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US Single Stock Volatility Chartbook Trade ideas on IBM, BK, GEHC, FDX, KLAC, MCK, HUM, EL, TTWO, RH, Z and VZRCL
RHRH(RH) ray dalio·2024-09-29 16:06

J.P.Morgal Global Quantitative & Derivatives Strategy 24 September 2024 US Single Stock Volatility Chartbook In this weekly publication, we present several screens highlighting potential opportunities in the US single stock options universe, which includes blue chip stocks with liquid options market in the region. We present charts and analytics on the following metrics: Attractive call overwriting and call buying opportunities Attractive put underwriting and put buying opportunities Cheap/rich implied vola ...