← 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:
42.7%
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 Yield | 1.41% ($0.35) |
| Next Dividend Date | 12/20/2022 (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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