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First Trust Switzerland AlphaDEX Fund FSZ 79.38 1.28 1.63%

FSZ Historical Options Analysis

Explore FSZ (First Trust Switzerland AlphaDEX Fund) 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

FSZ / Comparative study

3 signals / 507 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z -0.30
20.55
Mean
30.62
Window
-79.5%
ATM IV z -0.39
0.28
Mean
0.39
Window
+6.5%
IV Percentile z 0.06
59.09
Mean
57.04
Window
--
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.59 0.70
ATM IV 0.59 1.00 0.67
IV Percent... 0.70 0.67 1.00
Source observations

Data inspector

1-50 of 507
  • 1 / 11
Date Close IV Rank ATM IV IV Percentile
2026-09-21 79.38 20.55 0.28 59.09
2026-09-18 78.1 10.47 0.17 27.91
2026-09-17 77.94 3.77 0.1 7.14
2026-09-16 77.18 13.29 0.2 31.71
2026-09-15 77.66 7.69 0.15 22.5
2026-09-14 78.24 4.59 0.11 12.82
2026-09-11 79.09 -- -- --
2026-09-10 79.36 -- -- --
2026-09-09 80.13 14.59 0.22 31.58
2026-09-08 81.12 23.37 0.31 64.86
2026-09-07 81.07 21.07 0.28 55.56
2026-09-04 81.07 19.95 0.27 51.43
2026-09-03 81.52 20.54 0.28 52.94
2026-09-02 80.8 14.91 0.22 36.36
2026-09-01 80.56 12.06 0.19 31.25
2026-08-31 81.43 16.46 0.24 35.48
2026-08-28 81.92 19.63 0.27 43.33
2026-08-27 82.72 22.05 0.29 55.17
2026-08-26 82.72 21.48 0.29 50
2026-08-25 83.09 21.86 0.29 51.85
2026-08-24 82.62 19.87 0.27 50
2026-08-21 82.68 -- -- --
2026-08-20 82.51 100 1.1 100
2026-08-19 82.91 100 0.86 100
2026-08-18 82.03 90.46 0.58 95.65
2026-08-17 82.98 100 0.64 100
2026-08-14 83.15 26.49 0.5 95.45
2026-08-13 83.28 25.25 0.48 90.91
2026-08-12 82.92 21.37 0.42 81.82
2026-08-11 82.93 21.48 0.42 81.82
2026-08-10 82.86 19.15 0.38 80.95
2026-08-07 83.34 18.12 0.36 72.73
2026-08-06 82.83 15.86 0.33 63.64
2026-08-05 83.04 16.04 0.33 63.64
2026-08-04 82.93 15.81 0.33 59.09
2026-08-03 82.01 11.39 0.25 57.14
2026-07-31 81.68 8.9 0.21 45.45
2026-07-30 82.39 11.23 0.25 45.45
2026-07-29 80.2 -- -- --
2026-07-28 80.69 2.71 0.11 17.39
2026-07-27 80.05 -- -- --
2026-07-24 79.76 1.83 0.1 8.33
2026-07-23 79.98 2.57 0.11 8.33
2026-07-22 80.81 0 0.07 0
2026-07-21 82 3.5 0.14 12.5
2026-07-20 81.08 0 0.09 0
2026-07-17 82.06 0 0.13 0
2026-07-16 82.29 0 0.14 0
2026-07-15 83.27 1.95 0.18 4.17
2026-07-14 82.55 0 0.15 0