Implied Volatility (Mean) (180-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 High Profitability ETF (DUHP) had 180-Day Implied Volatility (Mean) of 0.1899 for 2025-05-30.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.2251
Historical Volatility (Parkinson)	0.1767
Implied Volatility (Calls)	0.1791
Implied Volatility (Puts)	0.2007
Implied Volatility (Mean)	0.1899
Put-Call Implied Volatility Ratio	1.1207
Implied Volatility Skew	0.0594
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--