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

Implied Volatility:
74.0%

First Trust Global Tactical Commodity Strategy Fund has an Implied Volatility (IV) of 74.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for FTGC is 20 and the Implied Volatility Percentile (IVP) is 83. The current Implied Volatility Index for FTGC is 0.47 standard deviations away from its 1 year mean.

Market Cap$4.94B
Dividend Yield5.93% ($1.66)
Next Dividend Date6/24/2022 (0d) !
Implied Volatility (IV) 30d
73.97
Implied Volatility Rank (IVR) 1y
19.60
Implied Volatility Percentile (IVP) 1y
83.41
Historical Volatility (HV) 30d
17.43
IV / HV
4.24
Open Interest
377.00
Option Volume
10.00

Data was calculated after the 6/23/2022 closing.

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