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.