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DFSV - Dimensional US Small Cap Value ETF
Implied Volatility Analysis

Implied Volatility:
83.0%

Dimensional US Small Cap Value ETF has an Implied Volatility (IV) of 83.0% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for DFSV is 32 and the Implied Volatility Percentile (IVP) is 69. The current Implied Volatility Index for DFSV is 0.26 standard deviations away from its 1 year mean.

Market Cap$484.50M
Dividend Yield0.20% ($0.05)
Next Dividend Date9/20/2022 (1d) !
Implied Volatility (IV) 30d
83.03
Implied Volatility Rank (IVR) 1y
31.99
Implied Volatility Percentile (IVP) 1y
69.05
Historical Volatility (HV) 30d
24.96
IV / HV
3.33
Open Interest
23.00

Data was calculated after the 9/16/2022 closing.

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