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>A weekly roundup of key option and price metrics for Hong Kong single stocks.</li>
<li>Option volumes on par with the lowest levels seen over the past 6 months.</li>
<li>Implied volatility appears to have broadly settled around current levels.</li>
</ul>


A weekly roundup of key option and price metrics for Hong Kong single stocks.
Option volumes on par with the lowest levels seen over the past 6 months.
Implied volatility appears to have broadly settled around current levels.


Hong Kong Single Stock Options Weekly (June 02 – 06): Broad Gains as Option Activity Fades

Hang Seng Index

Hong Kong Single Stock Options Weekly (June 02 – 06): Broad Gains as Option Activity Fades