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Biggest IV-RV spread premiums:
- Wolters Kluwer (YTD: -43.7%; RSI: 34); IV 30.6 vs RV 22.7 with vol dispersion of 7.4; IV in the 88th percentile
- Sanofi (YTD: -7.3%; RSI: 36); IV 23 vs RV 15.7 with vol dispersion of 6.8; IV in the 44th percentile
- VW (YTD: +27.9%; RSI: 78); IV 26.1 vs RV 19.4 with vol dispersion of 6.2; IV in the 23rd percentile
- LVMH (YTD: -0.7%; RSI: 48); IV 24.3 vs RV 17.8 with vol dispersion of 6; IV in the 4th percentile
- Prosus (YTD: +34.9%; RSI: 26); IV 26 vs RV 19.8 with vol dispersion of 5.7; IV in the 13th percentile
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Biggest IV-RV spread discounts:
- Bayer (YTD: +88.9%; RSI: 77); IV 28.7 vs RV 66.6 with vol dispersion of -38.3; IV in the 4th percentile
- Siemens Energy (YTD: +135.1%; RSI: 60); IV 42.9 vs RV 73.6 with vol dispersion of -31.2; IV in the 11th percentile
- Inditex (YTD: +13.2%; RSI: 72); IV 18.4 vs RV 40.2 with vol dispersion of -22.2; IV in the 11th percentile
- Siemens (YTD: +27.1%; RSI: 54); IV 23.8 vs RV 42.3 with vol dispersion of -19; IV in the 11th percentile
- Rheinmetall (YTD: +168.4%; RSI: 54); IV 35.6 vs RV 53.5 with vol dispersion of -18.4; IV in the 7th percentile