Historical Volatility (Parkinson) (30-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 Emerging Markets Small Cap AlphaDEX ETF (FEMS) had 30-Day Historical Volatility (Parkinson) of 0.1434 for 2025-05-30.

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Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-05-30

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1280
Historical Volatility (Parkinson)	0.1434
Implied Volatility (Calls)	0.2917
Implied Volatility (Puts)	0.2828
Implied Volatility (Mean)	0.2873
Put-Call Implied Volatility Ratio	0.9695
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--