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CIBR - First Trust NASDAQ Cybersecurity ETF
Implied Volatility Analysis

Implied Volatility:
38.5%
Put/Call-Ratio:
0.64

First Trust NASDAQ Cybersecurity ETF has an Implied Volatility (IV) of 38.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for CIBR is 62 and the Implied Volatility Percentile (IVP) is 77. The current Implied Volatility Index for CIBR is 0.79 standard deviations away from its 1 year mean.

Market Cap$4.76B
Dividend Yield0.78% ($0.30)
Next Dividend Date12/23/2022 (83d)
Implied Volatility (IV) 30d
38.50
Implied Volatility Rank (IVR) 1y
62.19
Implied Volatility Percentile (IVP) 1y
76.80
Historical Volatility (HV) 30d
31.49
IV / HV
1.22
Open Interest
5.28K
Option Volume
72.00
Put/Call Ratio (Volume)
0.64

Data was calculated after the 9/30/2022 closing.

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