First Trust S&P REIT Index Fund

FRIAMEX · USD
30.30USD-0.26 (-0.86%)

First Trust S&P REIT Index Fund (FRI) Implied Volatility Current

FRI implied volatility is 9%. IV Rank is 0%, placing current premiums in the bottom of their 52-week range.

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Tracking FRI implied volatility helps you identify when options premiums on First Trust S&P REIT Index Fund are historically cheap or expensive, and where the best trades are hiding. First Trust S&P REIT Index Fund implied volatility reflects the market's expectation of future price movement: when FRI 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 S&P REIT Index 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 FRI, tracking metrics like FRI 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 FRI signals rich premiums and potential mean-reversion, while a low rank may favor long options strategies.

The First Trust S&P REIT Index Fund is an exchange-traded fund. This exchange-traded Fund seeks investment results that correspond generally to the price and yield (before the Fund's fees and expenses) of an equity index called the S&P United States REIT Index.

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

Implied Volatility

IV Rank
0.40%IV Rank
Low

IV is compressed vs the past year - options are relatively cheap, favoring buyers.

Implied Volatility (30d)8.58%

IV Rank0.40%

Historical Volatility (30d)9.80%

IV - HV-1.22%

As of September 17, 2026

Trade options with IV on your side

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

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