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>Single stock options showed early signs of stress, with both volumes and implied vols moving higher as Put trading outpaced Calls.</li>
<li>Breadth was weak across single names, with only 3 of 11 sectors trading higher.</li>
<li>We provide a table of earnings events for the week ahead.</li>
</ul>


Single stock options showed early signs of stress, with both volumes and implied vols moving higher as Put trading outpaced Calls.
Breadth was weak across single names, with only 3 of 11 sectors trading higher.
We provide a table of earnings events for the week ahead.


Hong Kong Single Stock Options Weekly (Oct 13 – 17): Option Stress Builds, Breadth Weakens

Hang Seng Index

Hong Kong Single Stock Options Weekly (Oct 13 – 17): Option Stress Builds, Breadth Weakens