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LMBS - First Trust Low Duration Opportunities ETF
Implied Volatility Analysis

Implied Volatility:
38.1%

First Trust Low Duration Opportunities ETF has an Implied Volatility (IV) of 38.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for LMBS is 24 and the Implied Volatility Percentile (IVP) is 72. The current Implied Volatility Index for LMBS is 0.40 standard deviations away from its 1 year mean.

Market Cap$4.83B
Dividend Yield2.10% ($0.99)
Next Dividend Date12/23/2022 (25d)
Implied Volatility (IV) 30d
38.07
Implied Volatility Rank (IVR) 1y
23.94
Implied Volatility Percentile (IVP) 1y
72.43
Historical Volatility (HV) 30d
3.05
IV / HV
12.48
Open Interest
537.00

Data was calculated after the 11/25/2022 closing.

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