Implied Volatility (Mean) (10-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 Industrials/Producer Durables AlphaDEX ETF (FXR) had 10-Day Implied Volatility (Mean) of 0.1980 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.2416
Historical Volatility (Parkinson)	0.1215
Implied Volatility (Calls)	0.1968
Implied Volatility (Puts)	0.1991
Implied Volatility (Mean)	0.1980
Put-Call Implied Volatility Ratio	1.0116
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--