Implied Volatility (Mean) (180-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 SMID Cap Rising Dividend Achievers ETF (SDVY) had 180-Day Implied Volatility (Mean) of 0.2043 for 2025-07-18.

For much more extensive volatility insights, check out our new product VolVue:

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
Download data in CSV, Excel, JSON, or XML format
Up to 20 years of data history
52-Week Rank and Percentile for all metrics and time frames

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2526
Historical Volatility (Parkinson)	0.2072
Implied Volatility (Calls)	0.2025
Implied Volatility (Puts)	0.2060
Implied Volatility (Mean)	0.2043
Put-Call Implied Volatility Ratio	1.0173
Implied Volatility Skew	0.0696
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000