US Single Stock Volatility Chartbook

Research evidence excerpt

Global Markets Strategy

18 August 2026

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:

Global Equity Derivatives

Strategy

Bram Kaplan, CFA AC

(1-212) 272-1215

• Attractive call overwriting and call buying opportunities

J.P. Morgan Securities LLC

• Attractive put underwriting and put buying opportunities

Daniel Motoc, CFA

• Cheap/rich implied volatility candidates

(1-212) 622-0105

• Top/bottom implied volatility movers

J.P. Morgan Securities LLC

Arda Sebuktekin

• Options leverage screen

(1-212) 270-4397

• Range bound/trending screen

J.P. Morgan Securities LLC

Krati Gupta

(91-22) 6157 3686

Figure 1: Top US Options Buying and Writing Candidates

Sell Stock

J.P. Morgan India Private Limited

Put Buying Candidates:

Call Overwriting Candidates:

Snowflake Inc-A (SNOW), Newmont Corp (NEM), Ge Healthcare Te (GEHC)

Amgen Inc (AMGN), Marathon Petrole (MPC), Paycom Software (PAYC)

Volatility Rich

Volatility Cheap

Call Buying Candidates:

Put Underwriting Candidates:

Mgm Resorts Inte (MGM), Micron Tech (MU), Ford Motor Co (F)

Applied Material (AMAT), Kla Corp (KLAC), Microchip Tech (MCHP)

Buy Stock

Source: J.P. Morgan.