← Back to Stock / ETF implied volatility screener

DFAS - Dimensional U.S. Small Cap ETF
Implied Volatility Analysis

Implied Volatility:
59.0%

Dimensional U.S. Small Cap ETF has an Implied Volatility (IV) of 59.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for DFAS is 36 and the Implied Volatility Percentile (IVP) is 65. The current Implied Volatility Index for DFAS is 0.29 standard deviations away from its 1 year mean.

Market Cap$4.07B
Dividend Yield3.93% ($1.85)
Next Dividend Date12/20/2022 (84d)
Implied Volatility (IV) 30d
58.99
Implied Volatility Rank (IVR) 1y
36.32
Implied Volatility Percentile (IVP) 1y
65.22
Historical Volatility (HV) 30d
22.03
IV / HV
2.68
Open Interest
14.00

Data was calculated after the 9/26/2022 closing.

Sign up for our upcoming FREE newsletter!
  • Concrete option trades for the upcoming day
  • Portfolios with backtested profitable option strategies
  • It's free. Contains just value. Unsubscribe any time.
We'll never share your email with anyone else.