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FXR - First Trust Industrials/Producer Durables AlphaDEX Fund
Implied Volatility Analysis

Implied Volatility:
49.1%

First Trust Industrials/Producer Durables AlphaDEX Fund has an Implied Volatility (IV) of 49.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for FXR is 51 and the Implied Volatility Percentile (IVP) is 80. The current Implied Volatility Index for FXR is 0.83 standard deviations away from its 1 year mean.

Market Cap$1.43B
Dividend Yield0.67% ($0.32)
Implied Volatility (IV) 30d
49.07
Implied Volatility Rank (IVR) 1y
50.55
Implied Volatility Percentile (IVP) 1y
79.52
Historical Volatility (HV) 30d
27.36
IV / HV
1.79
Open Interest
262.00
Option Volume
6.00

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

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