Eversource Energy (ES) Expected Move

Tracking the ES expected move helps you see how far Eversource Energy's options market is pricing the stock to travel over a given period — whether that's the next day, week, or earnings cycle. Eversource Energy's expected move is derived directly from option premiums and gives you an objective range to plan trades, set strikes, and manage risk. Use our scanner to monitor the ES expected move for this week's options, in real time.

The expected move is typically calculated from at-the-money straddle prices (or a blend of straddles and strangles) and represents roughly a one-standard-deviation range over the chosen timeframe. For ES, comparing the implied expected move to actual realized moves over similar windows tells you whether the options market has historically overestimated or underestimated volatility. The ES expected move for this week's options pricing is especially useful for short-dated traders, earnings players, and anyone selling premium who needs to know where the market thinks Eversource Energy is unlikely to go.

Eversource Energy, a public utility holding company, engages in the energy delivery business. The company operates through Electric Distribution, Electric Transmission, Natural Gas Distribution, and Water Distribution segments. It is involved in the transmission and distribution of electricity; solar power facilities; and distribution of natural gas. The company operates regulated water utilities that provide water services to approximately 226,000 customers. It serves residential, commercial, industrial, municipal and fire protection, and other customers in Connecticut, Massachusetts, and New Hampshire.

The company was formerly known as Northeast Utilities and changed its name to Eversource Energy in April 2015. Eversource Energy is based in Springfield, Massachusetts.

Iron condors, weekly premium sales, directional swing trades — they all live or die by where the market thinks the stock won't go. Our scanner tracks the ES expected move across every expiration, benchmarks it against realized moves, and shows you when implied ranges are out of line with history. The Eversource Energy expected move for this week's options is the fastest read on short-term risk, which gives you a quick way to interpret what the options market thinks about ES.