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Biggest increases in one-year vs three-month IV spread:
- BBVA term structure up 0.6 point to 0.9, in the 86th percentile; stock fell 0.9% w/w (RSI: 57); skew in the 22nd percentile
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Biggest decreases in one-year vs three-month IV spread:
- Eni term structure down 2.2 points to -1.2, in the 21st percentile; stock fell 2.8% w/w (RSI: 42); skew in the 97th percentile
- Bayer term structure down 2.1 points to -2.2, in the 51st percentile; stock rose 3.6% w/w (RSI: 75); skew in the 99th percentile
- ASML term structure down 2 points to -2.2, in the 17th percentile; stock rose 14.2% w/w (RSI: 73); skew in the 20th percentile
- Prosus term structure down 1.8 points to 2.8, in the 70th percentile; stock rose 2.8% w/w (RSI: 53); skew in the 74th percentile
- Mercedes term structure down 1.5 points to -1.7, in the 38th percentile; stock rose 0.5% w/w (RSI: 53); skew in the 94th percentile