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FVD - First Trust Value Line Dividend Index Fund
Implied Volatility Analysis

Implied Volatility:
56.6%

First Trust Value Line Dividend Index Fund has an Implied Volatility (IV) of 56.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for FVD is 60 and the Implied Volatility Percentile (IVP) is 91. The current Implied Volatility Index for FVD is 1.28 standard deviations away from its 1 year mean.

Market Cap$11.77B
Dividend Yield1.91% ($0.74)
Implied Volatility (IV) 30d
56.65
Implied Volatility Rank (IVR) 1y
60.44
Implied Volatility Percentile (IVP) 1y
91.09
Historical Volatility (HV) 30d
21.09
IV / HV
2.69
Open Interest
132.00

Data was calculated after the 7/1/2022 closing.

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