Implied Volatility (Mean) (30-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 Growth AlphaDEX ETF (FAD) had 30-Day Implied Volatility (Mean) of 0.1948 for 2025-05-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1651
Historical Volatility (Parkinson)	0.0772
Implied Volatility (Calls)	0.1863
Implied Volatility (Puts)	0.2034
Implied Volatility (Mean)	0.1948
Put-Call Implied Volatility Ratio	1.0914
Implied Volatility Skew	0.0590
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--