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First Trust Materials AlphaDEX Fund FXZ 80.88 -0.52 -0.64%

FXZ Historical Options Analysis

Explore FXZ (First Trust Materials 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

FXZ / Comparative study

3 signals / 507 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z -0.05
12.84
Mean
13.7
Window
-25.0%
ATM IV z -0.35
0.28
Mean
0.39
Window
-16.2%
IV Percentile z -0.49
41.02
Mean
54.12
Window
-46.8%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.89 0.65
ATM IV 0.89 1.00 0.73
IV Percent... 0.65 0.73 1.00
Source observations

Data inspector

1-50 of 507
  • 1 / 11
Date Close IV Rank ATM IV IV Percentile
2026-09-21 80.88 12.84 0.28 41.02
2026-09-18 81.4 23.09 0.51 87.94
2026-09-17 82.93 19.69 0.43 82.88
2026-09-16 81.43 22.91 0.51 87.16
2026-09-15 82.23 21.4 0.47 85.21
2026-09-14 81.77 21.14 0.47 85.16
2026-09-11 83.74 16.4 0.36 67.32
2026-09-10 83.65 16.08 0.35 63.81
2026-09-09 85.83 11.86 0.26 33.46
2026-09-08 86.2 16.22 0.36 65.37
2026-09-07 86.02 11.05 0.24 27.73
2026-09-04 86.02 10.61 0.23 24.9
2026-09-03 86.63 9.95 0.22 16.34
2026-09-02 86.39 9.75 0.22 15.56
2026-09-01 84.42 12.74 0.28 37.11
2026-08-31 85.46 11.26 0.25 28.24
2026-08-28 86.02 10.33 0.23 21.09
2026-08-27 87.56 10.43 0.23 23.05
2026-08-26 87.13 10.78 0.24 24.61
2026-08-25 87.47 9.35 0.21 10.55
2026-08-24 86.65 15.92 0.35 58.82
2026-08-21 87.31 10.59 0.23 22.66
2026-08-20 85.4 14.44 0.32 48.83
2026-08-19 84.92 13.58 0.3 41.02
2026-08-18 82.99 14.58 0.32 49.22
2026-08-17 84.69 17.85 0.39 67.45
2026-08-14 83.77 7.05 0.16 0.78
2026-08-13 82.88 17.07 0.38 63.28
2026-08-12 83.97 15.34 0.34 53.13
2026-08-11 83.95 15.63 0.35 55.08
2026-08-10 84.04 9.13 0.2 8.63
2026-08-07 82.95 9.71 0.21 13.28
2026-08-06 80.73 15.33 0.34 51.95
2026-08-05 81.63 14.45 0.32 47.27
2026-08-04 79.88 14.63 0.32 48.05
2026-08-03 77.85 0.02 0.000930 0.39
2026-07-31 76.68 11.09 0.24 23.44
2026-07-30 78 13.2 0.29 36.72
2026-07-29 76.31 12.07 0.27 28.91
2026-07-28 77.78 11.47 0.25 25.78
2026-07-27 77.63 10.08 0.22 15.69
2026-07-24 77.98 13.29 0.29 36.72
2026-07-23 77.83 14.38 0.32 44.53
2026-07-22 78.54 11.16 0.25 23.44
2026-07-21 77.21 16.97 0.37 55.86
2026-07-20 75.1 19.18 0.42 66.67
2026-07-17 75.58 18.32 0.4 62.89
2026-07-16 75.85 11.03 0.24 22.66
2026-07-15 76.98 44.46 0.98 94.92
2026-07-14 77.63 19.25 0.42 67.97