DFAR · IV Rank History

DFA Real Estate Securities Portfolio ETF Class Shares · ETF

IV rank shows where DFAR's implied volatility sits within its own recent range: 0 is the lowest reading in the window, 100 the highest. This page gives the 52-week version, the 90-session version our screeners use, the IV percentile, and the daily history.

DFAR's 30-day at-the-money implied volatility was 26.0% as of Oct 22, 2026. Its 52-week IV rank is 4 and its IV percentile is 2%: IV was lower on 2% of the past year's sessions. Over those 52 weeks it ranged from 21.0% (Oct 16, 2026) to 158.5% (Sep 28, 2026). On the 90-session window our screeners use, the IV rank is 4.

DFAR IV rank history

504 sessions

Filled line: 90-session IV rank (0–100, left axis). Dashed line: 30-day at-the-money implied volatility (right axis).

DFAR IV rank and implied volatility as of 2026-10-22

52-Week IV Rank
4
0 = year low, 100 = year high
IV Percentile
2%
of past-year sessions had lower IV
90-Session IV Rank
4
used by our screeners
30-Day ATM IV
26.0%
1-year average 41.0%
52-Week IV High
158.5%
2026-09-28
52-Week IV Low
21.0%
2026-10-16
History Since
2023-05-02
845 sessions

How these are measured. Implied volatility here is DFAR's 30-day at-the-money IV: the implied volatility of the calls and puts struck nearest the share price, blended between the expirations on either side of 30 days so every reading covers the same horizon. It's the IV level options traders usually quote, and it doesn't jump when the nearest expiration rolls from a weekly to a monthly. The 7-day figure is the same measure a week out, so it reacts first to near-term events such as earnings.

52-week IV rank = (today's IV − 52-week low) ÷ (52-week high − 52-week low) × 100. IV percentile is the share of the past year's sessions that closed with lower IV than today. The 90-session IV rank applies the same rank formula to the last 90 sessions, so it reacts faster.

A high reading means DFAR options are expensive relative to their own recent history, which is common ahead of earnings or after a sharp move. It says nothing about which way the stock will go. The Vol Arb Screener ranks every tracked symbol by these measures.

DFAR implied volatility by month

MonthAvg ATM IVHighLowAvg IV Rank (90-session)
Oct 2026 (to date) 29.6% 39.2% 21.0% 4
Sep 2026 47.1% 158.5% 28.0% 35
Aug 2026 38.1% 58.3% 30.2% 28
Jul 2026 38.7% 59.3% 26.2% 29
Jun 2026 49.2% 72.1% 24.8% 59
May 2026 39.6% 51.3% 33.0% 41
Apr 2026 44.5% 60.6% 39.4% 59
Mar 2026 45.8% 53.8% 38.3% 72
Feb 2026 37.9% 47.1% 25.2% 51
Jan 2026 37.2% 50.2% 29.7% 55
Dec 2025 40.3% 48.0% 30.9% 68
Nov 2025 42.0% 51.5% 33.8% 80
Oct 2025 33.9% 46.9% 24.4% 58
Sep 2025 27.9% 41.6% 19.6% 30
Aug 2025 30.9% 46.3% 15.3% 18
Jul 2025 31.6% 43.0% 24.9% 8
Jun 2025 36.6% 45.0% 28.8% 13
May 2025 47.5% 55.6% 37.4% 32
Apr 2025 62.8% 98.7% 30.1% 56
Mar 2025 37.8% 56.3% 27.1% 27
Feb 2025 42.4% 51.0% 29.5% 36
Jan 2025 39.3% 62.6% 23.0% 28
Dec 2024 64.5% 77.2% 51.7% 67
Nov 2024 44.7% 57.3% 31.0% 36
Oct 2024 35.9% 52.9% 22.4% 18
Sep 2024 51.9% 73.0% 32.3% 39
Aug 2024 53.5% 84.9% 35.4% 61
Jul 2024 41.4% 48.6% 36.3% 50
Jun 2024 48.8% 55.8% 35.9% 82
May 2024 39.9% 45.9% 30.5% 62
Apr 2024 40.3% 48.7% 31.8% 74
Mar 2024 31.0% 34.9% 26.7% 48
Feb 2024 32.8% 37.4% 27.7% 52
Jan 2024 32.1% 41.7% 25.9% 52
Dec 2023 29.8% 35.1% 20.7% 44
Nov 2023 29.3% 39.1% 23.8% 49
Oct 2023 35.2% 43.8% 27.1% 69
Sep 2023 30.4% 35.4% 18.9% 53
Aug 2023 27.8% 34.1% 20.2% 44
Jul 2023 25.8% 32.3% 14.6% 36
Jun 2023 25.8% 44.5% 16.2% 41
May 2023 27.5% 38.0% 16.4% 67

DFAR IV rank: last 30 sessions

DateIV Rank (90-session)30-Day ATM IV7-Day ATM IV
2026-10-22 4 26.0% —
2026-10-21 7 30.0% —
2026-10-20 5 27.8% —
2026-10-19 6 29.7% —
2026-10-16 0 21.0% —
2026-10-15 3 29.4% —
2026-10-14 1 25.7% 272.0%
2026-10-13 0 25.1% 129.6%
2026-10-12 2 27.6% 142.0%
2026-10-09 8 35.3% 85.7%
2026-10-08 9 36.6% 85.9%
2026-10-07 2 27.5% 50.1%
2026-10-06 6 32.8% 62.3%
2026-10-05 3 28.8% 46.4%
2026-10-02 4 30.4% 45.6%
2026-10-01 11 39.2% 61.5%
2026-09-30 9 37.2% 48.6%
2026-09-29 11 39.0% 61.1%
2026-09-28 100 158.5% 123.4%
2026-09-25 46 50.6% 68.0%
2026-09-24 22 37.4% —
2026-09-23 100 80.7% —
2026-09-22 7 28.0% —
2026-09-21 24 36.0% —
2026-09-18 25 36.7% —
2026-09-17 25 36.5% —
2026-09-16 25 36.9% 143.7%
2026-09-15 26 37.1% 92.7%
2026-09-14 21 34.6% 117.9%
2026-09-11 25 36.5% 56.0%

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.