iShares Staked Ethereum Trust ETF (ETHB) Expected Move
Expected move estimates the probable price range for a given period based on at-the-money options pricing. It reflects the market consensus for volatility over the selected timeframe.
Snapshot as of May 1, 2026.
- Spot Price
- $29.66
- Expected Move
- 16.6%
- Implied High
- $34.58
- Implied Low
- $24.74
- Front DTE
- 14 days
As of May 1, 2026, iShares Staked Ethereum Trust ETF (ETHB) has an expected move of 16.60% — a one-standard-deviation implied price range of roughly $24.74 to $34.58 from the current $29.66. Expected move is derived from at-the-money straddle pricing and represents the market's pricing of a ±1σ move. Roughly 68% of outcomes should fall within this range under lognormal assumptions, though empirical markets have fatter tails.
Per-expiration expected move for ETHB derived from ATM implied volatility at each listed expiration. Implied high/low bounds are computed as $29.66 × (1 ± expected move %). One standard-deviation range under lognormal assumptions — roughly 68% of outcomes fall inside.
| Expiration | DTE | ATM IV | Expected Move | Implied High | Implied Low |
|---|---|---|---|---|---|
| May 15, 2026 | 14 | 57.9% | 11.3% | $33.02 | $26.30 |
| Jun 18, 2026 | 48 | 55.5% | 20.1% | $35.63 | $23.69 |
| Sep 18, 2026 | 140 | 66.1% | 40.9% | $41.80 | $17.52 |
| Dec 18, 2026 | 231 | 62.8% | 50.0% | $44.48 | $14.84 |