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Biggest increases in one-year vs three-month IV spread:
- Bayer term structure up 2.2 points to 0.4, in the 88th percentile; stock rose 6.9% w/w (RSI: 78); skew in the 94th percentile
- UniCredit term structure up 0.7 point to 1, in the 74th percentile; stock rose 2% w/w (RSI: 62); skew in the 32nd percentile
- Intesa Sanpaolo term structure up 0.6 point to 1.5, in the 85th percentile; stock rose 0.9% w/w (RSI: 52); skew in the 38th percentile
- Prosus term structure up 0.5 points to 4.8, in the 100th percentile; stock rose 0.3% w/w (RSI: 30); skew in the 77th percentile
- BBVA term structure up 0.4 points to 1.2, in the 95th percentile; stock rose 1.6% w/w (RSI: 63); skew in the 40th percentile
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Biggest decreases in one-year vs three-month IV spread:
- BMW term structure down 1.6 points to -1.1, in the 58th percentile; stock rose 7.3% w/w (RSI: 70); skew in the 40th percentile
- Wolters Kluwer term structure down 1.5 points to -2.3, in the 4th percentile; stock fell 2.6% w/w (RSI: 33); skew in the 20th percentile
- Siemens Energy term structure down 1.2 points to 1.4, in the 89th percentile; stock rose 8.4% w/w (RSI: 65); skew in the 46th percentile
- Adidas term structure down 1.1 points to 1.1, in the 84th percentile; stock rose 1% w/w (RSI: 48); skew in the 23rd percentile
- Schneider Electric term structure down 1 points to 0.3, in the 82nd percentile; stock rose 1.7% w/w (RSI: 50); skew in the 2nd percentile