← 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:
35.8%
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 Yield | 1.46% ($0.36) |
| Next Dividend Date | 6/21/2023 (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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