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FXG - First Trust Consumer Staples AlphaDEX Fund
Implied Volatility Analysis

Implied Volatility:
46.5%

First Trust Consumer Staples AlphaDEX Fund has an Implied Volatility (IV) of 46.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for FXG is 55 and the Implied Volatility Percentile (IVP) is 94. The current Implied Volatility Index for FXG is 1.55 standard deviations away from its 1 year mean.

Market Cap$617.70M
Dividend Yield1.40% ($0.82)
Implied Volatility (IV) 30d
46.54
Implied Volatility Rank (IVR) 1y
55.48
Implied Volatility Percentile (IVP) 1y
94.38
Historical Volatility (HV) 30d
17.55
IV / HV
2.65
Open Interest
24.00

Data was calculated after the 9/26/2022 closing.

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