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FXO - First Trust Financials AlphaDEX Fund
Implied Volatility Analysis

Implied Volatility:
47.5%

First Trust Financials AlphaDEX Fund has an Implied Volatility (IV) of 47.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for FXO is 10 and the Implied Volatility Percentile (IVP) is 5. The current Implied Volatility Index for FXO is -1.55 standard deviations away from its 1 year mean.

Market Cap$1.11B
Dividend Yield1.64% ($0.64)
Implied Volatility (IV) 30d
47.50
Implied Volatility Rank (IVR) 1y
9.73
Implied Volatility Percentile (IVP) 1y
5.20
Historical Volatility (HV) 30d
26.45
IV / HV
1.80
Open Interest
53.00

Data was calculated after the 9/23/2022 closing.

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