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
$4.15
7-Day Straddle
$2.73
Avg IV
0.4%
IV Rank
25%
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 |
|---|---|---|---|---|
| 20260904 | $4.15 | $2.73 | 0.4% | 25% |
| 20260903 | $3.70 | $2.73 | 0.5% | 28% |
| 20260902 | $2.25 | $2.25 | 0.3% | 0% |
| 20260901 | $2.42 | $2.42 | 0.5% | 25% |
| 20260831 | $2.48 | $2.48 | 0.5% | 32% |
| 20260828 | $2.70 | $2.70 | 0.5% | 21% |
| 20260827 | $2.92 | $2.92 | 0.5% | 24% |
| 20260826 | $3.40 | $3.40 | 0.4% | 11% |
| 20260825 | $3.10 | $3.10 | 0.5% | 35% |
| 20260824 | $3.22 | $3.22 | 0.5% | 18% |
| 20260821 | $2.98 | $0.72 | 0.5% | 28% |
| 20260820 | $3.98 | $2.35 | 0.5% | 23% |
| 20260819 | $3.92 | $2.23 | 0.5% | 19% |
| 20260818 | $4.15 | $2.65 | 0.5% | 23% |
| 20260817 | $3.92 | $2.45 | 0.5% | 21% |
| 20260814 | $4.22 | $2.83 | 0.4% | 14% |
| 20260813 | $4.25 | $2.90 | 0.4% | 13% |
| 20260812 | $3.83 | $2.27 | 0.4% | 2% |
| 20260811 | $4.03 | $2.30 | 0.4% | 12% |
| 20260810 | $4.28 | $2.65 | 0.5% | 20% |
| 20260806 | $5.32 | $3.62 | 0.4% | 14% |
| 20260805 | $3.38 | $3.38 | 0.5% | 15% |
| 20260804 | $3.27 | $3.27 | 0.5% | 31% |
| 20260803 | $3.55 | $3.55 | 0.4% | 2% |
| 20260731 | $3.95 | $3.95 | 0.6% | 53% |
| 20260730 | $3.47 | $3.47 | 0.6% | 47% |
| 20260729 | $3.40 | $3.40 | 0.5% | 23% |
| 20260728 | $3.50 | $3.50 | 0.7% | 58% |
| 20260727 | $3.60 | $3.60 | 0.6% | 49% |
| 20260724 | $3.58 | $3.58 | 0.5% | 31% |
| 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% |