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FTAG - First Trust Indxx Global Agriculture ETF
Implied Volatility Analysis

Implied Volatility:
44.7%

First Trust Indxx Global Agriculture ETF has an Implied Volatility (IV) of 44.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for FTAG is 16 and the Implied Volatility Percentile (IVP) is 15. The current Implied Volatility Index for FTAG is -0.84 standard deviations away from its 1 year mean.

Market Cap$26.00M
Dividend Yield1.57% ($0.49)
Next Dividend Date12/23/2022 (21d)
Implied Volatility (IV) 30d
44.71
Implied Volatility Rank (IVR) 1y
15.56
Implied Volatility Percentile (IVP) 1y
15.04
Historical Volatility (HV) 30d
22.46
IV / HV
1.99
Open Interest
28.00

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

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