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

Clifton Derivatives

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

Equity Derivatives

<ul>
<li>The Nifty snapped its losing streak with a sharp rebound, rising 1.92% for the week.</li>
<li>Implied volatility struggled to hold up, trading lower through most of the week.</li>
<li>We break down the implied vs. historic vol relationship and what it signals for traders.</li>
</ul>


The Nifty snapped its losing streak with a sharp rebound, rising 1.92% for the week.
Implied volatility struggled to hold up, trading lower through most of the week.
We break down the implied vs. historic vol relationship and what it signals for traders.


Nifty Index Options Weekly (Mar 03 – 07): Rebound Ends Extended Losing Streak

NIFTY Index

Nifty Index Options Weekly (Mar 03 – 07): Rebound Ends Extended Losing Streak