FEP Option Overview
First Trust Europe AlphaDEX Fund (FEP) 30-day implied volatility was 33.0%, with an IV rank of 12, near the bottom of its one-year range.
About FEP
Option Chain Statistics
This table provides a comprehensive overview of all FEP options grouped by their expiration dates.
| Expiration | Volume Total |
Volume Put-Call Ratio |
OI Total |
OI Put-Call Ratio |
IV | Expected Move | Max Pain (vs cur) |
|---|---|---|---|---|---|---|---|
| Nov 20, 2026 8 DTE monthly11/20/26 (m) 8 DTE | 0 | 0 | 0 | 0 | 55.06% | ±1.84 (3.2%) | 50.00 -13.12% |
| Dec 18, 2026 36 DTE monthly12/18/26 (m) 36 DTE | 0 | 0 | 0 | 0 | 27.0% | ±2.56 (4.45%) | 49.00 -14.86% |
| Mar 19, 2027 127 DTE monthly3/19/27 (m) 127 DTE | 0 | 0 | 0 | 0 | 26.38% | ±4.56 (7.91%) | 49.00 -14.86% |
| Jun 17, 2027 217 DTE weekly6/17/27 (w) 217 DTE | 0 | 0 | 0 | 0 | 19.29% | ±6.41 (11.14%) | 47.00 -18.33% |
| Totals | 0 | 0 | 0 | 0 |
FEP Options FAQ
How actively are FEP options traded?
0 calls and 0 puts traded on Nov 11, 2026, 0 contracts in total. Over the past 30 days, volume averaged 0 contracts per day. The FEP option volume chart shows volume by strike and expiration date.
Is FEP implied volatility high right now?
FEP IV rank is 4, so its 30-day implied volatility of 21.4% is near the bottom of its one-year range. Over the past year it ranged from 15.3% on Jan 23, 2026 to 158.6% on Oct 16, 2026. See the FEP implied volatility history for a longer view.
What is the FEP put/call ratio?
The FEP put/call volume ratio was 0.00 on Nov 11, 2026, which signals bullish sentiment. The FEP open interest chart shows calls and puts at each strike.
What is FEP max pain this week?
As of the Nov 11, 2026 close, max pain for FEP options about one week from expiration was $50.03, 12.7% below the $57.29 close. The FEP max pain chart shows it for every expiration date.
What is FEP's expected move over the next week?
Based on 7-day implied volatility of 28.2%, options price a move of about ±$2.24 (±3.9%) over the next week, a range of roughly $55.05 to $59.53 from the Nov 11, 2026 close. The FEP expected move chart shows it for every expiration date.