Implied Volatility (Mean) (20-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 Japan AlphaDEX ETF (FJP) had 20-Day Implied Volatility (Mean) of 0.8925 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1539
Historical Volatility (Parkinson)	0.1229
Implied Volatility (Calls)	0.8793
Implied Volatility (Puts)	0.9057
Implied Volatility (Mean)	0.8925
Put-Call Implied Volatility Ratio	1.0300
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--