← Back to Stock / ETF implied volatility screener

FDN - First Trust Dow Jones Internet Index Fund
Implied Volatility Analysis

Implied Volatility:
45.4%
Put/Call-Ratio:
0.10

First Trust Dow Jones Internet Index Fund has an Implied Volatility (IV) of 45.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for FDN is 74 and the Implied Volatility Percentile (IVP) is 88. The current Implied Volatility Index for FDN is 1.13 standard deviations away from its 1 year mean.

Market Cap$4.15B
Implied Volatility (IV) 30d
45.42
Implied Volatility Rank (IVR) 1y
74.39
Implied Volatility Percentile (IVP) 1y
88.35
Historical Volatility (HV) 30d
34.45
IV / HV
1.32
Open Interest
9.42K
Option Volume
1.47K
Put/Call Ratio (Volume)
0.10

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

Sign up for our upcoming FREE newsletter!
  • Concrete option trades for the upcoming day
  • Portfolios with backtested profitable option strategies
  • It's free. Contains just value. Unsubscribe any time.
We'll never share your email with anyone else.