Implied Volatility (Mean) (20-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 20-Day Implied Volatility (Mean) of 0.1743 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	--
Historical Volatility (Parkinson)	--
Implied Volatility (Calls)	0.1504
Implied Volatility (Puts)	0.1981
Implied Volatility (Mean)	0.1743
Put-Call Implied Volatility Ratio	1.3177
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--