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 (Post-Easter Targets)

Global Markets: Why This Sell-Off Is Different. UPDATE

USA Against ROW: Trends in Global Market Leadership

Global Markets: Why This Sell-Off Is Different and What It Signals

Clifton Derivatives

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

Equity Derivatives

<ul>
<li>Implied vol spiked sharply on Monday, marking one of the largest single-day moves since the pandemic.</li>
<li>We discuss the move in skew and suggest a course of action for previously recommended hedges.</li>
<li>The magnitude of the implied vol move is examined in the context of recent price behavior—and whether it holds.</li>
</ul>


Implied vol spiked sharply on Monday, marking one of the largest single-day moves since the pandemic.
We discuss the move in skew and suggest a course of action for previously recommended hedges.
The magnitude of the implied vol move is examined in the context of recent price behavior—and whether it holds.


Nifty Index Options Weekly (Apr 07 – 11): Volatility Spikes, Skew Steepens, Hedges Reassessed

NIFTY Index

Nifty Index Options Weekly (Apr 07 – 11): Volatility Spikes, Skew Steepens, Hedges Reassessed