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FAN - First Trust Global Wind Energy ETF
Implied Volatility Analysis

Implied Volatility:
41.3%

First Trust Global Wind Energy ETF has an Implied Volatility (IV) of 41.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for FAN is 10 and the Implied Volatility Percentile (IVP) is 51. The current Implied Volatility Index for FAN is -0.39 standard deviations away from its 1 year mean.

Market Cap$251.64M
Dividend Yield1.73% ($0.27)
Implied Volatility (IV) 30d
41.33
Implied Volatility Rank (IVR) 1y
10.36
Implied Volatility Percentile (IVP) 1y
51.41
Historical Volatility (HV) 30d
33.96
IV / HV
1.22
Open Interest
883.00
Option Volume
23.00

Data was calculated after the 10/4/2022 closing.

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