← Back to Stock / ETF implied volatility screenerFTSM - First Trust Enhanced Short Maturity ETF
FTSM - First Trust Enhanced Short Maturity ETF
Implied Volatility Analysis
Implied Volatility:
32.2%
32.2%
First Trust Enhanced Short Maturity ETF has an Implied Volatility (IV) of 32.2% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for FTSM is 21 and the Implied Volatility Percentile (IVP) is 62. The current Implied Volatility Index for FTSM is 0.02 standard deviations away from its 1 year mean.
| Market Cap | $8.14B |
|---|---|
| Dividend Yield | 2.21% ($1.32) |
| Next Dividend Date | 3/31/2023 (6d) ! |
| Implied Volatility (IV) 30d | 32.17 |
| Implied Volatility Rank (IVR) 1y | 21.44 |
| Implied Volatility Percentile (IVP) 1y | 61.90 |
| Historical Volatility (HV) 30d | 0.86 |
| IV / HV | 37.41 |
| Open Interest | 1.00 |
Data was calculated after the 3/24/2023 closing.
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