← Back to Stock / ETF implied volatility screenerFPE - First Trust Preferred Securities and Income ETF
FPE - First Trust Preferred Securities and Income ETF
Implied Volatility Analysis
Implied Volatility:
68.3%
68.3%
First Trust Preferred Securities and Income ETF has an Implied Volatility (IV) of 68.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for FPE is 40 and the Implied Volatility Percentile (IVP) is 81. The current Implied Volatility Index for FPE is 0.90 standard deviations away from its 1 year mean.
| Market Cap | $6.09B |
|---|---|
| Dividend Yield | 5.38% ($0.95) |
| Next Dividend Date | 3/24/2023 (4d) ! |
| Implied Volatility (IV) 30d | 68.27 |
| Implied Volatility Rank (IVR) 1y | 40.23 |
| Implied Volatility Percentile (IVP) 1y | 80.95 |
| Historical Volatility (HV) 30d | 21.23 |
| IV / HV | 3.22 |
| Open Interest | 147.00 |
| Option Volume | 2.00 |
Data was calculated after the 3/17/2023 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.