ProShares Ether ETF (EETH) Historical Volatility

Tracking EETH historical volatility helps you see how much ProShares Ether ETF's stock price has actually moved over past periods, giving you a baseline to judge whether current option premiums are fair, cheap, or expensive. While implied volatility tells you what the market expects, ProShares Ether ETF's HV tells you what really happened. Use our scanner to monitor EETH 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 an underlying's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. The EETH 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing ProShares Ether ETF's HV to its implied volatility reveals the volatility risk premium — when IV sits well above HV, option sellers tend to have an edge; when HV runs hot relative to IV, buyers may be underpaying for movement.

EETH seeks to mirror the performance of ether (ETH) through standardized futures contracts traded on the Chicago Mercantile Exchange (CME). The fund invests primarily in USD cash-settled, front-month CME ether futures contracts while also considering back-month contracts. To maintain its exposure to ether, the fund replaces expiring futures contracts with new ones having later expiration dates. Additionally, the fund may utilize proceeds from reverse repurchase agreements as leverage to achieve the desired level of exposure. Investments are made via a wholly-owned Cayman Island subsidiary, capped at 25% at each quarter end.

Note that investing in ETH futures carries high risk, including the potential for total loss.

Sizing a long premium trade, modeling a covered call, or hunting volatility arbitrage all come back to one question: how much has the stock actually moved? Our scanner puts ProShares Ether ETF's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where EETH HV is running hot, cold, or in line. Make the EETH 30 day historical volatility — and every other window — work for your edge instead of against it.