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

Clifton Derivatives

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

Equity Derivatives

<ul>
<li>Nikkei back at the top of the price range rising 3.85%. Gains may be more limited from here without an assist from the currency.</li>
<li>Implied vols softened on the week from a combination of factors includes low realized volatility on the week.</li>
<li>Active trade in Put and Call strikes at the edge of the recent trading range.</li>
</ul>


Nikkei back at the top of the price range rising 3.85%. Gains may be more limited from here without an assist from the currency.
Implied vols softened on the week from a combination of factors includes low realized volatility on the week.
Active trade in Put and Call strikes at the edge of the recent trading range.


EQD | Nikkei Index Options Weekly (January 20 – 24): Looking for an Assist

Nikkei 225

EQD | Nikkei Index Options Weekly (January 20 – 24): Looking for an Assist