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FTSL - First Trust Senior Loan Fund ETF
Implied Volatility Analysis

Implied Volatility:
25.8%

First Trust Senior Loan Fund ETF has an Implied Volatility (IV) of 25.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for FTSL is 10 and the Implied Volatility Percentile (IVP) is 4. The current Implied Volatility Index for FTSL is -1.22 standard deviations away from its 1 year mean.

Market Cap$3.02B
Dividend Yield3.98% ($1.76)
Next Dividend Date10/21/2022 (20d)
Implied Volatility (IV) 30d
25.79
Implied Volatility Rank (IVR) 1y
10.05
Implied Volatility Percentile (IVP) 1y
4.00
Historical Volatility (HV) 30d
4.68
IV / HV
5.51
Open Interest
340.00

Data was calculated after the 9/29/2022 closing.

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