← Back to Stock / ETF implied volatility screenerFTCS - First Trust Capital Strength ETF
FTCS - First Trust Capital Strength ETF
Implied Volatility Analysis
Implied Volatility:
21.6%
21.6%
First Trust Capital Strength ETF has an Implied Volatility (IV) of 21.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for FTCS is 11 and the Implied Volatility Percentile (IVP) is 2. The current Implied Volatility Index for FTCS is -1.94 standard deviations away from its 1 year mean.
| Market Cap | $8.45B |
|---|---|
| Dividend Yield | 1.40% ($1.01) |
| Next Dividend Date | 6/27/2023 (87d) |
| Implied Volatility (IV) 30d | 21.61 |
| Implied Volatility Rank (IVR) 1y | 10.74 |
| Implied Volatility Percentile (IVP) 1y | 1.59 |
| Historical Volatility (HV) 30d | 14.79 |
| IV / HV | 1.46 |
| Open Interest | 56.00 |
Data was calculated after the 3/31/2023 closing.
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