Grayscale Ethereum Staking Mini ETF

ETHAMEX · USD
21.80USD0.00 (+1.94%)

Grayscale Ethereum Staking Mini ETF (ETH) Historical Volatility

ETH's 30 day historical volatility is 33.78%, in the 2nd percentile of readings over the past year. This is a low percentile, meaning Grayscale Ethereum Staking Mini ETF shares have been calmer than usual. ETH's 30 day implied volatility sits at 52.38%, with an IV Rank of 25.40%, leaving IV 18.60 points above historical volatility. This means options are pricing in more movement than the stock has actually delivered, as of Nov 3, 2026.

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Tracking ETH historical volatility helps you see how much Grayscale Ethereum Staking Mini 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, ETH's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor ETH 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. ETH's 30 day historical volatility, or ETH HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing ETH'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 Ethereum Mini Trust ETF is solely and passively invested in Ether. Its investment objective is to reflect the value of Ether held by the Fund, less expenses and other liabilities. Ether is a digital asset that is created and transmitted through the operations of the peer-to-peer Ethereum Network, a decentralized network of computers that operates on cryptographic protocols. The Ethereum Network allows people to exchange tokens of value, called Ether, which are recorded on a public transaction ledger known as a blockchain.

Historical Volatility

HV Percentile
2ndHV Percentile
Low

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

Historical Volatility (30d)33.78%

HV Percentile2nd

Implied Volatility (30d)52.38%

IV Rank25.40%

IV Minus HV+18.60%

As of Nov 3, 2026

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

As of Nov 3, 2026

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

As of Nov 3, 2026

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