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FSZ - First Trust Switzerland AlphaDEX Fund
Implied Volatility Analysis

Implied Volatility:
69.8%

First Trust Switzerland AlphaDEX Fund has an Implied Volatility (IV) of 69.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for FSZ is 61 and the Implied Volatility Percentile (IVP) is 95. The current Implied Volatility Index for FSZ is 1.78 standard deviations away from its 1 year mean.

Market Cap$64.87M
Dividend Yield3.98% ($2.15)
Next Dividend Date12/23/2022 (21d)
Implied Volatility (IV) 30d
69.84
Implied Volatility Rank (IVR) 1y
61.32
Implied Volatility Percentile (IVP) 1y
95.29
Historical Volatility (HV) 30d
42.59
IV / HV
1.64

Data was calculated after the 12/1/2022 closing.

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