← Back to Stock / ETF implied volatility screenerDFAT - Dimensional U.S. Targeted Value ETF
DFAT - Dimensional U.S. Targeted Value ETF
Implied Volatility Analysis
Implied Volatility:
44.6%
44.6%
Dimensional U.S. Targeted Value ETF has an Implied Volatility (IV) of 44.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for DFAT is 12 and the Implied Volatility Percentile (IVP) is 14. The current Implied Volatility Index for DFAT is -0.96 standard deviations away from its 1 year mean.
| Market Cap | $8.32B |
|---|---|
| Dividend Yield | 1.20% ($0.59) |
| Next Dividend Date | 3/21/2023 (1d) ! |
| Implied Volatility (IV) 30d | 44.64 |
| Implied Volatility Rank (IVR) 1y | 11.87 |
| Implied Volatility Percentile (IVP) 1y | 13.68 |
| Historical Volatility (HV) 30d | 25.15 |
| IV / HV | 1.77 |
| Open Interest | 28.00 |
Data was calculated after the 3/17/2023 closing.
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