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

Hong Kong Oil Stocks: Surge in Oil Volatility Creates Opportunity

Hong Kong Single Stock Options Weekly (June 16 – 20): Breadth Erodes, Vol Slips, Hedges Worth a Look

Alibaba (9988 HK) Options Insights: Navigating Contango and Skew for Profitable Trades

Clifton Derivatives

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

Equity Derivatives

United States Oil Fund LP / Equity Derivatives

<ul>
<li>Oil prices and volatility have surged sharply following renewed geopolitical tensions.</li>
<li>Implied volatility has spiked to multi-year extremes on both short- and medium-term horizons.</li>
<li>We examine whether the move in implied volatility is overdone using a range of historical and model-based metrics</li>
</ul>


Oil prices and volatility have surged sharply following renewed geopolitical tensions.
Implied volatility has spiked to multi-year extremes on both short- and medium-term horizons.
We examine whether the move in implied volatility is overdone using a range of historical and model-based metrics


Oil Surges, Volatility Explodes: Is the Market Overpricing Risk