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

Implied Volatility:
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 Yield1.20% ($0.59)
Next Dividend Date3/21/2023 (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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