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FBZ - First Trust Brazil AlphaDEX Fund
Implied Volatility Analysis

Implied Volatility:
127.3%

First Trust Brazil AlphaDEX Fund has an Implied Volatility (IV) of 127.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for FBZ is 33 and the Implied Volatility Percentile (IVP) is 84. The current Implied Volatility Index for FBZ is 0.62 standard deviations away from its 1 year mean.

Market Cap$6.18M
Dividend Yield9.03% ($1.01)
Next Dividend Date12/23/2022 (90d)
Implied Volatility (IV) 30d
127.35
Implied Volatility Rank (IVR) 1y
32.87
Implied Volatility Percentile (IVP) 1y
83.62
Historical Volatility (HV) 30d
35.15
IV / HV
3.62

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

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