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

Global Macro Outlook (July): Trump Volatility Playbook Offers Clues for July Positioning

EQD| SPX Volatility During the Trump Years (2017-2020)

Kospi200: Elevated Returns, Historical Extremes and Optionality Opportunity

Kospi200: Where Implied Vol Stands After 33% Surge

Clifton Derivatives

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

Equity Derivatives

<ul>
<li>Nifty enters July with supportive seasonal trends in both price and volatility.</li>
<li>Trump-Era seasonal trends point to subdued summer volatility compared to historically low July volatility.</li>
<li>Nifty’s proximity to all-time highs sets up attractive strike locations for vol sellers.</li>
</ul>


Nifty enters July with supportive seasonal trends in both price and volatility.
Trump-Era seasonal trends point to subdued summer volatility compared to historically low July volatility.
Nifty’s proximity to all-time highs sets up attractive strike locations for vol sellers.


Nifty’s Summer Setup: Quiet Vol and Strong Price Seasonals

NIFTY Index

Nifty’s Summer Setup: Quiet Vol and Strong Price Seasonals