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
$4.30
7-Day Straddle
$2.65
Avg IV
0.5%
IV Rank
29%
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 |
|---|---|---|---|---|
| 20260608 | $4.30 | $2.65 | 0.5% | 29% |
| 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% |
| 20260429 | $3.38 | $3.38 | 0.7% | 57% |
| 20260428 | $3.02 | $3.02 | 0.7% | 62% |
| 20260427 | $3.42 | $3.42 | 0.7% | 54% |
| 20260424 | $3.50 | $3.50 | 0.6% | 35% |
| 20260423 | $3.85 | $3.85 | 0.6% | 51% |
| 20260422 | $4.28 | $4.28 | 0.6% | 40% |
| 20260421 | $4.53 | $4.53 | 0.6% | 46% |
| 20260420 | $3.32 | $3.32 | 0.6% | 34% |
| 20260417 | $3.38 | $0.97 | 0.5% | 10% |
| 20260416 | $3.55 | $0.73 | 0.5% | 22% |
| 20260415 | $3.65 | $1.62 | 0.5% | 27% |
| 20260414 | $3.83 | $1.48 | 0.6% | 32% |
| 20260413 | $4.15 | $2.02 | 0.5% | 28% |
| 20260410 | $4.20 | $2.10 | 0.5% | 30% |
| 20260409 | $4.50 | $2.08 | 0.5% | 20% |
| 20260408 | $4.53 | $2.17 | 0.5% | 28% |
| 20260407 | $5.10 | $2.50 | 0.5% | 28% |
| 20260406 | $5.05 | $2.38 | 0.4% | 0% |
| 20260402 | $4.92 | $2.85 | 0.4% | 6% |
| 20260401 | $2.80 | $2.80 | 0.8% | 77% |
| 20260331 | $3.03 | $3.03 | 0.7% | 66% |
| 20260330 | $3.55 | $3.55 | 0.9% | 100% |
| 20260327 | $4.03 | $4.03 | 0.6% | 54% |
| 20260326 | $3.73 | $3.73 | 0.7% | 58% |
| 20260325 | $4.10 | $4.10 | 0.8% | 85% |
| 20260324 | $4.22 | $4.22 | 0.6% | 47% |
| 20260323 | $4.28 | $4.28 | 0.7% | 56% |
| 20260320 | $4.95 | $2.32 | 0.7% | 70% |
| 20260319 | $3.75 | $2.25 | 0.7% | 70% |
| 20260318 | $4.33 | $2.12 | 0.7% | 65% |
| 20260317 | $4.92 | $2.90 | 0.6% | 48% |