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 High Profitability ETF (DUHP) had 30-Day Implied Volatility (Mean) of 0.2477 for 2025-05-29.

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Volatility Metrics
Historical Volatility (Close-to-Close)	0.1707
Historical Volatility (Parkinson)	0.1125
Implied Volatility (Calls)	0.2426
Implied Volatility (Puts)	0.2528
Implied Volatility (Mean)	0.2477
Put-Call Implied Volatility Ratio	1.0421
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	2.0000