Implied Volatility (Mean) (30-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 30-Day Implied Volatility (Mean) of 0.1916 for 2025-05-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.2339
Historical Volatility (Parkinson)	0.1200
Implied Volatility (Calls)	0.1874
Implied Volatility (Puts)	0.1957
Implied Volatility (Mean)	0.1916
Put-Call Implied Volatility Ratio	1.0440
Implied Volatility Skew	0.0236
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--