Implied Volatility (Mean) (120-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 International Core Equity 2 ETF (DFIC) had 120-Day Implied Volatility (Mean) of 0.2947 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.2188
Historical Volatility (Parkinson)	0.1470
Implied Volatility (Calls)	0.2943
Implied Volatility (Puts)	0.2951
Implied Volatility (Mean)	0.2947
Put-Call Implied Volatility Ratio	1.0026
Implied Volatility Skew	0.0337
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	1.0000