Historical Volatility (Parkinson) (60-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 Morningstar Dividend Leaders ETF (FDL) had 60-Day Historical Volatility (Parkinson) of 0.0938 for 2026-01-20.

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Figures for 2026-01-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1111
Historical Volatility (Parkinson)	0.0938
Implied Volatility (Calls)	0.1848
Implied Volatility (Puts)	0.2002
Implied Volatility (Mean)	0.1925
Put-Call Implied Volatility Ratio	1.0838
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000