Implied Volatility (Calls) (180-Day)

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

First Trust S&P International Dividend Aristocrats ETF (FID) had 180-Day Implied Volatility (Calls) of 0.3456 for 2026-03-05.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.0861
Historical Volatility (Parkinson)	0.0773
Implied Volatility (Calls)	0.3456
Implied Volatility (Puts)	0.3326
Implied Volatility (Mean)	0.3391
Put-Call Implied Volatility Ratio	0.9624
Implied Volatility Skew	0.0769
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000