Fidelity Ethereum Fund

FETHCBOE · USD
19.41USD0.00 (-3.24%)

Fidelity Ethereum Fund (FETH) Historical Volatility

FETH's 30 day historical volatility is 45.56%, in the 27th percentile of readings over the past year. This is a low percentile, meaning Fidelity Ethereum Fund shares have been calmer than usual. FETH's 30 day implied volatility sits at 56.94%, with an IV Rank of 44.44%, leaving IV 11.38 points above historical volatility. This means options are pricing in more movement than the stock has actually delivered, as of Nov 13, 2026.

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

Get easier exposure to the price of ether in most accounts where you invest in stocks, bonds, mutual funds, and ETFs.1. This product is for investors with a high risk tolerance and invests solely in ether, which is highly volatile and could become illiquid. Investors could lose their entire investment. FETH is not a traditional ETF registered under the Investment Company Act of 1940.

Historical Volatility

HV Percentile
27thHV Percentile
Low

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

Historical Volatility (30d)45.56%

HV Percentile27th

Implied Volatility (30d)56.94%

IV Rank44.44%

IV Minus HV+11.38%

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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