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DFUV - Dimensional US Marketwide Value ETF
Implied Volatility Analysis

Implied Volatility:
76.8%

Dimensional US Marketwide Value ETF has an Implied Volatility (IV) of 76.8% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for DFUV is 67 and the Implied Volatility Percentile (IVP) is 81. The current Implied Volatility Index for DFUV is 0.93 standard deviations away from its 1 year mean.

Market Cap$7.00B
Dividend Yield1.06% ($0.31)
Next Dividend Date12/20/2022 (77d)
Implied Volatility (IV) 30d
76.83
Implied Volatility Rank (IVR) 1y
67.00
Implied Volatility Percentile (IVP) 1y
81.25
Historical Volatility (HV) 30d
26.95
IV / HV
2.85
Open Interest
29.00

Data was calculated after the 10/3/2022 closing.

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