← Back to Stock / ETF implied volatility screenerDFAC - Dimensional U.S. Core Equity 2 ETF
DFAC - Dimensional U.S. Core Equity 2 ETF
Implied Volatility Analysis
Implied Volatility:
45.7%
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 Yield | 1.44% ($0.34) |
| Next Dividend Date | 9/20/2022 (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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