Implied Volatility (Mean) (120-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 NASDAQ-100 Equal Weighted ETF (QQEW) had 120-Day Implied Volatility (Mean) of 0.2012 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.3117
Historical Volatility (Parkinson)	0.2327
Implied Volatility (Calls)	0.1788
Implied Volatility (Puts)	0.2236
Implied Volatility (Mean)	0.2012
Put-Call Implied Volatility Ratio	1.2507
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.7802