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First Trust Emerging Markets AlphaDEX FEM 33.49 0.63 1.92%

FEM Historical Options Analysis

Explore FEM (First Trust Emerging Markets AlphaDEX) historical options data, volatility, Greeks and positioning. Compare signals over time in the free Historical Lab preview.

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

FEM / Comparative study

3 signals / 501 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z -0.64
12.09
Mean
25.14
Window
--
ATM IV z -0.49
0.32
Mean
0.48
Window
+44.5%
IV Percentile z -0.48
41.04
Mean
57.79
Window
--
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.82 0.69
ATM IV 0.82 1.00 0.70
IV Percent... 0.69 0.70 1.00
Source observations

Data inspector

1-50 of 501
  • 1 / 11
Date Close IV Rank ATM IV IV Percentile
2026-09-21 33.49 12.09 0.32 41.04
2026-09-18 32.86 14.11 0.36 46.83
2026-09-17 32.93 13.91 0.36 46.43
2026-09-16 32.54 10.37 0.28 34.13
2026-09-15 32.68 14.58 0.37 47.22
2026-09-14 32.88 13.64 0.35 45.42
2026-09-11 33.44 10.74 0.29 34.92
2026-09-10 33.22 11.7 0.31 38.1
2026-09-09 33.81 7.93 0.23 25.4
2026-09-08 33.45 6.15 0.19 16.67
2026-09-07 33.57 6.65 0.2 17.93
2026-09-04 33.57 5.58 0.17 15.08
2026-09-03 33.4 6.12 0.19 15.87
2026-09-02 33.32 6.55 0.2 16.67
2026-09-01 33.17 7.18 0.21 19.12
2026-08-31 33.01 7.8 0.22 22
2026-08-28 33 7.43 0.21 20.72
2026-08-27 33.28 6.31 0.19 15.94
2026-08-26 33.01 10.42 0.28 30.28
2026-08-25 32.99 7.41 0.21 19.92
2026-08-24 32.58 9.11 0.25 27.6
2026-08-21 32.88 7.56 0.22 20.32
2026-08-20 32.55 85.09 1.92 99.2
2026-08-19 32.61 62.19 1.42 96.81
2026-08-18 32.39 47.32 1.09 92.03
2026-08-17 32.85 18.53 0.46 45.2
2026-08-14 32.39 30.52 0.72 72.91
2026-08-13 32.28 26.97 0.64 58.96
2026-08-12 32.45 27.55 0.66 61.75
2026-08-11 32.01 100 2.25 100
2026-08-10 32.17 24.17 0.52 48.8
2026-08-07 32.21 21.49 0.47 45.42
2026-08-06 32.15 62.91 1.28 96.81
2026-08-05 31.99 60.42 1.23 96.02
2026-08-04 32.07 55.78 1.14 94.82
2026-08-03 31.12 61.81 1.26 96.8
2026-07-31 30.78 61.04 1.24 96.81
2026-07-30 30.54 58.96 1.2 96.81
2026-07-29 29.88 15.56 0.35 39.04
2026-07-28 30.55 38.84 0.81 84.46
2026-07-27 31.07 38.88 0.81 84.8
2026-07-24 31.04 37.1 0.77 80.08
2026-07-23 31.49 37.22 0.78 80.88
2026-07-22 31.91 35.8 0.75 78.09
2026-07-21 31.39 36.65 0.77 79.68
2026-07-20 30.56 33.38 0.7 74.8
2026-07-17 30.82 15.98 0.36 39.04
2026-07-16 31.34 34.07 0.72 76.89
2026-07-15 31.85 33.97 0.71 76.49
2026-07-14 31.66 34.63 0.73 78.09