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

Macro Monthly (April): Elevated Implied Volatility Set Against a Traditionally Supportive Backdrop

Oil: Price and Volatility Shock Create High Probability Setups

Clifton Derivatives

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

Equity Derivatives

<ul>
<li>Hong Kong market breadth improved, but the mix of options activity pointed to a more cautious underlying tone.</li>
<li>Options volumes declined sharply week over week, with the declines mostly concentrated in Consumer Discretionary and Technology.</li>
<li>Implied volatility softened for the average single stock alongside relatively quiet price action.</li>
</ul>


Hong Kong market breadth improved, but the mix of options activity pointed to a more cautious underlying tone.
Options volumes declined sharply week over week, with the declines mostly concentrated in Consumer Discretionary and Technology.
Implied volatility softened for the average single stock alongside relatively quiet price action.


香港個別株オプション週間動向（3月30日～4月2日）：オプション取引量の低迷の中、価格はまちまちの動き

Hang Seng Index

香港個別株オプション週間動向（3月30日～4月2日）：オプション取引量の低迷の中、価格はまちまちの動き