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FTGC - First Trust Global Tactical Commodity Strategy Fund
Implied Volatility Analysis

Implied Volatility:
109.0%

First Trust Global Tactical Commodity Strategy Fund has an Implied Volatility (IV) of 109.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for FTGC is 34 and the Implied Volatility Percentile (IVP) is 87. The current Implied Volatility Index for FTGC is 1.20 standard deviations away from its 1 year mean.

Market Cap$3.94B
Dividend Yield6.47% ($1.67)
Next Dividend Date12/15/2022 (7d) !
Implied Volatility (IV) 30d
109.01
Implied Volatility Rank (IVR) 1y
34.20
Implied Volatility Percentile (IVP) 1y
86.96
Historical Volatility (HV) 30d
14.86
IV / HV
7.34
Open Interest
643.00

Data was calculated after the 12/7/2022 closing.

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