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Biggest IV-RV spread premiums:
- VW (YTD: +21.1%; RSI: 70); IV 25.5 vs RV 19 with vol dispersion of 9.4; IV in the 19th percentile
- Mercedes (YTD: +19.6%; RSI: 62); IV 24.8 vs RV 19.4 with vol dispersion of 8.3; IV in the 12th percentile
- Iberdrola (YTD: +41.9%; RSI: 61); IV 16 vs RV 11 with vol dispersion of 7.8; IV in the 66th percentile
- BASF (YTD: +12%; RSI: 62); IV 25.3 vs RV 20.9 with vol dispersion of 7.3; IV in the 14th percentile
- Sanofi (YTD: -4%; RSI: 48); IV 23.1 vs RV 19.3 with vol dispersion of 6.7; IV in the 47th percentile
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Biggest IV-RV spread discounts:
- Siemens Energy (YTD: +130.3%; RSI: 59); IV 39.2 vs RV 76.1 with vol dispersion of -33.9; IV in the 1st percentile
- Bayer (YTD: +77.7%; RSI: 76); IV 35.9 vs RV 66.6 with vol dispersion of -27.9; IV in the 37th percentile
- Siemens (YTD: +23.4%; RSI: 45); IV 22.7 vs RV 44.9 with vol dispersion of -19.3; IV in the 9th percentile
- Deutsche Post (YTD: +39.2%; RSI: 65); IV 19.2 vs RV 37.5 with vol dispersion of -15.4; IV in the 4th percentile
- Infineon (YTD: +15%; RSI: 58); IV 31.2 vs RV 47.2 with vol dispersion of -13; IV in the 10th percentile