Implied Volatility (Mean) (30-Day)

Implied Volatility (Mean): The forecasted future volatility of the security over the selected time frame, derived from the average of the put and call implied volatilities for options with the relevant expiration date.

First Trust Dorsey Wright Momentum & Low Volatility ETF (DVOL) had 30-Day Implied Volatility (Mean) of 0.3538 for 2025-05-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1286
Historical Volatility (Parkinson)	0.0892
Implied Volatility (Calls)	0.3447
Implied Volatility (Puts)	0.3629
Implied Volatility (Mean)	0.3538
Put-Call Implied Volatility Ratio	1.0528
Implied Volatility Skew	0.0352
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--