First Trust Small Cap Core Alphadex (FYX)'s 30-day implied volatility (IV30) was 21.1% at the close on November 5, 2026, up from 16.3% the day before, against a 52-week range of 13.0% to 32.5%. Its 20-day historical volatility was 17.3%.

Key numbers

30-day implied volatility (IV30): 21.1%
IV30 52-week range: 13.0% to 32.5% (median 18.3%)
Historical volatility: 20-day 17.3%, 1-year 18.8%
Implied move by the nearest expiration: ±1.0%

Data as of November 5, 2026.

FYX Implied Volatility (IV) vs Historical Volatility (HV)

Name: FYX Implied Volatility
Creator: Market Chameleon