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

EQD| HSI: 99th Percentile 2-Week Move on Low Volatility. What’s Next?

EQD| HSCEI Index Options Weekly (Feb 10-14): Tactical Hedges for an Extended Rally

EQD| HSI Index Options Weekly (Feb 10-14): Reduce Positions with Short Volatility Edge

Clifton Derivatives

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

Event-Driven

<ul>
<li>Complete rally mode across single stocks and sectors with the 3 highest single stock option volumes of the past 3 months recorded.</li>
<li>More than 25% of issues experience more than 100% increase in options volume. </li>
<li>We highlight names with the largest increases in both Put and Call volumes including Alibaba, Alibaba Health, AIA, China telecom and Kingdee.</li>
</ul>


Complete rally mode across single stocks and sectors with the 3 highest single stock option volumes of the past 3 months recorded.
More than 25% of issues experience more than 100% increase in options volume. 
We highlight names with the largest increases in both Put and Call volumes including Alibaba, Alibaba Health, AIA, China telecom and Kingdee.


China Overseas Land & Investment (688 HK)

Hang Seng China Enterprises Index (HSCEI INDEX)

Ping An Healthcare and Technology (1833 HK)

EQD | Hong Kong Single Stock Options Weekly (Feb 10 – 14):  Strong Option Volumes Fuel Rally

Hang Seng Index

EQD | Hong Kong Single Stock Options Weekly (Feb 10 – 14): Strong Option Volumes Fuel Rally