Implied Volatility (Mean) (150-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 Nasdaq Lux Digital Health Solutions ETF (EKG) had 150-Day Implied Volatility (Mean) of 0.2784 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.3228
Historical Volatility (Parkinson)	0.0986
Implied Volatility (Calls)	0.2792
Implied Volatility (Puts)	0.2776
Implied Volatility (Mean)	0.2784
Put-Call Implied Volatility Ratio	0.9943
Implied Volatility Skew	0.0619
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--