Historical Volatility (Close-to-Close) (180-Day)

Historical Volatility (Close-to-Close): The past volatility of the security over the selected time frame, calculated using the closing price on each trading day.

First Trust Preferred Securities and Income ETF (FPE) had 180-Day Historical Volatility (Close-to-Close) of 0.0500 for 2024-05-16.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0500
Historical Volatility (Parkinson)	0.0415
Implied Volatility (Calls)	--
Implied Volatility (Puts)	0.1660
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.1648
Forward Price	17.21
Call Breakeven Price	17.52
Put Breakeven Price	16.82
Option Breakeven Price	17.51