…strangles on Deutsche Telekom ahead of the earnings release, to play the rich vol and rangebound nature of the stock. • We introduce the cross-asset volatility monitor and the cross asset correlation table, which allow investors the relative pricing of risk across asset classes. Regards, J.P. Morgan European Equity Derivatives and Delta One Strategy Team Davide Silvestrini I Executive Director l Equity Derivatives Strategy I J.P. Morgan l 10 Aldermanbury, London, EC2V 7RF l T: +44 207 777…