Implied Volatility (Mean) (120-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 IPOX Europe Equity Opportunities ETF (FPXE) had 120-Day Implied Volatility (Mean) of 0.2213 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.3065
Historical Volatility (Parkinson)	0.1645
Implied Volatility (Calls)	0.2287
Implied Volatility (Puts)	0.2140
Implied Volatility (Mean)	0.2213
Put-Call Implied Volatility Ratio	0.9359
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--