Implied Volatility (Mean) (20-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 Dorsey Wright International Focus 5 ETF (IFV) had 20-Day Implied Volatility (Mean) of 0.1899 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.0877
Historical Volatility (Parkinson)	0.0788
Implied Volatility (Calls)	0.1874
Implied Volatility (Puts)	0.1924
Implied Volatility (Mean)	0.1899
Put-Call Implied Volatility Ratio	1.0268
Implied Volatility Skew	0.0726
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--