Dimensional U.S. Small Cap ETF (DFAS) Historical Volatility

Tracking DFAS historical volatility helps you see how much Dimensional U.S. Small Cap ETF's stock price has actually moved over past periods, giving you a baseline to judge whether current option premiums are fair, cheap, or expensive. While implied volatility tells you what the market expects, Dimensional U.S. Small Cap ETF's HV tells you what really happened. Use our scanner to monitor DFAS 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.

Historical volatility is the annualized standard deviation of an underlying's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. The DFAS 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Dimensional U.S. Small Cap ETF's HV to its implied volatility reveals the volatility risk premium — when IV sits well above HV, option sellers tend to have an edge; when HV runs hot relative to IV, buyers may be underpaying for movement.

The fund, using a market capitalization weighted approach, is designed to generally purchase a broad and diverse group of securities of U.S. small cap companies. As a non-fundamental policy, normally, the fund will invest at least 80% of its net assets in securities of small cap U.S. companies. The fund may purchase or sell futures contracts and options on futures contracts for U.S. equity securities and indices, to increase or decrease equity market exposure based on actual or expected cash inflows to or outflows from the Portfolio.

Sizing a long premium trade, modeling a covered call, or hunting volatility arbitrage all come back to one question: how much has the stock actually moved? Our scanner puts Dimensional U.S. Small Cap ETF's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where DFAS HV is running hot, cold, or in line. Make the DFAS 30 day historical volatility — and every other window — work for your edge instead of against it.