Grayscale Ethereum Staking ETF Shares (ETHE)'s 30-day implied volatility (IV30) was 49.7% at the close on October 22, 2026, up from 48.4% the day before, against a 52-week range of 35.5% to 100.7%. Its 20-day historical volatility was 38.6%.

Key numbers

30-day implied volatility (IV30): 49.7%
IV30 52-week range: 35.5% to 100.7% (median 54.0%)
Historical volatility: 20-day 38.6%, 1-year 58.7%
Implied move by the nearest expiration: ±2.1%

Data as of October 22, 2026.

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

Name: ETHE Implied Volatility
Creator: Market Chameleon