Implied Volatility (Mean) (150-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 High Profitability ETF (DIHP) had 150-Day Implied Volatility (Mean) of 0.2120 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1956
Historical Volatility (Parkinson)	0.1330
Implied Volatility (Calls)	0.2093
Implied Volatility (Puts)	0.2147
Implied Volatility (Mean)	0.2120
Put-Call Implied Volatility Ratio	1.0258
Implied Volatility Skew	0.0848
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--