iShares Ethereum Trust ETF

ETHANASDAQ · USD
44.02USD0.00 (-3.34%)

iShares Ethereum Trust ETF (ETHA) Historical Volatility

ETHA's 30 day historical volatility is 322.89%, in the 100th percentile of readings over the past year. This is a high percentile, meaning iShares Ethereum Trust ETF shares have swung far more than usual. ETHA's 30 day implied volatility sits at 53.56%, with an IV Rank of 37.30%, leaving IV 269.33 points below historical volatility. This means options are pricing in less movement than the stock has actually delivered, as of Nov 13, 2026.

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Tracking ETHA historical volatility helps you see how much iShares Ethereum 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, ETHA's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor ETHA 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. ETHA's 30 day historical volatility, or ETHA HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing ETHA'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.

The iShares Ethereum Trust ETF seeks to reflect generally the performance of the price of ether.The iShares Ethereum Trust ETF is not an investment company registered under the Investment Company Act of 1940, and therefore is not subject to the same regulatory requirements as mutual funds or ETFs registered under the Investment Company Act of 1940. The Trust is not a commodity pool for purposes of the Commodity Exchange Act. Before making an investment decision, you should carefully consider the risk factors and other information included in the prospectus

Historical Volatility

HV Percentile
100thHV Percentile
High

Historical movement is elevated versus the past year. The stock has been unusually active.

Historical Volatility (30d)322.89%

HV Percentile100th

Implied Volatility (30d)53.56%

IV Rank37.30%

IV Minus HV-269.33%

As of Nov 13, 2026

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

As of Nov 13, 2026

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

As of Nov 13, 2026

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