ES (Eversource Energy)
Expected Move & Straddle Price History
The expected move for ES is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.
Current ES Expected Move
30-Day Straddle
$3.90
7-Day Straddle
$3.90
Avg IV
0.4%
IV Rank
4%
Implied one-standard-deviation move through the next 30 days. Compare to ES's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
ES Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260723 | $3.90 | $3.90 | 0.4% | 4% |
| 20260722 | $3.77 | $3.77 | 0.5% | 30% |
| 20260721 | $3.75 | $3.75 | 0.5% | 27% |
| 20260720 | $3.98 | $3.98 | 0.5% | 17% |
| 20260716 | $4.00 | $0.78 | 0.5% | 33% |
| 20260715 | $4.03 | $1.55 | 0.5% | 34% |
| 20260714 | $4.03 | $1.05 | 0.5% | 26% |
| 20260713 | $4.17 | $1.12 | 0.5% | 34% |
| 20260710 | $4.25 | $1.35 | 0.4% | 13% |
| 20260709 | $4.22 | $1.60 | 0.5% | 25% |
| 20260708 | $4.62 | $1.88 | 0.5% | 28% |
| 20260707 | $5.00 | $1.82 | 0.5% | 25% |
| 20260706 | $4.70 | $2.48 | 0.4% | 13% |
| 20260702 | $2.08 | $2.08 | 0.7% | 72% |
| 20260701 | $3.08 | $3.08 | 0.8% | 87% |
| 20260630 | $3.45 | $3.45 | 0.8% | 92% |
| 20260629 | $2.50 | $2.50 | 0.7% | 61% |
| 20260626 | $2.90 | $2.90 | 0.7% | 62% |
| 20260625 | $3.62 | $3.62 | 0.6% | 45% |
| 20260624 | $3.33 | $3.33 | 0.6% | 49% |
| 20260623 | $3.12 | $3.12 | 0.6% | 45% |
| 20260622 | $3.12 | $3.12 | 0.6% | 44% |
| 20260618 | $3.23 | $1.07 | 0.6% | 42% |
| 20260617 | $3.35 | $0.85 | 0.6% | 37% |
| 20260616 | $3.25 | $1.15 | 0.6% | 41% |
| 20260615 | $3.42 | $1.65 | 0.6% | 42% |
| 20260613 | $4.30 | $2.67 | 0.6% | 42% |
| 20260612 | $4.22 | $2.65 | 0.5% | 33% |
| 20260611 | $3.88 | $2.12 | 0.6% | 45% |
| 20260610 | $4.15 | $2.20 | 0.6% | 41% |
| 20260609 | $4.35 | $2.22 | 0.5% | 28% |
| 20260608 | $4.35 | $2.68 | 0.5% | 34% |
| 20260605 | $4.70 | $2.55 | 0.5% | 22% |
| 20260604 | $4.35 | $2.52 | 0.5% | 17% |
| 20260603 | $4.85 | $3.40 | 0.5% | 34% |
| 20260602 | $2.85 | $2.85 | 0.6% | 43% |
| 20260601 | $3.50 | $3.50 | 0.8% | 80% |
| 20260529 | $3.05 | $3.05 | 0.7% | 56% |
| 20260528 | $2.85 | $2.85 | 0.5% | 29% |
| 20260527 | $2.92 | $2.92 | 0.6% | 52% |
| 20260526 | $3.08 | $3.08 | 0.6% | 51% |
| 20260522 | $3.08 | $3.08 | 0.4% | 4% |
| 20260521 | $3.12 | $3.12 | 0.5% | 20% |
| 20260520 | $3.27 | $3.27 | 0.4% | 2% |
| 20260519 | $3.35 | $3.35 | 0.5% | 30% |
| 20260518 | $3.50 | $3.50 | 0.4% | 2% |
| 20260515 | $3.52 | $2.43 | 0.5% | 18% |
| 20260514 | $3.85 | $1.48 | 0.4% | 8% |
| 20260513 | $4.17 | $2.02 | 0.5% | 15% |
| 20260512 | $4.17 | $1.75 | 0.5% | 27% |
| 20260511 | $4.33 | $2.90 | 0.4% | 15% |
| 20260510 | $3.98 | $2.18 | 0.5% | 20% |
| 20260508 | $3.98 | $2.18 | 0.5% | 18% |
| 20260507 | $4.53 | $3.38 | 0.4% | 7% |
| 20260506 | $4.25 | $2.02 | 0.5% | 19% |
| 20260505 | $4.50 | $2.35 | 0.5% | 20% |
| 20260504 | $4.58 | $2.33 | 0.4% | 0% |
| 20260502 | $3.27 | $3.27 | 0.8% | 84% |
| 20260501 | $3.40 | $3.40 | 0.7% | 60% |
| 20260430 | $2.88 | $2.88 | 0.7% | 53% |