First Trust Europe AlphaDEX Fund

FEPNASDAQ · USD
56.11USD-0.98 (-1.72%)

First Trust Europe AlphaDEX Fund (FEP) Implied Volatility Current

FEP's 30 day implied volatility is 21.67%, with an IV Rank of 63.49%. This is an average IV Rank versus the past year, meaning First Trust Europe AlphaDEX Fund options are fairly priced and currently offer no clear edge to buyers or sellers. FEP's 30 day historical volatility sits at 17.05%, which means implied volatility is running 4.62 points above historical volatility, as of Nov 5, 2026.

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Tracking FEP implied volatility helps you spot when First Trust Europe AlphaDEX Fund options are historically cheap or expensive, and where the best trades are hiding. When FEP IV rises, premiums increase and sellers get more attractive pricing, and when it drops, buyers find cheaper contracts. Use our scanner to monitor FEP implied volatility current levels in real time and filter for high probability trades.

Implied volatility is derived from option prices and represents the annualized expected move of a stock. Tracking FEP IV rank helps you see whether FEP's implied volatility is historically high or low, since IV rank compares today's reading against the past year's range. A high rank signals relatively expensive premiums and tends to favor sellers, a low rank signals relatively cheap premiums and tends to favor buyers.

The First Trust Europe 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 the Fund's fees and expenses, of an equity index called the Nasdaq AlphaDEX Europe Index.

Implied Volatility

IV Rank
63.49%IV Rank
Moderate

IV is slightly elevated. Premiums are richer, leaning toward sellers.

Implied Volatility (30d)21.67%

IV Rank63.49%

Historical Volatility (30d)17.05%

IV Minus HV+4.62%

As of Nov 5, 2026

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