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FDL - First Trust Morningstar Dividend Leaders Index Fund
Implied Volatility Analysis

Implied Volatility:
44.3%

First Trust Morningstar Dividend Leaders Index Fund has an Implied Volatility (IV) of 44.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for FDL is 18 and the Implied Volatility Percentile (IVP) is 37. The current Implied Volatility Index for FDL is -0.44 standard deviations away from its 1 year mean.

Market Cap$3.30B
Dividend Yield3.43% ($1.20)
Implied Volatility (IV) 30d
44.30
Implied Volatility Rank (IVR) 1y
17.66
Implied Volatility Percentile (IVP) 1y
37.20
Historical Volatility (HV) 30d
19.81
IV / HV
2.24
Open Interest
6.00

Data was calculated after the 9/21/2022 closing.

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