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DFAX - Dimensional World ex U.S. Core Equity 2 ETF
Implied Volatility Analysis

Implied Volatility:
63.5%

Dimensional World ex U.S. Core Equity 2 ETF has an Implied Volatility (IV) of 63.5% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for DFAX is 17 and the Implied Volatility Percentile (IVP) is 47. The current Implied Volatility Index for DFAX is -0.42 standard deviations away from its 1 year mean.

Market Cap$4.15B
Dividend Yield4.10% ($0.78)
Next Dividend Date12/20/2022 (82d)
Implied Volatility (IV) 30d
63.54
Implied Volatility Rank (IVR) 1y
17.32
Implied Volatility Percentile (IVP) 1y
46.71
Historical Volatility (HV) 30d
22.48
IV / HV
2.83
Open Interest
33.00

Data was calculated after the 9/28/2022 closing.

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