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DFIP - Dimensional Inflation-Protected Securities ETF
Implied Volatility Analysis

Implied Volatility:
30.4%

Dimensional Inflation-Protected Securities ETF has an Implied Volatility (IV) of 30.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for DFIP is 3 and the Implied Volatility Percentile (IVP) is 7. The current Implied Volatility Index for DFIP is -1.61 standard deviations away from its 1 year mean.

Market Cap$245.12M
Dividend Yield4.89% ($2.03)
Next Dividend Date10/18/2022 (17d)
Implied Volatility (IV) 30d
30.45
Implied Volatility Rank (IVR) 1y
2.82
Implied Volatility Percentile (IVP) 1y
6.52
Historical Volatility (HV) 30d
12.67
IV / HV
2.40

Data was calculated after the 9/29/2022 closing.

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