Implied Volatility (Mean) (90-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 Eurozone AlphaDEX ETF (FEUZ) had 90-Day Implied Volatility (Mean) of 0.2173 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.3897
Historical Volatility (Parkinson)	0.3191
Implied Volatility (Calls)	0.2072
Implied Volatility (Puts)	0.2274
Implied Volatility (Mean)	0.2173
Put-Call Implied Volatility Ratio	1.0976
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--