Grayscale Ethereum Staking ETF

ETHEAMEX · USD
21.64USD0.00 (-0.14%)

Grayscale Ethereum Staking ETF (ETHE) Historical Volatility

ETHE 30-day historical volatility is 55%. This ranks in the 37th percentile of readings over the past year.

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Tracking ETHE historical volatility helps you see how much Grayscale Ethereum Staking 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, Grayscale Ethereum Staking ETF's HV tells you what really happened. Use our scanner to monitor ETHE 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 ETHE 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Grayscale Ethereum Staking 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.

Grayscale Ethereum Staking ETF is solely and passively invested in Ether. Its investment objective is to reflect the value of Ether held by the Trust, less expenses and other liabilities.

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 Grayscale Ethereum Staking ETF's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where ETHE HV is running hot, cold, or in line. Make the ETHE 30 day historical volatility — and every other window — work for your edge instead of against it.

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

As of September 25, 2026

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

As of September 25, 2026

See how volatility has moved over time

Track ETHE historical volatility, spot where IV and realized volatility diverge, and find options that are priced in your favor right now.

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