Co-Founder & CEO, Newmark Risk

Nicholas Pezolano

Co-Founder & CEO

Option analytics for institutional investors

Newmark Risk

Fin-tech company focused on providing option derived analytics for institutional investors.

We handle the complexity of options data so you don't have to.

- Data and Analytics available all in one place so you can focus on Strategy Development
- Custom Solutions for your data and/or portfolio needs
- Advisory services to lend our expertise

Knowledge is something that was meant to be shared and we provide insights to our clients and to the community via posting about our research findings.

Equity Derivatives

Citic Securities (H) / Equity Derivatives

CITIC Securities Co., Ltd. provides securities brokerage, trading, underwriting, investment banking, asset management, and investment consulting services.

<ul>
<li>Top Hong Kong Stock Exchange listed covered call candidates for the month of December.</li>
<li>The top 10 provide an average ~6.9% premium with a potential ~8.4% upside P&amp;L if exercised.</li>
<li>Investors with a neutral 1-month view on the underlying can seek to generate income.</li>
</ul>


Top Hong Kong Stock Exchange listed covered call candidates for the month of December.
The top 10 provide an average ~6.9% premium with a potential ~8.4% upside P&amp;L if exercised.
Investors with a neutral 1-month view on the underlying can seek to generate income.


Hong Kong December 2025 Monthly Covered Call Report

Cross Asset Strategy

<ul>
<li>SGX iEdge has launched the SGX iEdge Singapore Next 50 indices to track the 50 largest and most liquid SGX Mainboard companies beyond the 30 companies featured in the Straits Times Index (STI). </li>
<li>
<p>The Next 50 index has the highest weighting in the Real Estate sector, comprising ~47% of the index by weight. Other meaningful sectors are Financials, Industrials, and Consumer.</p>
</li>
<li>By utilizing the new index in conjunction with the Straits Times Index (STI), investors and asset managers can more effectively construct tactical asset allocation strategies that aim to enhance portfolio performance.</li>
</ul>


SGX iEdge has launched the SGX iEdge Singapore Next 50 indices to track the 50 largest and most liquid SGX Mainboard companies beyond the 30 companies featured in the Straits Times Index (STI). 

The Next 50 index has the highest weighting in the Real Estate sector, comprising ~47% of the index by weight. Other meaningful sectors are Financials, Industrials, and Consumer.

By utilizing the new index in conjunction with the Straits Times Index (STI), investors and asset managers can more effectively construct tactical asset allocation strategies that aim to enhance portfolio performance.


Beyond The Blue Chips: A Look At SGX’s iEdge Singapore Next 50

Quantitative Analysis

<ul>
<li>HKEX has launched weekly stock options for 10 listed equities on 2024-11-04.</li>
<li>We explore recent HKEX volume trends and believe this may be a positive catalyst for HKEX.</li>
<li>HKEX may prove to be a catalyst for more equity option product development in the region.</li>
</ul>


HKEX has launched weekly stock options for 10 listed equities on 2024-11-04.
We explore recent HKEX volume trends and believe this may be a positive catalyst for HKEX.
HKEX may prove to be a catalyst for more equity option product development in the region.


EQD | HKEX Weekly Equity Options off to a Strong Start

TSE Tokyo Price Index TOPIX / Equity Derivatives

The TOPIX, also known as the Tokyo Stock Price Index, is a capitalization-weighted index of all companies listed on the First Section of the Tokyo Stock Exchange. The index is supplemented by the subindices of the 33 industry sectors. The index calculation excludes temporary issues and preferred stocks, and has a base value of 100 as of January 4, 1968.

<ul><li>A cross-country study on the post earning announcement drift effect.</li><li>We explore the use of various options-implied analytics to systematically view returns around earnings announcements.  </li><li>Options-Implied Analytics can provide empowering information to better inform investment decisions.</li></ul>

A cross-country study on the post earning announcement drift effect.We explore the use of various options-implied analytics to systematically view returns around earnings announcements.  Options-Implied Analytics can provide empowering information to better inform investment decisions.

EQD | A Systematic Look at the Post Earnings Announcement Drift Across Asia

<ul>
<li>Box Spreads have become an increasingly popular strategy utilized in the US markets, so we explore this strategy in Japan.</li>
<li>Opportunities exist for traders to lock in JPY margin rates lower than their brokerage.</li>
<li>A historical analysis of the strategy showcases the favorable opportunities for investors</li>
</ul>


Box Spreads have become an increasingly popular strategy utilized in the US markets, so we explore this strategy in Japan.
Opportunities exist for traders to lock in JPY margin rates lower than their brokerage.
A historical analysis of the strategy showcases the favorable opportunities for investors


Newmark Risk provides options-implied analytics for equity portfolio managers to gain insights from the options market to inform their investment decisions.

Nicholas Pezolano
Co-Founder & CEO
• Newmark Risk

Hong Kong December 2025 Monthly Covered Call Report

December's top covered call candidates on the Hong Kong Stock Exchange offer a 6.9% premium and potential 8.4% upside if exercised, allowing...

Nicholas Pezolano

Beyond The Blue Chips: A Look At SGX’s iEdge Singapore Next 50

Analysis of SGX iEdge Singapore Next 50 index, comparing it to STI 30 and showcasing portfolio construction applications.

Nicholas Pezolano

EQD | HKEX Weekly Equity Options off to a Strong Start

HKEX introduces weekly stock options, potentially boosting volume and driving further equity option product development in the region.

Nicholas Pezolano

EQD | A Systematic Look at the Post Earnings Announcement Drift Across Asia

We leverage a few analytics from NewMark Risk's proprietary Options Implied Analytics library to enhance common strategies to trade earnings...

Nicholas Pezolano

EQD | Are Box Spreads Viable in Japan?

Box spreads may be an effective strategy for Japanese investors to lock in margin rates lower than their prime brokerage with minimal risk and...

Nicholas Pezolano

Hong Kong December 2025 Monthly Covered Call Report

​December's top covered call candidates on the Hong Kong Stock Exchange offer a 6.9% premium and potential 8.4% upside if exercised, allowing...

Nicholas Pezolano

Beyond The Blue Chips: A Look At SGX’s iEdge Singapore Next 50

​Analysis of SGX iEdge Singapore Next 50 index, comparing it to STI 30 and showcasing portfolio construction applications.

Nicholas Pezolano

EQD | HKEX Weekly Equity Options off to a Strong Start

​HKEX introduces weekly stock options, potentially boosting volume and driving further equity option product development in the region.

Nicholas Pezolano

EQD | A Systematic Look at the Post Earnings Announcement Drift Across Asia

We leverage a few analytics from NewMark Risk's proprietary Options Implied Analytics library to enhance common strategies to trade earnings...

Nicholas Pezolano

EQD | Are Box Spreads Viable in Japan?

Box spreads may be an effective strategy for Japanese investors to lock in margin rates lower than their prime brokerage with minimal risk and...

Nicholas Pezolano

December's top covered call candidates on the Hong Kong Stock Exchange offer a 6.9% premium and potential 8.4% upside if exercised, allowing...

Analysis of SGX iEdge Singapore Next 50 index, comparing it to STI 30 and showcasing portfolio construction applications.

HKEX introduces weekly stock options, potentially boosting volume and driving further equity option product development in the region.