US Single Stock Volatility Chartbook Trade ideas on DXCM, MRVL, KLAC, INTU, LYB, FIVE, PEP, HCA, CMG, MGM, KNX and LLY

研报英文原文证据摘录

US Single Stock Volatility Chartbook Trade ideas on DXCM, MRVL, KLAC, INTU, LYB, FIVE, PEP, HCA, CMG, MGM, KNX and LLY

J.P. Morgan Global Equity Derivatives Strategy

Data as of Jun 08,2026 Source: J.P. Morgan, Bloomberg Finance L.P.

We present option screens for call buying and overwriting opportunities for The call overwriting signal will be triggered if: Sell/buy signals: Volatility rich/cheap signals:

members of the Russell 1000 stock index with a liquid options market. We use 5 - sell signals > buy signals 1. 1M beta adjusted relative performance 1. 3M IV/RV %ile to S&P 500

technical and fundamental indicators with equal weighting to time the decision of - vol rich signals > vol cheap signals 2. 63D price Z-score 2. 3M IV/RV Sector Relative %ile

buying or selling the stock and 2 quantitative measures with equal weighting to The call buying signal will be triggered if: 3. 14D RSI

BuyBuy // BullishBullish SignalsSignals

gauge the richness/cheapness of implied volatility. Please see appendix for the - buy signals > sell signals 4. BEst EPS 4W % Chg

detailed methodology. Options pricing are indicative only. - vol cheap signals > vol rich signals 5. JPM/BEst price upside SellSell// BearishBearish SignalsSignals

Attractive 3M 105% Call Overwriting Candidates

3M IV/RV 3M IV/RV

Trade 1M Price % 3M Price % YTD Price % 1M Beta Adj 63D Price Best EPS 4W % Price %ile to S&P Sector Rel. 3M 105 Call Dividend Ex-

Ticker Name Action Change Change Change JPM Rating Equity Beta Rel Perf % Z-score 14D RSI %Chg Upside 500 %ile %Prem 3M 105 IV Date Earnings Date

DXCM Dexcom Sell Call 22.5 3.1 9.8 N 1.06 24.4 1.7 70.7 0.4 -10.8 89 85 7.8 46.9 N/A 30-Jul-26

MRVL Marvell Technolo Sell Call 56.1 248.1 210.0 OW 1.75 59.3 2.1 69.2 5.9 -8.9 80 86 19.2 103.5 10-Jul-26 28-Aug-26