First Trust Multi Cap Value AlphaDEX Fund

FABNASDAQ · USD
105.01USD0.00 (-0.27%)

First Trust Multi Cap Value AlphaDEX Fund (FAB) Implied Volatility Current

FAB implied volatility is 17%. IV Rank is 36%, placing current premiums in the middle of their 52-week range.

Read more

Tracking FAB implied volatility helps you identify when options premiums on First Trust Multi Cap Value AlphaDEX Fund are historically cheap or expensive, and where the best trades are hiding. First Trust Multi Cap Value AlphaDEX Fund implied volatility reflects the market's expectation of future price movement: when FAB IV rises, option premiums increase, creating opportunities for sellers, and when it drops, buyers can find cheaper contracts. Use our scanner to monitor First Trust Multi Cap Value AlphaDEX Fund's implied volatility current levels in real time and filter for high-probability trades.

Implied volatility is derived from option prices using models like Black-Scholes and represents the annualized expected move of an underlying stock. For FAB, tracking metrics like FAB IV rank helps traders understand whether current implied volatility is historically high or low. IV rank compares today's reading against the past year's range — a high rank on FAB signals rich premiums and potential mean-reversion, while a low rank may favor long options strategies.

The First Trust Multi Cap Value AlphaDEX Fund is an exchange-traded fund. The investment objective of the Fund is to seek investment results that correspond generally to the price and yield, before fees and expenses, of an equity index called the Nasdaq AlphaDEX Multi Cap Value Index.

Premium sellers, directional traders, and spread builders all need the same starting point: a clear read on where FAB implied volatility sits today versus where it has been. Our scanner ranks First Trust Multi Cap Value AlphaDEX Fund implied volatility against its historical range, surfaces extremes in FAB IV rank, and pairs every reading with the trades that exploit it. Stop guessing whether First Trust Multi Cap Value AlphaDEX Fund IV is rich or cheap — measure it, then act on it.

Implied Volatility

IV Rank
36.11%IV Rank
Moderate

IV is below its typical range - premiums look reasonable for buyers.

Implied Volatility (30d)16.96%

IV Rank36.11%

Historical Volatility (30d)8.76%

IV - HV+8.20%

As of September 15, 2026

Trade options with IV on your side

Track FAB IV rank across every expiration, spot where volatility is elevated, and identify high-probability setups before the window closes.

Start your 14-day free trial