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>Cross currents define this week’s setup, with Tech rallying and fading, Financials selling off and U.S. technology stocks declining sharply.</li>
<li>Heavy activity in a handful of large-cap names drove option volumes higher while underlying market conditions remained fragile.</li>
<li>Implied vols were little changed against an uneven and increasingly fragile backdrop.</li>
</ul>


Cross currents define this week’s setup, with Tech rallying and fading, Financials selling off and U.S. technology stocks declining sharply.
Heavy activity in a handful of large-cap names drove option volumes higher while underlying market conditions remained fragile.
Implied vols were little changed against an uneven and increasingly fragile backdrop.


HK Single Stock Options Weekly June 01–05: Tencent Call Trading Surges as U.S. Sell-Off Clouds Setup