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 US Core Equity 1 ETF (DCOR) had 30-Day Implied Volatility (Mean) of 0.1981 for 2025-05-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1712
Historical Volatility (Parkinson)	0.1066
Implied Volatility (Calls)	0.1930
Implied Volatility (Puts)	0.2031
Implied Volatility (Mean)	0.1981
Put-Call Implied Volatility Ratio	1.0523
Implied Volatility Skew	-0.0051
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--