ES · Expected Move
Eversource Energy
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).
ES straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current ES Expected Move
30-Day Straddle
$3.88
7-Day Straddle
$3.88
30-Day ATM IV
22.5%
IV Rank
58%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $3.88 | $3.88 | 22.5% | 58% |
| 20261021 | $3.48 | $3.48 | 22.1% | 51% |
| 20261020 | $3.58 | $3.58 | 24.9% | 100% |
| 20261019 | $3.33 | $3.33 | 22.0% | 52% |
| 20261016 | $3.92 | $2.05 | 20.8% | 30% |
| 20261015 | $3.67 | $1.25 | 20.2% | 19% |
| 20261014 | $4.00 | $1.98 | 22.0% | 52% |
| 20261013 | $3.70 | $1.50 | 21.2% | 37% |
| 20261012 | $3.90 | $1.65 | 21.5% | 32% |
| 20261009 | $3.77 | $1.57 | 20.7% | 21% |
| 20261008 | $3.98 | $1.80 | 21.9% | 37% |
| 20261007 | $4.10 | $1.70 | 22.4% | 44% |
| 20261006 | $4.17 | $1.90 | 22.7% | 47% |
| 20261005 | $3.78 | $1.88 | 20.9% | 24% |
| 20261002 | $2.02 | $2.02 | 21.6% | 33% |
| 20261001 | $2.05 | $2.05 | 20.8% | 22% |
| 20260930 | $2.20 | $2.20 | 21.8% | 36% |
| 20260929 | $2.58 | $2.58 | 23.4% | 57% |
| 20260928 | $2.67 | $2.67 | 22.6% | 46% |
| 20260925 | $2.70 | $2.70 | 22.6% | 46% |
| 20260924 | $2.80 | $2.80 | 22.4% | 43% |
| 20260923 | $2.73 | $2.73 | 21.5% | 31% |
| 20260922 | $3.02 | $3.02 | 21.1% | 26% |
| 20260921 | $3.27 | $3.27 | 20.5% | 18% |
| 20260918 | $3.60 | $3.05 | 21.6% | 33% |
| 20260917 | $3.28 | $1.48 | 20.3% | 15% |
| 20260916 | $4.17 | $2.38 | 21.5% | 31% |
| 20260915 | $4.00 | $2.85 | 22.5% | 45% |
| 20260914 | $3.78 | $2.18 | 21.3% | 29% |
| 20260911 | $3.78 | $2.00 | 22.2% | 41% |
| 20260910 | $3.83 | $1.90 | 22.1% | 40% |
| 20260909 | $3.80 | $2.03 | 21.2% | 28% |
| 20260908 | $4.17 | $2.67 | 22.2% | 30% |
| 20260904 | $4.15 | $2.73 | 21.3% | 22% |
| 20260903 | $3.70 | $2.73 | 20.0% | 9% |
| 20260902 | $2.25 | $2.25 | 20.0% | 8% |
| 20260901 | $2.42 | $2.42 | 19.6% | 5% |
| 20260831 | $2.48 | $2.48 | 20.0% | 9% |
| 20260828 | $2.70 | $2.70 | 19.9% | 8% |
| 20260827 | $2.92 | $2.92 | 20.1% | 9% |
| 20260826 | $3.40 | $3.40 | 21.0% | 18% |
| 20260825 | $3.10 | $3.10 | 22.3% | 31% |
| 20260824 | $3.22 | $3.22 | 20.5% | 13% |
| 20260821 | $2.98 | $0.72 | 19.1% | 0% |
| 20260820 | $3.98 | $2.35 | 19.9% | 1% |
| 20260819 | $3.92 | $2.23 | 20.3% | 6% |
| 20260818 | $4.15 | $2.65 | 20.1% | 4% |
| 20260817 | $3.92 | $2.45 | 20.1% | 4% |
| 20260814 | $4.22 | $2.83 | 20.4% | 7% |
| 20260813 | $4.25 | $2.90 | 20.8% | 11% |
| 20260812 | $3.83 | $2.27 | 23.0% | 34% |
| 20260811 | $4.03 | $2.30 | 21.7% | 21% |
| 20260810 | $4.28 | $2.65 | 22.1% | 25% |
| 20260807 | — | — | 21.6% | 20% |
| 20260806 | $5.32 | $3.62 | 24.1% | 47% |
| 20260805 | $3.38 | $3.38 | 21.5% | 19% |
| 20260804 | $3.27 | $3.27 | 22.8% | 33% |
| 20260803 | $3.55 | $3.55 | 22.6% | 30% |
| 20260731 | $3.95 | $3.95 | 23.9% | 44% |
| 20260730 | $3.47 | $3.47 | 24.5% | 45% |
More on ES
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.