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

Macro Vol Monthly - March:  Weakness Could Continue into Mid-March

Clifton Derivatives

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

Equity Derivatives

<ul>
<li>Sell-Off continues with all four trading days this week registering losses.</li>
<li>1M Implied vols firmed on the sharp move lower but remain capped at 14 for the time being.</li>
<li>March seasonality positive for Nifty which might help reverse the trend in the second half of the month.</li>
</ul>


Sell-Off continues with all four trading days this week registering losses.
1M Implied vols firmed on the sharp move lower but remain capped at 14 for the time being.
March seasonality positive for Nifty which might help reverse the trend in the second half of the month.


Nifty Index Options Weekly (Feb 24 – 28): Down Trend Accelerates

NIFTY Index

Nifty Index Options Weekly (Feb 24 – 28): Down Trend Accelerates