Tracking BTC historical volatility helps you see how much Grayscale Bitcoin Mini Trust ETF's stock price has actually moved, giving you a baseline for whether option premiums look fair, cheap, or expensive. While implied volatility shows what the market expects, BTC's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor BTC 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.
Historical volatility is the annualized standard deviation of a stock's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. BTC's 30 day historical volatility, or BTC HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing BTC's HV to its implied volatility reveals the volatility risk premium. When IV sits well above HV, options are pricing in more movement than the stock has actually delivered, giving option sellers an edge. When HV runs hot relative to IV, options are pricing in less movement than the stock has delivered, and buyers may be underpaying for it.
Grayscale Bitcoin Mini Trust ETF is solely and passively invested in Bitcoin. Its investment objective is to reflect the value of Bitcoin held by the Trust, less expenses and other liabilities. Bitcoin is a digital asset that is created and transmitted through the operations of the peer-to-peer Bitcoin Network, a decentralized network of computers that operates on cryptographic protocols. The Bitcoin Network allows people to exchange tokens of value, Bitcoins, which are recorded on a public transaction ledger known as a Blockchain.
