Implied Volatility (Mean) (180-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 180-Day Implied Volatility (Mean) of 0.2148 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.2770
Historical Volatility (Parkinson)	0.1959
Implied Volatility (Calls)	0.2193
Implied Volatility (Puts)	0.2104
Implied Volatility (Mean)	0.2148
Put-Call Implied Volatility Ratio	0.9593
Implied Volatility Skew	0.0600
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--