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.