The at-the-money implied volatility for iShares Ethereum Trust ETF (ETHA) options expiring Nov 13, 2026 (0 DTE) is 56.6%.
Upgrade to view multiple expiration dates on this chart.
Implied Volatility Stats
Showing results for 2026-11-13(w), calls & puts
| Expiration Date | Avg IV |
|---|---|
| 2026-11-13(w) calls | 59.40% |
| 2026-11-13(w) puts | 59.84% |
ETHA Volatility Skew FAQ
What is volatility skew?
Volatility skew is the difference in implied volatility between options at different strike prices. A steeper skew means traders are paying more for options on one side, usually downside puts used as protection.
What is ETHA's one-year implied volatility range?
Over the past year, ETHA 30-day implied volatility ranged from 19.6% on Oct 7, 2026 to 105.6% on Feb 5, 2026.
How has ETHA implied volatility changed recently?
ETHA 30-day implied volatility went from 49.5% on Oct 14, 2026 to 54.0% on Nov 11, 2026. See the ETHA implied volatility history for a longer view.
Related Charts
IV History
Track implied volatility changes over time