← Back to Stock / ETF implied volatility screener

FTSM - First Trust Enhanced Short Maturity ETF
Implied Volatility Analysis

Implied Volatility:
18.4%

First Trust Enhanced Short Maturity ETF has an Implied Volatility (IV) of 18.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for FTSM is 7 and the Implied Volatility Percentile (IVP) is 31. The current Implied Volatility Index for FTSM is -0.63 standard deviations away from its 1 year mean.

Market Cap$6.25B
Dividend Yield0.71% ($0.42)
Next Dividend Date9/30/2022 (-1d) !
Implied Volatility (IV) 30d
18.35
Implied Volatility Rank (IVR) 1y
6.83
Implied Volatility Percentile (IVP) 1y
30.68
Historical Volatility (HV) 30d
0.41
IV / HV
44.76
Open Interest
90.00

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

Sign up for our upcoming FREE newsletter!
  • Concrete option trades for the upcoming day
  • Portfolios with backtested profitable option strategies
  • It's free. Contains just value. Unsubscribe any time.
We'll never share your email with anyone else.