ETH volatility
Ethereum volatility 55.0%
Ethereum is the main smart-contract chain traders hedge against Bitcoin. On the 90 closes ending 2026-11-13, close-to-close realized vol is 55.0%, annualized with 365 periods.
- 90-close vol
- 55.0%
- 30-close vol
- 57.6%
- 90-close change
- 1.1%
- Sharpe
- 0.35
- Max drawdown
- 29.8%
- Last close
- $1933.89
- Closes
- 90
- As of
- 2026-11-13
The 30-close vol sits within 5 points of the 90-close vol. The regime is stable. Price changed 1.1% across the 90 closes. Annualized Sharpe on the same closes is 0.35. Peak-to-trough drawdown inside the window is 29.8%.
Ethereum is number 10 of 12 crypto assets by 90-close realized vol. Nearest names by vol: SUI 93.5%, DOT 90.3%, AVAX 88.6%.
ETH uses daily closes. Dates are UTC, so weekends stay in the window.
| Date | Close |
|---|---|
| 2026-11-06 | $2237.32 |
| 2026-11-07 | $2242.00 |
| 2026-11-08 | $2147.53 |
| 2026-11-09 | $2023.79 |
| 2026-11-10 | $2075.65 |
| 2026-11-11 | $2009.48 |
| 2026-11-12 | $1934.80 |
| 2026-11-13 | $1933.89 |
How to read this print
- Read the 90-close realized vol for ETH, annualized from close-to-close log returns.
- Compare it with the 30-close vol to see if the regime is heating or cooling.
- Check Sharpe and max drawdown on the same closes before you size a position.
- Open the volatility calculator if you want to paste a different window.
FAQ
People also ask
Over 90 closes ending 2026-11-13, close-to-close realized vol is 55.0%, annualized with 365 periods. ETH closes are daily prints. Dates are UTC, so weekends stay in the window.
The 30-close vol is 57.6%. The 30-close vol sits within 5 points of the 90-close vol. The regime is stable.
Peak-to-trough drawdown inside the 90 closes is 29.8%. That is the hole in the series, not the loss from a specific entry.
Use it to compare this name with the others on the page, and to size a position. A higher vol needs a smaller position for the same dollar risk. The position size calculator turns that into a quantity.
Related
Volatility calculator
Paste a different window or a book of several names.
Sharpe ratio calculator
The same closes, scored as return per unit of vol.
Max drawdown calculator
Depth and ulcer index for the path under this vol.
Position size calculator
Turn the vol into a size you can hold.
Bitcoin volatility
90-close vol 42.1%.
Solana volatility
90-close vol 62.6%.
XRP volatility
90-close vol 75.8%.
BNB volatility
90-close vol 46.0%.
ETH correlation
How ETH moved with BTC over the same closes.
Size ETH off the vol, then log the trade.
A realized-vol print is the path the market took. Thrive keeps the path you took, with size and fees in the same book.