Dimensional US Targeted Value ETF (DFAT)'s 30-day implied volatility (IV30) was 16.4% at the close on October 26, 2026, up from 12.7% the day before, against a 52-week range of 11.2% to 28.3%. Its 20-day historical volatility was 15.1%.

Key numbers

30-day implied volatility (IV30): 16.4%
IV30 52-week range: 11.2% to 28.3% (median 17.2%)
Historical volatility: 20-day 15.1%, 1-year 15.8%
Implied move by the nearest expiration: ±0.8%

Data as of October 26, 2026.

DFAT Implied Volatility (IV) vs Historical Volatility (HV)

Name: DFAT Implied Volatility
Creator: Market Chameleon