Implied Volatility Skew (20-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

First Trust Preferred Securities and Income ETF (FPE) 20-Day Implied Volatility Skew data is not available for 2024-07-02.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2024-07-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0259
Historical Volatility (Parkinson)	0.0279
Implied Volatility (Calls)	--
Implied Volatility (Puts)	0.2448
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.4870
Forward Price	17.33
Call Breakeven Price	17.27
Put Breakeven Price	16.89
Option Breakeven Price	17.19