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5.21757278515044E-05 -7.82635917770341E-05 -0.000469581550662501 -0.000417405822811145 0.00057393300636551 0.00166962329124503 0.000417405822811293 0.000626108734216866
Stock impact report

Stocks with the least price swings, most attractive option-sale candidates - JPM [Seeking Alpha]

JP Morgan Chase & Co. (JPM) 
Last jp morgan chase & co. earnings: 4/14 06:43 am Check Earnings Report
Company Research Source: Seeking Alpha
past three months compared with the current option premium, deeming them attractive as option-sale candidates. In the US Single Stock Volatility Chartbook report published Tuesday, J.P. Morgan ( JPM ) said the range bound score is calculated as the ratio between the historical high and low prices during a certain period of time and the high-low range expected given its current implied volatility. The lower the range-bound score, the tighter the trading range of the stock has been compared with option market expectations and the more attractive it is as an option-sale candidate,” Bram Kaplan at J.P. Morgan's global quantitative & derivatives strategy desk said. These stocks have a range bound score lower than 75%: Microsoft ( MSFT ) - Three-month range bound score: 39% Credit Acceptance Corp. ( CACC ) - Three-month range bound score: 39% Bank of New York ( BK ) - Three-month range bound score: 40% Becton, Dickinson and Co. ( BDX ) - Three-month range bound score: 42% In Show less Read more
Impact Snapshot
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