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Biggest increases in one-year vs three-month IV spread:
- Sanofi term structure up 1.3 point to 0, in the 82nd percentile; stock fell 0.7% w/w (RSI: 39); skew in the 12th percentile
- Mercedes term structure up 1.3 point to -0.3, in the 82nd percentile; stock fell 1.1% w/w (RSI: 55); skew in the 89th percentile
- Ferrari term structure up 1.2 point to 0.6, in the 67th percentile; stock rose 0.3% w/w (RSI: 31); skew in the 25th percentile
- Eni term structure up 1.1 point to 3.4, in the 100th percentile; stock fell 2.3% w/w (RSI: 39); skew in the 66th percentile
- Iberdrola term structure up 1 point to 2.8, in the 89th percentile; stock rose 0.7% w/w (RSI: 53); skew in the 30th percentile
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Biggest decreases in one-year vs three-month IV spread:
- Rheinmetall term structure down 2.3 points to -2.4, in the 50th percentile; stock fell 5.2% w/w (RSI: 43); skew in the 64th percentile
- Schneider Electric term structure down 1.2 points to -0.9, in the 57th percentile; stock fell 1.1% w/w (RSI: 46); skew in the 14th percentile
- Wolters Kluwer term structure down 1.1 points to -3.4, in the 1st percentile; stock rose 2.8% w/w (RSI: 43); skew in the 13th percentile
- Deutsche Post term structure down 0.9 points to 0.4, in the 85th percentile; stock rose 0.9% w/w (RSI: 63); skew in the 23rd percentile
- Adidas term structure down 0.8 points to 0.3, in the 70th percentile; stock rose 2.2% w/w (RSI: 53); skew in the 17th percentile