Implied Volatility (Puts) (10-Day)

Implied Volatility (Puts): The forecasted future volatility of the security over the selected time frame, derived from the pricing of the at-the-money put options with the relevant expiration date.

First Trust S&P International Dividend Aristocrats ETF (FID) had 10-Day Implied Volatility (Puts) of 0.4354 for 2026-03-05.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1277
Historical Volatility (Parkinson)	0.0987
Implied Volatility (Calls)	0.4328
Implied Volatility (Puts)	0.4354
Implied Volatility (Mean)	0.4341
Put-Call Implied Volatility Ratio	1.0061
Implied Volatility Skew	0.0692
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--