Implied Volatility (Mean) (120-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 Multi Cap Value AlphaDEX ETF (FAB) had 120-Day Implied Volatility (Mean) of 0.1757 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	--
Historical Volatility (Parkinson)	--
Implied Volatility (Calls)	0.1548
Implied Volatility (Puts)	0.1965
Implied Volatility (Mean)	0.1757
Put-Call Implied Volatility Ratio	1.2688
Implied Volatility Skew	0.0410
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--