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

Macro Monthly (December): Seasonal Strength, Vol Selling Edges and a Notable Nifty Setup

Clifton Derivatives

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

Equity Derivatives

<ul>
<li>Quiet trade across Hong Kong Single Stock this week with HSI’s weekly range near the lows of the year.</li>
<li>Implied vols were mixed and are still clinging to the lowest levels of the year.</li>
<li>Options activity lower week over week, led by declines in Put trading.</li>
</ul>


Quiet trade across Hong Kong Single Stock this week with HSI’s weekly range near the lows of the year.
Implied vols were mixed and are still clinging to the lowest levels of the year.
Options activity lower week over week, led by declines in Put trading.


Hong Kong Single Stock Options Weekly (Dec 01 – 05): Narrow Range, Low Vols and Weaker Put Flow

Hang Seng Index

Hong Kong Single Stock Options Weekly (Dec 01 – 05): Narrow Range, Low Vols and Weaker Put Flow