Grayscale Ethereum Staking ETF Shares (ETHE)'s 30-day implied volatility (IV30) was 51.5% at the close on November 12, 2026, up from 49.2% the day before, against a 52-week range of 35.5% to 100.7%. Its 20-day historical volatility was 51.3%.

Key numbers

30-day implied volatility (IV30): 51.5%
IV30 52-week range: 35.5% to 100.7% (median 51.5%)
Historical volatility: 20-day 51.3%, 1-year 57.0%
Implied move by the nearest expiration: ±3.2%

Data as of November 12, 2026.

ETHE Implied Volatility (IV) vs Historical Volatility (HV)

Name: ETHE Implied Volatility
Creator: Market Chameleon