>>> Skew Monitor : AB InBev, Airbus, BBVA, Iberdrola, ING, Schneider Electric

  • Biggest skew gainers:
    • Bayer skew up 8.4 points to 5, in the 95th percentile; stock rose 14.4% w/w; RSI: 74
    • Enel skew up 1.7 points to 7.9, in the 86th percentile; stock fell 1.7% w/w; RSI: 47
    • BBVA skew up 1.5 points to 9.2, in the 78th percentile; stock rose 1.1% w/w; RSI: 63
    • Airbus skew up 1.2 point to 6.8, in the 83rd percentile; stock rose 2.9% w/w; RSI: 44
    • AB InBev skew up 1 point to 4.9, in the 82nd percentile; stock fell 3.6% w/w; RSI: 40

  • Biggest skew decliners:
    • VW skew down 2.6 points to 1.3, in the 3rd percentile; stock rose 6.8% w/w; RSI: 77
    • Schneider Electric skew down 1.9 points to 2.9, in the 3rd percentile; stock rose 3.3% w/w; RSI: 55
    • Iberdrola skew down 1.6 points to 4.7, in the 54th percentile; stock was little changed w/w; RSI: 55
    • ING skew down 1.5 points to 7.2, in the 41st percentile; stock rose 2% w/w; RSI: 63
    • Infineon skew down 1.3 points to 1.9, in the 10th percentile; stock rose 6.2% w/w; RSI: 65

  • The average skew for Euro Stoxx 50 members is 5

  • The Euro Stoxx 50 skew declined 0.4 points to 10.1, in the 42nd percentile, as the index rose 1% w/w; RSI: 60