The at-the-money implied volatility for First Trust Europe AlphaDEX Fund (FEP) options expiring Nov 20, 2026 (8 DTE) is 59.2%.
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Implied Volatility Stats
Showing results for 2026-11-20(m), calls & puts
| Expiration Date | Avg IV |
|---|---|
| 2026-11-20(m) calls | 41.75% |
| 2026-11-20(m) puts | 73.88% |
FEP Volatility Skew FAQ
What is volatility skew?
Volatility skew is the difference in implied volatility between options at different strike prices. A steeper skew means traders are paying more for options on one side, usually downside puts used as protection.
What is FEP's one-year implied volatility range?
Over the past year, FEP 30-day implied volatility ranged from 15.3% on Jan 23, 2026 to 158.6% on Oct 16, 2026.
How has FEP implied volatility changed recently?
FEP 30-day implied volatility went from 25.8% on Oct 14, 2026 to 21.4% on Nov 11, 2026. See the FEP implied volatility history for a longer view.
Related Charts
IV History
Track implied volatility changes over time