Implied Volatility (Puts) (60-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 60-Day Implied Volatility (Puts) of 0.3241 for 2026-03-05.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1089
Historical Volatility (Parkinson)	0.0721
Implied Volatility (Calls)	0.3057
Implied Volatility (Puts)	0.3241
Implied Volatility (Mean)	0.3149
Put-Call Implied Volatility Ratio	1.0601
Implied Volatility Skew	0.0444
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000