 25 years of derivatives experience across products and geographies. Specializing in all things Vol - Relative Value volatility trading, Cross-Asset volatility strategies and event handicapping and trading. Develops own proprietary trading tools and analysis.  
Previously: Options Specialist and Market Maker at BMO, Managing Director Global Equity Derivatives at TDS. Most recently, Portfolio Manager of volatility portfolio at Polar Aset Management Partners (> $USD 7 billion multi-strategy hedge fund) focusing on cross-asset relative value volatility and derivative fund overlays.

Equity Derivatives and Volatility Specialist

EQD | Hong Kong Single Stock Options Weekly January 06 – 10

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Clifton Derivatives

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

Equity Derivatives

<ul>
<li>HSI and HSCEI were down every day this past week.</li>
<li>HSI total Put volume heavier than total Call volume on the two largest down days this week showing rising concern amongst investors.</li>
<li>Having dropped 5.6% to start the year HSI has already moved well past the implied move at the start of the month.</li>
</ul>


HSI and HSCEI were down every day this past week.
HSI total Put volume heavier than total Call volume on the two largest down days this week showing rising concern amongst investors.
Having dropped 5.6% to start the year HSI has already moved well past the implied move at the start of the month.


Hang Seng China Enterprises Index (HSCEI INDEX)

EQD | Hong Kong Index Options Weekly - HSI and HSCEI January 06 - 10

Hang Seng Index

EQD | Hong Kong Index Options Weekly - HSI and HSCEI January 06 - 10