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

Nifty 50 Tactical Outlook After RBI's Steep Rate Cut

NIFTY Index at a Crossroads: Two-Week Tactical Outlook

NIFTY50 Index Outlook Amid Ongoing Rebalance Review

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 had limited movement this week with the rally off the April low stalling out.</li>
<li>Elevated volatility metrics contrast with an otherwise quiet tape over the past week. We recommend taking some chips off the table, taking advantage of vol levels. </li>
<li>Nifty has given up about 1/2 its outperformance vs the SP500 over the past couple of weeks. </li>
</ul>


Nifty had limited movement this week with the rally off the April low stalling out.
Elevated volatility metrics contrast with an otherwise quiet tape over the past week. We recommend taking some chips off the table, taking advantage of vol levels. 
Nifty has given up about 1/2 its outperformance vs the SP500 over the past couple of weeks. 


Nifty指数オプション週次（5月26日～30日）：上昇は一服、出来高は高水準を維持