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

HSI INDEX: Tactical View as Iran War Enters Week 3

HK Strategy: What Does March Look Like Historically?

HK Strategy: Assessing the Oil Vulnerability

Clifton Derivatives

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

Equity Derivatives

<ul>
<li>HSI continues to churn within its long-standing range as weak breadth dominates most sectors, with Energy emerging as the lone pocket of strength.</li>
<li>Call activity showed a noticeable pickup early in the week even as overall single stock option volumes remained weak.</li>
<li>Current implied volatility levels continue to sit relatively elevated compared with longer-term historical ranges.</li>
</ul>


HSI continues to churn within its long-standing range as weak breadth dominates most sectors, with Energy emerging as the lone pocket of strength.
Call activity showed a noticeable pickup early in the week even as overall single stock option volumes remained weak.
Current implied volatility levels continue to sit relatively elevated compared with longer-term historical ranges.


Contemporary Amperex Technology (3750 HK)

Hong Kong Single Stock Options Weekly (Mar 09 – 13): Energy Stands Out Amid General Weakness

Hang Seng Index

Hong Kong Single Stock Options Weekly (Mar 09 – 13): Energy Stands Out Amid General Weakness