← Back to Stock / ETF implied volatility screener

FXD - First Trust Consumer Discretionary AlphaDEX Fund
Implied Volatility Analysis

Implied Volatility:
56.5%

First Trust Consumer Discretionary AlphaDEX Fund has an Implied Volatility (IV) of 56.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for FXD is 40 and the Implied Volatility Percentile (IVP) is 75. The current Implied Volatility Index for FXD is 0.64 standard deviations away from its 1 year mean.

Market Cap$354.21M
Dividend Yield0.97% ($0.50)
Implied Volatility (IV) 30d
56.54
Implied Volatility Rank (IVR) 1y
40.13
Implied Volatility Percentile (IVP) 1y
75.16
Historical Volatility (HV) 30d
32.30
IV / HV
1.75
Open Interest
35.00

Data was calculated after the 12/1/2022 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.