ProShares Ether ETF

EETHAMEX · USD
26.67USD-0.24 (-0.90%)

ProShares Ether ETF (EETH) Historical Volatility

EETH's 30 day historical volatility is 42.69%, in the 18th percentile of readings over the past year. This is a low percentile, meaning ProShares Ether ETF shares have been calmer than usual. EETH's 30 day implied volatility sits at 57.41%, with an IV Rank of 29.76%, leaving IV 14.72 points above historical volatility. This means options are pricing in more movement than the stock has actually delivered, as of Nov 5, 2026.

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Tracking EETH historical volatility helps you see how much ProShares Ether 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, EETH's HV, also known as realized volatility, shows what actually 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 a stock's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. EETH's 30 day historical volatility, or EETH HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing EETH'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.

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.

Historical Volatility

HV Percentile
18thHV Percentile
Low

Historical movement is subdued versus the past year. The stock has been unusually quiet.

Historical Volatility (30d)42.69%

HV Percentile18th

Implied Volatility (30d)57.41%

IV Rank29.76%

IV Minus HV+14.72%

As of Nov 5, 2026

IV vs HV
Implied Volatility (IV) vs Historical Volatility (HV) over the past month.

As of Nov 5, 2026

IV - HV Difference
Difference between IV and HV over time. Positive values indicate IV > HV.

As of Nov 5, 2026

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