Ethereum Volatility & Regime ETH/USDT
Ethereum (ETH) volatility regime analysis classifies current market conditions as compression, expansion, or normal for ETH/USDT perpetual futures. Regime transitions — especially compression-to-expansion — produce the most tradeable opportunities.
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Ethereum Volatility Regime
Ethereum is currently in a normal volatility regime with realized vol at 4.9% (percentile: 68). Normal volatility conditions suggest standard market behavior without extreme compression or expansion signals.
Volatility metrics
| Metric | Value | Context |
|---|---|---|
| Realized Vol | 4.9% | Above average |
| Vol Percentile | 68th | Current vol is higher than 68% of historical readings |
| Regime | NORMAL | Standard conditions |
| Vol-of-Vol | 1.8% | Stable regime |
| Z-Score | +0.06 | Normal range |
| ATR(14) | $4.83 | Average true range — expected per-candle movement |
| Vol Trend | STABLE | Stable volatility |
| Implied Vol | 104% | Options-derived — market expects higher vol (IV premium) |
Regime Transition Probability
Ethereum's volatility category reads neutral (0). Current regime is stable with no immediate transition signals.
Signal Category Alignment
| Category | State | Score | Label |
|---|---|---|---|
| momentum | neutral | -2 | Neutral |
| liquidity | mixed | -13 | Neutral |
| positioning | bearish | -29 | Bearish |
| smartMoney | bearish | -21 | Bearish |
| volatility | neutral | 0 | Neutral |
Disclaimer: This analysis is generated by a quantitative system processing market data in real time. It is not financial advice. Trading Ethereum perpetual futures involves substantial risk of loss. Past signal performance does not guarantee future results.
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Frequently Asked Questions
What is the ETH volatility regime?
Blackperp classifies Ethereum volatility into three regimes: compression (below-average vol, range-bound price), normal (average vol), and expansion (above-average vol, trending price). Regime transitions — especially compression-to-expansion — often produce the most tradeable moves.
What is vol-of-vol for ETH?
Vol-of-vol measures the volatility of Ethereum's volatility itself — how much the volatility reading is changing. High vol-of-vol signals unstable market conditions where regime changes are likely. Low vol-of-vol suggests a stable regime that may persist.
How does Blackperp's volatility percentile work for ETH?
The volatility percentile ranks current Ethereum realized volatility against its historical distribution. A percentile of 90 means current vol is higher than 90% of historical readings. Extreme low percentiles (below 10) often precede major expansion moves.
What is the ETH z-score for volatility?
The z-score measures how many standard deviations Ethereum's current volatility is from its mean. Scores above +2 indicate extremely high vol (potential exhaustion); below -2 indicate extremely low vol (potential breakout incoming). Blackperp uses this for regime transition detection.
Does ETH have implied volatility data?
Yes. Ethereum has active options markets that provide implied volatility data. Blackperp compares implied vol to realized vol — when implied significantly exceeds realized, the market is pricing in expected movement that hasn't materialized yet.