Dimensional US Core Equity Market ETF

DFAUAMEX · USD
50.91USD+0.13 (+0.26%)

Dimensional US Core Equity Market ETF (DFAU) Implied Volatility Current

DFAU's 30 day implied volatility is 24.57%, with an IV Rank of 51.19%. This is an average IV Rank versus the past year, meaning Dimensional US Core Equity Market ETF options are fairly priced and currently offer no clear edge to buyers or sellers. DFAU's 30 day historical volatility sits at 16.49%, which means implied volatility is running 8.08 points above historical volatility, as of Nov 5, 2026.

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Tracking DFAU implied volatility helps you spot when Dimensional US Core Equity Market ETF options are historically cheap or expensive, and where the best trades are hiding. When DFAU IV rises, premiums increase and sellers get more attractive pricing, and when it drops, buyers find cheaper contracts. Use our scanner to monitor DFAU implied volatility current levels in real time and filter for high probability trades.

Implied volatility is derived from option prices and represents the annualized expected move of a stock. Tracking DFAU IV rank helps you see whether DFAU's implied volatility is historically high or low, since IV rank compares today's reading against the past year's range. A high rank signals relatively expensive premiums and tends to favor sellers, a low rank signals relatively cheap premiums and tends to favor buyers.

The fund will invest in companies of all sizes, with increased exposure to smaller capitalization, lower relative price, and higher profitability companies as compared to their representation in the U.S. Universe. As a non-fundamental policy, under normal circumstances, it will invest at least 80% of its net assets in equity securities of U.S. companies. The Advisor may also increase or reduce the fund's exposure to an eligible company, or exclude a company, based on shorter-term considerations, such as a company's price momentum and investment characteristics.

Implied Volatility

IV Rank
51.19%IV Rank
Moderate

IV is slightly elevated. Premiums are richer, leaning toward sellers.

Implied Volatility (30d)24.57%

IV Rank51.19%

Historical Volatility (30d)16.49%

IV Minus HV+8.08%

As of Nov 5, 2026

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