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FEX - First Trust Large Cap Core AlphaDEX Fund
Implied Volatility Analysis

Implied Volatility:
52.3%

First Trust Large Cap Core AlphaDEX Fund has an Implied Volatility (IV) of 52.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for FEX is 49 and the Implied Volatility Percentile (IVP) is 88. The current Implied Volatility Index for FEX is 1.00 standard deviations away from its 1 year mean.

Market Cap$996.71M
Dividend Yield1.48% ($1.09)
Next Dividend Date12/23/2022 (87d)
Implied Volatility (IV) 30d
52.33
Implied Volatility Rank (IVR) 1y
49.15
Implied Volatility Percentile (IVP) 1y
88.16
Historical Volatility (HV) 30d
20.39
IV / HV
2.57
Open Interest
1.00

Data was calculated after the 9/26/2022 closing.

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