Implied Volatility (Mean) (60-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 Low Duration Opportunities ETF (LMBS) had 60-Day Implied Volatility (Mean) of 0.1573 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.0453
Historical Volatility (Parkinson)	0.0540
Implied Volatility (Calls)	0.1530
Implied Volatility (Puts)	0.1616
Implied Volatility (Mean)	0.1573
Put-Call Implied Volatility Ratio	1.0564
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--