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

Implied Volatility:
42.7%

Dimensional U.S. Core Equity 2 ETF has an Implied Volatility (IV) of 42.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for DFAC is 12 and the Implied Volatility Percentile (IVP) is 16. The current Implied Volatility Index for DFAC is -0.85 standard deviations away from its 1 year mean.

Market Cap$16.23B
Dividend Yield1.41% ($0.35)
Next Dividend Date12/20/2022 (12d) !
Implied Volatility (IV) 30d
42.71
Implied Volatility Rank (IVR) 1y
11.97
Implied Volatility Percentile (IVP) 1y
15.81
Historical Volatility (HV) 30d
25.44
IV / HV
1.68
Open Interest
59.00

Data was calculated after the 12/7/2022 closing.

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