Implied Volatility
The 30-day options-implied volatility of FEMS / First Trust Exchange-Traded AlphaDEX Fund II - First Trust Emerging Markets Small Cap AlphaDEX Fund is 25.18.
25.18%
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-09-09 | 0.25 | 0.12 | |
| 2025-09-08 | 0.26 | 0.12 | |
| 2025-09-05 | 0.24 | 0.11 | |
| 2025-09-04 | 0.26 | 0.12 | |
| 2025-09-03 | 0.26 | 0.12 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-09-02 | 0.25 | 0.11 | |
| 2025-08-29 | 0.25 | 0.11 | |
| 2025-08-28 | 0.25 | 0.12 | |
| 2025-08-27 | 0.26 | 0.12 | |
| 2025-08-26 | 0.24 | 0.12 |
| Date | IV30 | IV90 | HV20 |
|---|---|---|---|
| 2025-08-25 | 0.24 | 0.13 | |
| 2025-08-22 | 0.24 | 0.11 | |
| 2025-08-21 | 0.25 | 0.11 | |
| 2025-08-20 | 0.24 | 0.11 | |
| 2025-08-19 | 0.25 | 0.11 |
Volatility Smile
A volatility smile is a common graph shape that results from plotting the strike price and implied volatility of a group of options with the same underlying asset and expiration date.
