Grayscale Ethereum Staking ETF (ETHE) Options History
Historical options analytics archive for ETHE with monthly max pain, implied volatility, gamma exposure, and put/call data.
15 months of complete options data available.
ETHE monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for ETHE. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-06 | 20 | 57.5% | 32.0% | $16.00 | $159.3K | -$4.6M | 0.34 |
| 2026-05 | 20 | 52.1% | 3.5% | $17.00 | $148.2K | -$8.5M | 0.76 |
| 2026-04 | 21 | 63.1% | 18.8% | $18.00 | $238.8K | -$21.3M | 1.19 |
| 2026-03 | 22 | 74.1% | 39.7% | $16.00 | $128.0K | -$14.3M | 0.90 |
| 2026-02 | 19 | 73.8% | 39.3% | $16.00 | $208.0K | -$7.7M | 0.83 |
| 2026-01 | 20 | 57.2% | 4.1% | $23.00 | $109.0K | -$13.6M | 0.40 |
This archive aggregates ETHE's daily end-of-day options snapshots into monthly summaries, spanning 2025-04 through 2026-06. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how ETHE option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-06) shows an average ATM implied volatility near 57.5%, a month-end max-pain strike around $16.00, an average put/call ratio of 0.34.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked ETHE history questions
- How much options history is available for ETHE?
- This archive holds 15 months of ETHE options analytics, spanning 2025-04 through 2026-06. Each entry is a monthly rollup of ETHE's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the ETHE archive.
- What data does each monthly ETHE aggregate contain?
- Every monthly row summarizes that month of ETHE option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-06 recorded an average ATM implied volatility near 57.5%, an average IV rank of 32.0%, a month-end max-pain strike around $16.00, an average put/call ratio of 0.34.
- How is the ETHE options-history archive built and how often does it update?
- The archive is derived from ETHE's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how ETHE's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.