ETHE · Expected Move
Grayscale Ethereum Staking ETF Shares · ETF
The expected move for ETHE is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
ETHE straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current ETHE Expected Move
30-Day Straddle
$2.25
7-Day Straddle
$1.10
30-Day ATM IV
52.2%
IV Rank
10%
Implied one-standard-deviation move through the next 30 days. Compare to ETHE's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
ETHE Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $2.25 | $1.10 | 52.2% | 10% |
| 20261021 | $2.15 | $1.30 | 47.3% | 0% |
| 20261020 | $2.35 | $1.25 | 52.1% | 9% |
| 20261019 | $2.40 | $1.07 | 53.5% | 12% |
| 20261016 | $1.90 | $1.17 | 47.1% | 0% |
| 20261015 | $2.20 | $1.27 | 48.4% | 1% |
| 20261014 | $2.20 | $1.18 | 49.5% | 3% |
| 20261013 | $2.23 | $1.32 | 47.7% | 0% |
| 20261012 | $2.45 | $0.70 | 51.4% | 0% |
| 20260302 | $5.00 | $1.68 | 76.9% | 52% |
| 20260227 | $2.48 | $1.18 | 70.0% | 37% |
| 20260226 | $2.55 | $1.23 | 69.5% | 36% |
| 20260225 | $2.55 | $1.45 | 66.2% | 29% |
| 20260224 | $2.45 | $1.27 | 68.5% | 34% |
| 20260223 | $2.52 | $1.05 | 71.1% | 40% |
| 20260221 | $2.50 | $1.05 | — | — |
| 20260220 | $2.50 | $1.05 | 70.0% | 37% |
| 20260219 | $2.45 | $1.25 | 68.4% | 34% |
| 20260218 | $2.65 | $1.35 | 72.7% | 43% |
| 20260217 | $2.75 | $1.50 | 69.7% | 37% |
| 20260213 | $2.48 | $1.10 | 66.9% | 31% |
| 20260212 | $2.58 | $1.35 | 75.4% | 49% |
| 20260211 | $2.62 | $1.45 | 72.9% | 44% |
| 20260210 | $2.98 | $1.67 | 74.5% | 47% |
| 20260209 | $3.20 | $1.23 | 77.3% | 53% |
| 20260206 | $2.88 | $1.42 | 77.5% | 53% |
| 20260205 | $3.45 | $2.27 | 99.6% | 100% |
| 20260204 | $3.15 | $1.97 | 74.5% | 63% |
| 20260203 | $3.38 | $2.12 | 78.5% | 74% |
| 20260202 | $3.03 | $1.25 | 68.2% | 45% |
| 20260130 | $2.90 | $1.40 | 60.1% | 22% |
| 20260129 | $3.02 | $1.60 | 58.8% | 18% |
| 20260128 | $3.40 | $1.50 | 55.3% | 8% |
| 20260127 | $3.52 | $1.95 | 59.9% | 22% |
| 20260126 | $3.15 | $1.05 | 56.6% | 12% |
| 20260123 | $3.17 | $1.30 | 58.0% | 16% |
| 20260122 | $2.92 | $1.48 | 55.6% | 9% |
| 20260121 | $3.58 | $1.52 | 60.7% | 24% |
| 20260120 | $3.20 | $1.80 | 55.9% | 10% |
| 20260116 | $3.65 | $1.15 | 57.6% | 15% |
| 20260115 | $3.45 | $1.65 | 56.6% | 12% |
| 20260114 | $3.77 | $2.15 | 58.8% | 18% |
| 20260113 | $3.23 | $1.40 | 52.4% | 0% |
| 20260112 | $3.50 | $0.77 | 59.3% | 16% |
| 20260109 | $2.90 | $1.15 | 55.0% | 3% |
| 20260108 | $3.88 | $1.30 | 63.9% | 30% |
| 20260107 | $3.25 | $2.02 | 55.9% | 6% |
| 20260106 | $3.73 | $1.65 | 61.2% | 21% |
| 20260105 | $4.20 | $1.32 | 65.5% | 34% |
| 20260102 | $3.12 | $1.27 | 54.0% | 0% |
| 20251231 | $2.83 | $1.38 | 54.2% | 0% |
| 20251230 | $3.17 | $1.32 | 55.6% | 0% |
| 20251229 | $3.50 | $0.98 | 61.7% | 10% |
| 20251226 | $3.08 | $1.25 | 58.9% | 0% |
| 20251224 | $3.53 | $1.70 | 63.8% | 11% |
| 20251223 | $3.60 | $1.55 | 63.5% | 10% |
| 20251222 | $3.83 | $0.98 | 65.2% | 16% |
| 20251219 | $3.50 | $1.38 | 64.9% | 15% |
| 20251218 | $3.50 | $1.55 | 69.1% | 31% |
| 20251217 | $3.45 | $1.82 | 65.2% | 17% |
More on ETHE
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.