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

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

Alibaba (9988 HK): Top Trades and Strategic Insights from Options Trading

Tencent (700 HK): Top Trades and Strategy Insights from Options Trading

Hong Kong Oil Stocks: Surge in Oil Volatility Creates Opportunity

Oil Surges, Volatility Explodes: Is the Market Overpricing Risk

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 stocks were softer on the week, with breadth continuing to weaken.</li>
<li>Put volumes surged to their highest levels since April; Put open interest continues to rise.</li>
<li>Implied volatility declined on the week despite elevated demand for downside protection.</li>
</ul>


Single stocks were softer on the week, with breadth continuing to weaken.
Put volumes surged to their highest levels since April; Put open interest continues to rise.
Implied volatility declined on the week despite elevated demand for downside protection.


香港個別株オプション週間（6月16日～20日）：幅が縮小、出来高は減少、ヘッジに注目

Hang Seng Index

香港個別株オプション週間（6月16日～20日）：幅が縮小、出来高は減少、ヘッジに注目