- Biggest IV-RV spread premiums:
- Bayer (YTD: +42.4%; RSI: 49); IV 60.4 vs RV 39.6 with vol dispersion of 15.7; IV in the 100th percentile
- ASML (YTD: +28.8%; RSI: 46); IV 41.5 vs RV 23 with vol dispersion of 13.4; IV in the 73rd percentile
- Rheinmetall (YTD: +180.6%; RSI: 44); IV 42.4 vs RV 28.4 with vol dispersion of 8.8; IV in the 36th percentile
- Airbus (YTD: +34.9%; RSI: 44); IV 27.5 vs RV 16 with vol dispersion of 6.3; IV in the 57th percentile
- Schneider Electric (YTD: -4.3%; RSI: 36); IV 35 vs RV 27.8 with vol dispersion of 2.1; IV in the 81st percentile
- Biggest IV-RV spread discounts:
- Adidas (YTD: -34.4%; RSI: 29); IV 32.3 vs RV 46.3 with vol dispersion of -19.1; IV in the 73rd percentile
- Siemens (YTD: +18.4%; RSI: 33); IV 30.8 vs RV 44.2 with vol dispersion of -18.5; IV in the 65th percentile
- Deutsche Post (YTD: +30.2%; RSI: 54); IV 25.7 vs RV 38.2 with vol dispersion of -17.7; IV in the 56th percentile
- Adyen (YTD: -8.4%; RSI: 36); IV 39 vs RV 48.6 with vol dispersion of -14.7; IV in the 52nd percentile
- Siemens Energy (YTD: +112.3%; RSI: 52); IV 53.8 vs RV 60.7 with vol dispersion of -12; IV in the 61st percentile