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

Xiaomi: 3 Option Hedges for Extreme Price & Volatility Environment

HSCEI Index Options Weekly (March 03-07): Strong Gains as Skew Signals Tail Demand

HSI Index Options Weekly (March 03-07): Alibaba’s Breakout and Policy Support Boost HSI

Clifton Derivatives

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

Equity Derivatives

<ul>
<li>A dramatic shift saw stocks surge as market sentiment reversed week over week.</li>
<li>Single stock option volumes were significantly lower vs prior two weeks.</li>
<li>We highlight stocks that have had unusual moves in price, volume and implied volatility.</li>
</ul>


A dramatic shift saw stocks surge as market sentiment reversed week over week.
Single stock option volumes were significantly lower vs prior two weeks.
We highlight stocks that have had unusual moves in price, volume and implied volatility.


Hong Kong Single Stock Options Weekly (March 03 – 07): From Caution to Euphoria as Sentiment Flips

Hang Seng Index

Hong Kong Single Stock Options Weekly (March 03 – 07): From Caution to Euphoria as Sentiment Flips