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

Implied Volatility:
35.8%

Dimensional U.S. Core Equity 2 ETF has an Implied Volatility (IV) of 35.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for DFAC is 11 and the Implied Volatility Percentile (IVP) is 6. The current Implied Volatility Index for DFAC is -0.98 standard deviations away from its 1 year mean.

Market Cap$17.49B
Dividend Yield1.46% ($0.36)
Next Dividend Date6/21/2023 (84d)
Implied Volatility (IV) 30d
35.82
Implied Volatility Rank (IVR) 1y
10.92
Implied Volatility Percentile (IVP) 1y
5.95
Historical Volatility (HV) 30d
18.64
IV / HV
1.92
Open Interest
60.00

Data was calculated after the 3/28/2023 closing.

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