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 | KOSPI 200 Index – Buy January Straddle

EQD | Asia January Vol Roadmap:    Outsized Moves, Outsized Volatility

Clifton Derivatives

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

Equity Derivatives

Korea Stock Exchange KOSPI 200 / Equity Derivatives

Korea Stock Exchange KOSPI 200 (KOSPI2 INDEX EQUITY)

<ul>
<li>Strong price action, Kospi rising 2.32% on Monday and finishing the week up 3.24%</li>
<li>Implied vol was virtually unchanged and historic vols came down in the move higher.</li>
<li>Kospi tends to have its largest monthly average absolute price change during January.</li>
</ul>


Strong price action, Kospi rising 2.32% on Monday and finishing the week up 3.24%
Implied vol was virtually unchanged and historic vols came down in the move higher.
Kospi tends to have its largest monthly average absolute price change during January.


EQD | Kospi Index Options Weekly -  January 06 - 10