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

Magnificent 7:  Global Fund Positioning Update

Microsoft FYQ425. Who Says Elephants Can't Dance?

TSLA Q2 Earnings: Options Appear Complacent Vs. TSLA’s Volatile History

Clifton Derivatives

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

Equity Derivatives

<ul>
<li>MSFT is set to report Q4 earnings after the market close on Wednesday, July 30.</li>
<li>We examine the implied volatility and projected earnings-day move following a near 30% rally since the last report.</li>
<li>Volatility metrics and historical earnings reactions are analyzed to help frame expectations.</li>
</ul>


MSFT is set to report Q4 earnings after the market close on Wednesday, July 30.
We examine the implied volatility and projected earnings-day move following a near 30% rally since the last report.
Volatility metrics and historical earnings reactions are analyzed to help frame expectations.


MSFT Q4 Earnings: Exceedingly Calm Trading Drags Implied Vol Lower

Microsoft Corp

MSFT Q4 Earnings: Exceedingly Calm Trading Drags Implied Vol Lower