Historical Volatility (Parkinson) (20-Day)

Historical Volatility (Parkinson): The past volatility of the security over the selected time frame, calculated using the high and low prices on each trading day.

First Trust Multi Cap Value AlphaDEX ETF (FAB) had 20-Day Historical Volatility (Parkinson) of 0.1027 for 2026-01-20.

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Figures for 2026-01-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1483
Historical Volatility (Parkinson)	0.1027
Implied Volatility (Calls)	0.1828
Implied Volatility (Puts)	0.1925
Implied Volatility (Mean)	0.1876
Put-Call Implied Volatility Ratio	1.0529
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--