First Trust Europe AlphaDEX Fund FEP 58.96 0.57 0.97%
FEP Historical Options Analysis
Explore FEP (First Trust Europe AlphaDEX Fund) historical options data, volatility, Greeks and positioning. Compare signals over time in the free Historical Lab preview.
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
FEP / Comparative study
3 signals / 501 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z --
--
Mean
35.06
Window
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ATM IV
z --
--
Mean
0.24
Window
--
IV Percentile
z --
--
Mean
90.82
Window
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Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.43 | 0.47 |
| ATM IV | 0.43 | 1.00 | 0.19 |
| IV Percent... | 0.47 | 0.19 | 1.00 |
Source observations
Data inspector
1-50 of 501
- 1 / 11
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-09-21 | 58.96 | -- | -- | -- |
| 2026-09-18 | 58.4 | -- | -- | -- |
| 2026-09-17 | 59.31 | 70.73 | 1.04 | 99.6 |
| 2026-09-16 | 58.65 | 64.12 | 0.96 | 99.6 |
| 2026-09-15 | 58.77 | 48 | 0.74 | 99.2 |
| 2026-09-14 | 58.73 | 41.42 | 0.65 | 98.79 |
| 2026-09-11 | 59.56 | 21 | 0.38 | 95.58 |
| 2026-09-10 | 59.39 | 21.67 | 0.38 | 96.79 |
| 2026-09-09 | 60.08 | 13.54 | 0.28 | 80.32 |
| 2026-09-08 | 60.45 | 8.67 | 0.21 | 10.44 |
| 2026-09-07 | 60.35 | 10.24 | 0.23 | 55.24 |
| 2026-09-04 | 60.35 | 6.24 | 0.18 | 6.83 |
| 2026-09-03 | 60.32 | 7.49 | 0.19 | 7.63 |
| 2026-09-02 | 59.59 | 12.78 | 0.26 | 73.49 |
| 2026-09-01 | 59.58 | 11.16 | 0.24 | 63.31 |
| 2026-08-31 | 60.24 | 6.38 | 0.18 | 6.88 |
| 2026-08-28 | 60.36 | 5.33 | 0.16 | 5.65 |
| 2026-08-27 | 60.6 | 2.43 | 0.13 | 1.61 |
| 2026-08-26 | 60.69 | 0 | 0.09 | 0.4 |
| 2026-08-25 | 60.95 | 0 | 0.09 | 0 |
| 2026-08-24 | 60.59 | 0 | 0.11 | 0 |
| 2026-08-21 | 60.55 | 0 | 0.12 | 0 |
| 2026-08-20 | 60.05 | 1.24 | 0.15 | 1.61 |
| 2026-08-19 | 60.1 | 0.44 | 0.14 | 0.4 |
| 2026-08-18 | 59.73 | 3 | 0.17 | 2.82 |
| 2026-08-17 | 60.13 | 0.66 | 0.14 | 0.4 |
| 2026-08-14 | 60.17 | 0 | 0.13 | 0 |
| 2026-08-13 | 59.97 | 0 | 0.15 | 0 |
| 2026-08-12 | 59.9 | 0 | 0.15 | 0 |
| 2026-08-11 | 59.72 | 0.34 | 0.16 | 0.4 |
| 2026-08-10 | 59.62 | 1.72 | 0.18 | 1.21 |
| 2026-08-07 | 60.03 | 0 | 0.16 | 0 |
| 2026-08-06 | 59.68 | 4.37 | 0.22 | 52.42 |
| 2026-08-05 | 59.6 | 4.01 | 0.21 | 2.82 |
| 2026-08-04 | 59.57 | 3.51 | 0.21 | 1.21 |
| 2026-08-03 | 59.13 | 5.78 | 0.24 | 58.3 |
| 2026-07-31 | 59.06 | 5.53 | 0.23 | 57.26 |
| 2026-07-30 | 59.14 | 5.48 | 0.23 | 57.26 |
| 2026-07-29 | 57.83 | 9.64 | 0.28 | 84.27 |
| 2026-07-28 | 57.85 | 9.81 | 0.29 | 85.48 |
| 2026-07-27 | 57.63 | 10.48 | 0.3 | 89.47 |
| 2026-07-24 | 57.59 | 9.57 | 0.28 | 85.08 |
| 2026-07-23 | 57.38 | 10.49 | 0.3 | 89.92 |
| 2026-07-22 | 57.98 | 7.87 | 0.26 | 73.39 |
| 2026-07-21 | 57.65 | 8.95 | 0.28 | 83.06 |
| 2026-07-20 | 57.13 | 10.29 | 0.29 | 89.07 |
| 2026-07-17 | 57.62 | 8.69 | 0.27 | 81.05 |
| 2026-07-16 | 57.75 | 8.06 | 0.26 | 76.21 |
| 2026-07-15 | 58.09 | 6.29 | 0.24 | 65.32 |
| 2026-07-14 | 57.6 | 8.31 | 0.27 | 78.23 |