Grayscale Bitcoin Trust ETF (GBTC)'s 30-day implied volatility (IV30) was 37.0% at the close on November 11, 2026, down from 39.7% the day before, against a 52-week range of 30.6% to 91.1%. Its 20-day historical volatility was 35.6%.

Key numbers

30-day implied volatility (IV30): 37.0%
IV30 52-week range: 30.6% to 91.1% (median 39.9%)
Historical volatility: 20-day 35.6%, 1-year 42.0%
Implied move by the nearest expiration: ±2.3%

Data as of November 11, 2026.

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

Name: GBTC Implied Volatility
Creator: Market Chameleon