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JPMorgan's options screener this week.......>

OPTIONS
OPTIONS: JPMorgan's options screener this week flagging a few relevant signals:
- Sees CAD, AUD, PLN, HUF and NZD vs. USD as the top five long vol opportunities
from a beta-to-vol perspective.
- Within G10 FX, JPM write that CAD, EUR, CHF and GBP vols are cheap, whereas
NOK, NZD and JPY vols appear as overvalued.
- Crazy moves over the past ten days open the door for wider much dislocations.
In the G10 space, JPY vols are now a sell vs other G10 vols and after several
months in cheap territory, CAD is now a sell (but not vs NOK), NOK is also
overvalued, including vs EM vols; in EM, MXN is a sell (vs. BRL and other EM
vols); long PLN vol vs short HUF and Asian vols is supported.

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