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DFAT - Dimensional U.S. Targeted Value ETF
Implied Volatility Analysis

Implied Volatility:
67.3%

Dimensional U.S. Targeted Value ETF has an Implied Volatility (IV) of 67.3% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for DFAT is 44 and the Implied Volatility Percentile (IVP) is 80. The current Implied Volatility Index for DFAT is 0.77 standard deviations away from its 1 year mean.

Market Cap$6.18B
Dividend Yield1.69% ($0.68)
Implied Volatility (IV) 30d
67.30
Implied Volatility Rank (IVR) 1y
44.21
Implied Volatility Percentile (IVP) 1y
79.71
Historical Volatility (HV) 30d
32.32
IV / HV
2.08
Open Interest
1.00

Data was calculated after the 6/23/2022 closing.

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