Historical Volatility (Parkinson) (120-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 Growth AlphaDEX ETF (FAD) had 120-Day Historical Volatility (Parkinson) of 0.1320 for 2026-01-20.

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Figures for 2026-01-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1919
Historical Volatility (Parkinson)	0.1320
Implied Volatility (Calls)	0.1928
Implied Volatility (Puts)	0.2071
Implied Volatility (Mean)	0.2000
Put-Call Implied Volatility Ratio	1.0738
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--