- Biggest increases in one-year vs three-month IV spread:
- Bayer term structure up 3.3 points to -5.4, in the 27th percentile; stock rose 12.4% w/w (RSI: 63); skew in the 12th percentile
- Schneider Electric term structure up 2.9 points to 1.7, in the 100th percentile; stock was little changed w/w (RSI: 41); skew in the 18th percentile
- Prosus term structure up 2.2 points to 4.3, in the 99th percentile; stock fell 4.4% w/w (RSI: 33); skew in the 71st percentile
- Rheinmetall term structure up 2 points to 0.7, in the 100th percentile; stock fell 6.3% w/w (RSI: 33); skew in the 36th percentile
- Deutsche Post term structure up 1.9 points to 2.1, in the 100th percentile; stock rose 4.8% w/w (RSI: 67); skew in the 70th percentile
- Biggest decreases in one-year vs three-month IV spread:
- Adyen term structure down 3.6 points to -2.2, in the 16th percentile; stock rose 1.2% w/w (RSI: 43); skew in the 46th percentile
- Ferrari term structure down 1.2 points to 0.3, in the 54th percentile; stock fell 1.7% w/w (RSI: 35); skew in the 20th percentile
- Infineon term structure down 1.1 points to -1, in the 51st percentile; stock rose 6.1% w/w (RSI: 55); skew in the 76th percentile
- Ahold Delhaize term structure down 0.9 points to 0.6, in the 81st percentile; stock rose 2.1% w/w (RSI: 48); skew in the 92nd percentile
- AB InBev term structure down 0.9 points to 0.5, in the 57th percentile; stock rose 1% w/w (RSI: 49); skew in the 38th percentile
- The average term structure for Euro Stoxx 50 members is 0.4
- The Euro Stoxx 50 term structure increased 1.3 point to 1.3, in the 86th percentile, as the index rose 2% w/w (RSI: 53); skew in the 49th percentile