FXN Volatility Skew

The at-the-money implied volatility for First Trust Energy AlphaDEX Fund (FXN) options expiring Dec 18, 2026 (33 DTE) is not available.

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Implied Volatility Stats

Showing results for 2026-12-18(m), calls & puts

Expiration Date Avg IV
2026-12-18(m) calls -%
2026-12-18(m) puts -%

FXN 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 FXN's one-year implied volatility range?

Over the past year, FXN 30-day implied volatility ranged from 31.4% on Oct 1, 2026 to 180.2% on Jan 16, 2026.

How has FXN implied volatility changed recently?

FXN 30-day implied volatility went from 169.0% on Oct 16, 2026 to 108.6% on Nov 13, 2026. See the FXN implied volatility history for a longer view.

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