- Highest vol dispersion:
- Saint-Gobain (YTD: +2.7%; RSI: 60); IV 40.3 vs RV 22.7 with vol dispersion of 13.5; IV in the 97th percentile
- Schneider Electric (YTD: +8.3%; RSI: 58); IV 39.2 vs RV 22.1 with vol dispersion of 13; IV in the 95th percentile
- BMW (YTD: -2.8%; RSI: 56); IV 36.1 vs RV 21.4 with vol dispersion of 10.6; IV in the 84th percentile
- Airbus (YTD: -1%; RSI: 49); IV 34.4 vs RV 22 with vol dispersion of 8.3; IV in the 94th percentile
- ASML (YTD: +30.3%; RSI: 59); IV 42.9 vs RV 32.5 with vol dispersion of 6.4; IV in the 78th percentile
- Lowest vol dispersion:
- Adyen (YTD: -30.4%; RSI: 29); IV 44.5 vs RV 103.5 with vol dispersion of -63.1; IV in the 60th percentile
- SAP (YTD: -18.6%; RSI: 38); IV 35 vs RV 77.5 with vol dispersion of -46.6; IV in the 82nd percentile
- Ahold Delhaize (YTD: +13.8%; RSI: 82); IV 17.9 vs RV 42 with vol dispersion of -28.3; IV in the 52nd percentile
- Vinci (YTD: +14.4%; RSI: 78); IV 20.8 vs RV 36.1 with vol dispersion of -19.4; IV in the 41st percentile
- BBVA (YTD: -2.5%; RSI: 40); IV 32.1 vs RV 44.9 with vol dispersion of -16.9; IV in the 72nd percentile