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DFAC - Dimensional U.S. Core Equity 2 ETF
Implied Volatility Analysis

Implied Volatility:
45.7%

Dimensional U.S. Core Equity 2 ETF has an Implied Volatility (IV) of 45.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for DFAC is 13 and the Implied Volatility Percentile (IVP) is 38. The current Implied Volatility Index for DFAC is -0.31 standard deviations away from its 1 year mean.

Market Cap$13.76B
Dividend Yield1.44% ($0.34)
Next Dividend Date9/20/2022 (82d)
Implied Volatility (IV) 30d
45.69
Implied Volatility Rank (IVR) 1y
12.91
Implied Volatility Percentile (IVP) 1y
37.73
Historical Volatility (HV) 30d
27.52
IV / HV
1.66
Open Interest
1.00

Data was calculated after the 6/29/2022 closing.

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