Implied Volatility (Mean) (30-Day)
Implied Volatility (Mean): The forecasted future volatility of the security over the selected time frame, derived from the average of the put and call implied volatilities for options with the relevant expiration date.
Dimensional U.S. Core Equity 2 ETF (DFAC) had 30-Day Implied Volatility (Mean) of 0.2313 for 2025-02-21.
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