← 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:
77.4%
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 Yield | 1.83% ($0.72) |
| Next Dividend Date | 12/20/2022 (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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