Implied Volatility (Calls) (30-Day)

Implied Volatility (Calls): The forecasted future volatility of the security over the selected time frame, derived from the pricing of the at-the-money call options with the relevant expiration date.

First Trust Dorsey Wright Momentum & Low Volatility ETF (DVOL) had 30-Day Implied Volatility (Calls) of 0.3673 for 2026-10-02.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.0963
Historical Volatility (Parkinson)	0.0712
Implied Volatility (Calls)	0.3673
Implied Volatility (Puts)	0.3810
Implied Volatility (Mean)	0.3742
Put-Call Implied Volatility Ratio	1.0374
Implied Volatility Skew	-0.1211
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--