- Biggest IV-RV spread premiums:
- Airbus (YTD: +33.3%; RSI: 42); IV 24.8 vs RV 17 with vol dispersion of 6.7; IV in the 35th percentile
- Iberdrola (YTD: +41.5%; RSI: 67); IV 15.6 vs RV 9.7 with vol dispersion of 4.8; IV in the 56th percentile
- Schneider Electric (YTD: -5.5%; RSI: 36); IV 31.3 vs RV 25.5 with vol dispersion of 4.6; IV in the 59th percentile
- Vinci (YTD: +26.3%; RSI: 59); IV 21.5 vs RV 16.1 with vol dispersion of 4.2; IV in the 49th percentile
- TotalEnergies (YTD: +11.8%; RSI: 65); IV 19.7 vs RV 14.9 with vol dispersion of 3.6; IV in the 46th percentile
- Biggest IV-RV spread discounts:
- Siemens Energy (YTD: +112.1%; RSI: 51); IV 49.6 vs RV 73.4 with vol dispersion of -25; IV in the 40th percentile
- Siemens (YTD: +23.2%; RSI: 44); IV 25.2 vs RV 45.1 with vol dispersion of -21.1; IV in the 23rd percentile
- Deutsche Post (YTD: +36.2%; RSI: 63); IV 22 vs RV 38 with vol dispersion of -17.2; IV in the 17th percentile
- Wolters Kluwer (YTD: -42%; RSI: 31); IV 30.9 vs RV 40.1 with vol dispersion of -10.4; IV in the 90th percentile
- ING (YTD: +56.7%; RSI: 55); IV 22 vs RV 30.5 with vol dispersion of -9.7; IV in the 35th percentile