JPM was a major disapopintment today, reporting among other negative news, bad trading income. Given the regrettable quarter that just finished in Setpember, we may see more surprises next week when other major institutions report.
These are straddles for both MS and GS, computed with StraddlesCalc Tool
Please do your own due diligence. This is not advice. Options are very dangerous and may cause 100% loss.