GLOBAL RESEARCH ARCHIVE
Asia Pacific Single Stock Weekly Volatility Chartbook Trade ideas on WES AT, WOW AT, 1088 HK, 2318 HK, 1211 HK, 9868 HK, 9888 HK, 2269 HK, 9961 HK, 6981 JT, 6098 JT, 8035 JT, 8031 JT, 6861 JT, 7741 JT, 4568 JT, 8766 JT and 9432 JT
Research evidence excerpt
Asia Pacific Single Stock Weekly Volatility Chartbook Trade ideas on WES AT, WOW AT, 1088 HK, 2318 HK, 1211 HK, 9868 HK, 9888 HK, 2269 HK, 9961 HK, 6981 JT, 6098 JT, 8035 JT, 8031 JT, 6861 JT, 7741 JT, 4568 JT, 8766 JT and 9432 JT
Haoshun Liu AC Global Markets Strategy
(852) 2800-7736 10 June 2026 J P M O R G A N
haoshun.liu@jpmorgan.com
Call Buying and Overwriting Screen
Data as of Jun 09,2026 Source: J.P. Morgan, Bloomberg Finance L.P.
We present option screens for call buying and overwriting opportunities for Asia Pacific stocks The call overwriting signal will be triggered if: Sell/buy signals: Volatility rich/cheap signals:
with liquid options market. We use 5 technical and fundamental indicators with equal - sell signals > buy signals 1. 1M beta adjusted relative performance 1. 3M ATM implied volatility 2Y %tile
weighting to time the decision of buying or selling the stock and 2 quantitative measures with - vol rich signals > vol cheap signals 2. 63D price Z-score 2. 3M implied to realized spread 2Y %tile
equal weighting to gauge the richness/cheapness of implied volatility. Please see appendix for The call buying signal will be triggered if: 3. 14D RSI
BuyBuy // BullishBullish SignalsSignals
the detailed methodology. Options pricing are indicative only. - buy signals > sell signals 4. BEst EPS 4W % Chg
- vol cheap signals > vol rich signals 5. JPM/BEst price upside Sell/Sell/ BearishBearish SignalsSignals
Attractive 3M 105% Call Overwriting Candidates
Trade 1M Price % 3M Price % YTD Price % Index 1M Beta Adj Rel 63D Price BEst EPS 4W % Price 3M ATM IV 2Y 3M IV-RV 2Y 3M 105 Call (Bid) 3M 105 IV Dividend Ex-
Ticker Name Action Change Change Change JPM Rating Benchmark Perf % Z-score 14D RSI %Chg Upside %tile %tile %Prem (Bid) Date Earnings Date
Asia Ex-Japan
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