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FID - First Trust S&P International Dividend Aristocrats ETF
Implied Volatility Analysis

Implied Volatility:
127.3%

First Trust S&P International Dividend Aristocrats ETF has an Implied Volatility (IV) of 127.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for FID is 15 and the Implied Volatility Percentile (IVP) is 64. The current Implied Volatility Index for FID is -0.15 standard deviations away from its 1 year mean.

Market Cap$47.62M
Dividend Yield3.82% ($0.57)
Next Dividend Date12/23/2022 (89d)
Implied Volatility (IV) 30d
127.32
Implied Volatility Rank (IVR) 1y
15.31
Implied Volatility Percentile (IVP) 1y
64.29
Historical Volatility (HV) 30d
20.63
IV / HV
6.17

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

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