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

Implied Volatility:
77.4%

Dimensional U.S. Targeted Value ETF has an Implied Volatility (IV) of 77.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for DFAT is 52 and the Implied Volatility Percentile (IVP) is 94. The current Implied Volatility Index for DFAT is 1.44 standard deviations away from its 1 year mean.

Market Cap$6.27B
Dividend Yield1.83% ($0.72)
Next Dividend Date12/20/2022 (79d)
Implied Volatility (IV) 30d
77.41
Implied Volatility Rank (IVR) 1y
52.00
Implied Volatility Percentile (IVP) 1y
94.40
Historical Volatility (HV) 30d
26.26
IV / HV
2.95
Open Interest
1.00

Data was calculated after the 9/30/2022 closing.

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