- Biggest increases in one-year vs three-month IV spread:
- Munich Re term structure up 2 points to -0.1, in the 60th percentile; stock rose 3.1% w/w (RSI: 56); skew in the 85th percentile
- BASF term structure up 2 points to -1.8, in the 36th percentile; stock rose 1.8% w/w (RSI: 58); skew in the 43rd percentile
- UniCredit term structure up 1.9 points to -4.6, in the 8th percentile; stock rose 3% w/w (RSI: 48); skew in the 95th percentile
- Deutsche Bank term structure up 1.7 points to -2.8, in the 12th percentile; stock rose 2.2% w/w (RSI: 47); skew in the 59th percentile
- Intesa Sanpaolo term structure up 1.6 points to -3.4, in the 10th percentile; stock rose 4.3% w/w (RSI: 54); skew in the 85th percentile
- Biggest decreases in one-year vs three-month IV spread:
- ASML term structure down 1 points to -1.8, in the 22nd percentile; stock fell 2% w/w (RSI: 52); skew in the 86th percentile
- Deutsche Telekom term structure down 0.7 points to -1.4, in the 18th percentile; stock fell 1.5% w/w (RSI: 47); skew in the 94th percentile
- Wolters Kluwer term structure down 0.6 points to -3.4, in the 20th percentile; stock rose 3.7% w/w (RSI: 47); skew in the 97th percentile
- TotalEnergies term structure down 0.5 points to -3.3, in the 6th percentile; stock rose 2% w/w (RSI: 62); skew in the 8th percentile
- Adyen term structure down 0.4 points to -2.3, in the 28th percentile; stock fell 4.7% w/w (RSI: 37); skew in the 70th percentile
