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FAD - First Trust Multi Cap Growth AlphaDEX Fund
Implied Volatility Analysis

Implied Volatility:
50.6%

First Trust Multi Cap Growth AlphaDEX Fund has an Implied Volatility (IV) of 50.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for FAD is 47 and the Implied Volatility Percentile (IVP) is 82. The current Implied Volatility Index for FAD is 0.81 standard deviations away from its 1 year mean.

Market Cap$166.61M
Dividend Yield0.30% ($0.28)
Next Dividend Date12/23/2022 (89d)
Implied Volatility (IV) 30d
50.56
Implied Volatility Rank (IVR) 1y
46.72
Implied Volatility Percentile (IVP) 1y
81.69
Historical Volatility (HV) 30d
25.27
IV / HV
2.00

Data was calculated after the 9/23/2022 closing.

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