Eversource Energy (ES) Historical Volatility

Tracking ES historical volatility helps you see how much Eversource Energy's stock price has actually moved over past periods, giving you a baseline to judge whether current option premiums are fair, cheap, or expensive. While implied volatility tells you what the market expects, Eversource Energy's HV tells you what really happened. Use our scanner to monitor ES 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.

Historical volatility is the annualized standard deviation of an underlying's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. The ES 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Eversource Energy's HV to its implied volatility reveals the volatility risk premium — when IV sits well above HV, option sellers tend to have an edge; when HV runs hot relative to IV, buyers may be underpaying for movement.

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.

Sizing a long premium trade, modeling a covered call, or hunting volatility arbitrage all come back to one question: how much has the stock actually moved? Our scanner puts Eversource Energy's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where ES HV is running hot, cold, or in line. Make the ES 30 day historical volatility — and every other window — work for your edge instead of against it.