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FNK - First Trust Mid Cap Value AlphaDEX Fund
Implied Volatility Analysis

Implied Volatility:
102.5%

First Trust Mid Cap Value AlphaDEX Fund has an Implied Volatility (IV) of 102.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for FNK is 59 and the Implied Volatility Percentile (IVP) is 97. The current Implied Volatility Index for FNK is 2.28 standard deviations away from its 1 year mean.

Market Cap$218.59M
Dividend Yield1.61% ($0.69)
Next Dividend Date9/23/2022 (8d) !
Implied Volatility (IV) 30d
102.53
Implied Volatility Rank (IVR) 1y
59.22
Implied Volatility Percentile (IVP) 1y
96.80
Historical Volatility (HV) 30d
27.41
IV / HV
3.74

Data was calculated after the 9/14/2022 closing.

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