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Highest vol dispersion:
- Adyen (YTD: +0.5%; RSI: 48); IV 54.8 vs RV 23.8 with vol dispersion of 26.4; IV in the 89th percentile
- Santander (YTD: +2.6%; RSI: 60); IV 31.7 vs RV 15.2 with vol dispersion of 11.9; IV in the 80th percentile
- UniCredit (YTD: +0.4%; RSI: 59); IV 30.8 vs RV 14.3 with vol dispersion of 11.8; IV in the 68th percentile
- Siemens Energy (YTD: +10.2%; RSI: 62); IV 55.3 vs RV 40.2 with vol dispersion of 10.5; IV in the 67th percentile
- BBVA (YTD: +3.6%; RSI: 64); IV 32.6 vs RV 17.6 with vol dispersion of 10.5; IV in the 77th percentile
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Lowest vol dispersion:
- Eni (YTD: +1.5%; RSI: 54); IV 20.1 vs RV 25.9 with vol dispersion of -10.4; IV in the 75th percentile
- Bayer (YTD: +16%; RSI: 70); IV 36.6 vs RV 42.2 with vol dispersion of -10.2; IV in the 33rd percentile
- Enel (YTD: +3.2%; RSI: 46); IV 18.6 vs RV 20.5 with vol dispersion of -6.5; IV in the 87th percentile
- ASML (YTD: +23.7%; RSI: 68); IV 50.6 vs RV 51.5 with vol dispersion of -5.6; IV in the 97th percentile
- Vinci (YTD: -4.4%; RSI: 37); IV 24.2 vs RV 24.6 with vol dispersion of -5; IV in the 86th percentile