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

HSI Index Options Weekly (Feb 17-21): Alibaba Reignites Momentum

HSCEI Index Options Weekly (Feb 17-21): Implied Vol Weak Despite Rally

Hong Kong Single Stock Options Weekly (February 17 – 21): Option Volumes Surge as Rally Narrows

Clifton Derivatives

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

Equity Derivatives

Alibaba Group Holding  / Equity Derivatives

<ul>
<li>Alibaba had a super charged move this week, risking 14.56% on its earnings release.</li>
<li>We look at how price movement and volatility evolve in the month after earnings releases.</li>
<li>Recommendations are made on how to position through options in this environment of enhanced volatility.</li>
</ul>


Alibaba had a super charged move this week, risking 14.56% on its earnings release.
We look at how price movement and volatility evolve in the month after earnings releases.
Recommendations are made on how to position through options in this environment of enhanced volatility.


Alibaba – How to Position Post Earnings Amid Sticky Volatility