- Biggest IV-RV spread premiums:
- Bayer (YTD: +39.2%; RSI: 42); IV 55.9 vs RV 21 with vol dispersion of 31.9; IV in the 97th percentile
- Siemens Energy (YTD: +117.3%; RSI: 61); IV 60 vs RV 40.7 with vol dispersion of 16.4; IV in the 78th percentile
- Adyen (YTD: -1.8%; RSI: 42); IV 48.2 vs RV 31.4 with vol dispersion of 13.7; IV in the 71st percentile
- Wolters Kluwer (YTD: -32.1%; RSI: 40); IV 37.9 vs RV 21.5 with vol dispersion of 13.4; IV in the 100th percentile
- Deutsche Post (YTD: +21%; RSI: 48); IV 29.3 vs RV 15.2 with vol dispersion of 11; IV in the 81st percentile
- Biggest IV-RV spread discounts:
- Ferrari (YTD: -14.3%; RSI: 45); IV 28.6 vs RV 70.8 with vol dispersion of -45.2; IV in the 62nd percentile
- LVMH (YTD: -2.4%; RSI: 63); IV 24.7 vs RV 47.8 with vol dispersion of -26.1; IV in the 4th percentile
- Adidas (YTD: -32.8%; RSI: 25); IV 30.1 vs RV 45.2 with vol dispersion of -18.1; IV in the 60th percentile
- BNP Paribas (YTD: +22.7%; RSI: 28); IV 26 vs RV 37.7 with vol dispersion of -14.7; IV in the 53rd percentile
- L’Oreal (YTD: +8.4%; RSI: 41); IV 21.3 vs RV 32.7 with vol dispersion of -14.4; IV in the 20th percentile