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AIRR - First Trust RBA American Industrial Renaissance ETF
Implied Volatility Analysis

Implied Volatility:
67.4%

First Trust RBA American Industrial Renaissance ETF has an Implied Volatility (IV) of 67.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for AIRR is 22 and the Implied Volatility Percentile (IVP) is 34. The current Implied Volatility Index for AIRR is -0.41 standard deviations away from its 1 year mean.

Market Cap$195.11M
Dividend Yield0.06% ($0.02)
Next Dividend Date12/23/2022 (91d)
Implied Volatility (IV) 30d
67.40
Implied Volatility Rank (IVR) 1y
21.94
Implied Volatility Percentile (IVP) 1y
33.73
Historical Volatility (HV) 30d
24.24
IV / HV
2.78
Open Interest
4.00

Data was calculated after the 9/22/2022 closing.

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