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 NASDAQ-100 Equal Weighted ETF (QQEW) had 30-Day Implied Volatility (Mean) of 0.2432 for 2025-05-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1815
Historical Volatility (Parkinson)	0.1207
Implied Volatility (Calls)	0.2239
Implied Volatility (Puts)	0.2625
Implied Volatility (Mean)	0.2432
Put-Call Implied Volatility Ratio	1.1721
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000