GLOBAL RESEARCH ARCHIVE
Equity Volatility Strategy Dispersion Chartbook
Research evidence excerpt
Equity Volatility Strategy
Aug 4, 2026
As of close: Jul 31, 2026
Dispersion Chartbook
This chartbook presents implied and realized correlation and volatility spreads for major indices and sector indices across
multiple tenors.
Contents:
• Index Stock Volatily Spread and Correlation
• PnL Contribution and Stock Leg Deep Dive
• Sector Index Universe
AC
Yangyang Hou AC
Mengdi Wang AC
Rodolfo Sanchez
J.P. Morgan Securities LLC
Bram Kaplan, CFA
Davide Silvestrini
Tony SK Lee
Virag Lakhani
J.P. Morgan Securities LLC
J.P. Morgan Securities plc
J.P. Morgan Securities (Asia Pacific) Limited/
J.P. Morgan India Private Limited
J.P. Morgan Broking (Hong Kong) Limited
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