ETHE (Grayscale Ethereum Staking ETF Shares)

Historical IV Rank & Volatility Regime

IV Rank measures where ETHE's current 30-day implied volatility sits in its trailing 90-day distribution (0% = lowest in 90 days, 100% = highest). It's the most reliable signal for whether options on ETHE are priced rich or cheap relative to its own recent regime.

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.

ETHE IV Rank Summary
Current
46%
Subdued — neutral to long-vol
30-Day Avg
50%
60-Day Avg
40%
90-Day Avg
42%
90-Day Low
0%
90-Day High
100%
IV Rank is bounded 0%–100% by construction. Sustained levels above 75% historically precede mean reversion in ETHE's implied vol; sustained sub-25% readings often coincide with low-realized regimes ahead of catalyst events. See the Vol Arb Screener for symbols where current IV rank diverges most from realized volatility.
ETHE IV Rank — Last 90 Trading Days
DateIV RankAvg IV
20260302 46% 1.0%
20260227 70% 1.2%
20260226 35% 0.9%
20260225 27% 0.8%
20260224 33% 0.9%
20260223 64% 1.1%
20260221 65% 1.1%
20260220 62% 1.1%
20260219 58% 1.1%
20260218 94% 1.4%
20260217 55% 1.1%
20260213 57% 1.1%
20260212 100% 1.4%
20260211 93% 1.2%
20260210 91% 1.2%
20260209 64% 1.0%
20260206 92% 1.2%
20260205 100% 1.2%
20260204 80% 1.0%
20260203 65% 1.0%
20260202 31% 0.8%
20260130 16% 0.7%
20260129 23% 0.7%
20260128 9% 0.7%
20260127 9% 0.7%
20260126 2% 0.6%
20260123 4% 0.6%
20260122 11% 0.7%
20260121 11% 0.7%
20260120 15% 0.7%
20260116 4% 0.6%
20260115 27% 0.8%
20260114 3% 0.6%
20260113 4% 0.6%
20260112 15% 0.7%
20260109 16% 0.7%
20260108 9% 0.7%
20260107 26% 0.8%
20260106 13% 0.7%
20260105 0% 0.6%
20260102 0% 0.7%
20251231 5% 0.7%
20251230 0% 0.7%
20251229 5% 0.7%
20251226 10% 0.7%
20251224 4% 0.7%
20251223 0% 0.7%
20251222 18% 0.8%
20251219 65% 1.0%
20251218 100% 1.1%
20251217 100% 1.1%
20251216 92% 1.0%
20251215 100% 1.0%
20251212 38% 0.8%
20251211 16% 0.7%
20251210 60% 0.9%
20251209 47% 0.8%
20251208 39% 0.8%
20251205 37% 0.8%
20251204 32% 0.8%
20251203 46% 0.8%
20251202 50% 0.8%
20251201 47% 0.8%
20251128 33% 0.8%
20251126 50% 0.8%
20251125 53% 0.9%
20251124 49% 0.9%
20251121 74% 1.0%
20251120 52% 0.9%
20251119 78% 1.0%
20251118 54% 0.9%
20251117 56% 0.9%
20251114 70% 1.0%
20251113 66% 0.9%
20251112 58% 0.9%
20251111 58% 0.9%
20251110 55% 0.9%
20251107 56% 0.9%
20251106 54% 0.9%
20251105 31% 0.8%
20251104 52% 0.9%
20251103 23% 0.8%
20251031 24% 0.8%
20251030 27% 0.8%
20251029 21% 0.8%
20251028 25% 0.8%
20251027 27% 0.8%
20251024 34% 0.8%
20251023 41% 0.9%
20251022 44% 0.9%