- Biggest increases in one-year vs three-month IV spread:
- Iberdrola term structure up 2.1 points to 1.8, in the 38th percentile; stock fell 0.8% w/w (RSI: 48); skew in the 100th percentile
- Infineon term structure up 1.8 points to -1.2, in the 43rd percentile; stock rose 6.3% w/w (RSI: 76); skew in the 66th percentile
- BBVA term structure up 1.8 points to -0.1, in the 57th percentile; stock rose 2.2% w/w (RSI: 50); skew in the 55th percentile
- Wolters Kluwer term structure up 1.7 points to -1.7, in the 49th percentile; stock fell 4% w/w (RSI: 41); skew in the 49th percentile
- Schneider Electric term structure up 1.7 points to 0.2, in the 88th percentile; stock rose 4.1% w/w (RSI: 64); skew in the 53rd percentile
- Biggest decreases in one-year vs three-month IV spread:
- Danone term structure down 1.1 points to 0.5, in the 78th percentile; stock rose 1.6% w/w (RSI: 37); skew in the 56th percentile
- Sanofi term structure down 0.9 points to 0.2, in the 93rd percentile; stock rose 0.6% w/w (RSI: 33); skew in the 70th percentile
- Mercedes term structure down 0.8 points to -0.6, in the 56th percentile; stock rose 2.9% w/w (RSI: 44); skew in the 69th percentile
- Hermes term structure down 0.7 points to -0.9, in the 29th percentile; stock rose 4% w/w (RSI: 48); skew in the 8th percentile
- Safran term structure down 0.6 points to -2.8, in the 8th percentile; stock rose 10.4% w/w (RSI: 54); skew in the 2nd percentile