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ES Implied Volatility, IV Rank & Options Chain

Eversource Energy (ES) options data: IV rank, options chain, GEX and Greeks. Comprehensive options market data for Eversource Energy (ES).

Updated Reference data

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On this page
  1. Key facts
  2. Company overview
  3. Options market
  4. Volatility profile
  5. GEX analysis
  6. Common strategies
  7. FAQ

ES options trade with implied volatility typically in the 12% - 30% range, averaging N/A in daily volume with good liquidity. Next earnings: See earnings calendar.

ES implied volatility

As of 2026-09-01

As of 2026-09-01, ES's 30-day implied volatility is 21.2%, placing its 1-year IV percentile at 19.0 — above 19.0% of the past year's daily IV readings, a low-IV, premium-buying regime favoring long calls/puts and debit spreads.

21.2%30-day IV
19.01-year IV rank

ES live chain, Greeks and GEX

Terminal

Every figure above is reference data. The live ES chain, its Greeks, the gamma profile and the flow tape update through the session inside the Terminal.

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ES options at a glance

Daily volume
N/A
IV range
12% - 30%
Bid-ask spread
N/A
Expirations
Weekly, monthly, LEAPS
Open interest
N/A
Next earnings
See earnings calendar
GoodLiquidity
12% - 30%IV Range
NoWeeklies

About Eversource Energy (ES)

Eversource Energy (ES) is a electric utilities company listed on NYSE.

Company profile

Sector
Utilities
Industry
Electric Utilities
Market cap
See live data
Exchange
NYSE

Key dates

Next earnings
See earnings calendar
Earnings frequency
Quarterly
Dividend schedule
See company page
Fiscal year end
December

Eversource Energy is a Electric Utilities) company in the Utilities sector.

ES options market overview

ES options provide trading opportunities for options traders.

Average daily volume
N/A
Total open interest
N/A
Put/call ratio
N/A
Typical ATM spread
N/A
Weekly options
Not available
LEAPS available
Yes

Liquidity assessment: Good

ES options provide trading opportunities across multiple expirations.

ES implied volatility and IV rank

ES implied volatility patterns reflect the electric utilities sector dynamics.

12% - 16%Low IV, below average
16% - 25%Typical, normal conditions
25% - 30%Elevated, above average

Earnings impact

IV typically expands before earnings and contracts after the announcement.

The post-earnings volatility drop is known as IV crush. Holders of short ES options should also understand early assignment risk around dividends and expiration.

Historical volatility vs IV

ES IV generally trades near historical volatility, with premiums expanding around earnings.

Term structure

Typically upward sloping under normal conditions.

The smile, the term structure and the cone for ES, on today's chain.

Open the Volatility Lab

ES gamma exposure (GEX)

Gamma Exposure analysis for ES reveals dealer hedging dynamics at key strike levels.

  • Typical GEX profile. ES tends to operate in a positive gamma environment during normal conditions.
  • Key levels.
  • Dealer hedging.

Where the gamma sits on ES right now, strike by strike.

See live ES GEX

Common ES options strategies

These are strategies commonly used by traders on ES options, based on typical market characteristics. This is not investment advice.

Key considerations for ES options

  • Monitor ES earnings dates for IV expansion/contraction patterns
  • Consider the stock's beta when sizing options positions
  • ES options liquidity varies by expiration - prefer near-term and monthly expirations

ES key events

Earnings months. January, April, July, October

Written by
ApexVol Research Team
Quantitative options research. All calculations use live institutional-grade data — the same source professional volatility desks use.
Reviewed by
Ryan Silk, ApexVol Founder
Reviewed for technical accuracy. 10+ years trading options; built ApexVol's pricing engine, Greeks model and IV-rank methodology.

Revised as market conditions and institutional data change. Last revised 2026-09-01. How we research →

Track this name's volatility weekly. The week's biggest IV movers and the expected earnings moves, straight from the data.

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Questions

Frequently asked
about ES options.

What is ES's typical implied volatility?

ES implied volatility typically ranges from 12% - 30%. IV patterns are influenced by earnings, sector events, and market conditions.

Does ES have weekly options?

Check with your broker, ES may offer weekly options expirations.

What is ES's options trading profile?

ES (Eversource Energy) options trade with good liquidity, averaging N/A in daily volume, typical bid-ask spreads of N/A. Implied volatility typically falls in the 12% - 30% range. The position sits in the Utilities category for portfolio diversification and options strategy design.

How does ES implied volatility behave around earnings?

IV typically expands before earnings and contracts after the announcement. Next scheduled earnings: See earnings calendar. Traders often size short premium positions for the post-earnings IV crush, while long premium buyers should be aware that the IV decline can outweigh small directional moves.

What options strategies work well on ES?

Popular strategies on ES options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 12% - 30% typical range, days to next earnings, and the trader's directional outlook. Higher IV regimes favour premium-selling strategies; lower IV regimes favour directional debit spreads or long premium plays.

What is ES's gamma exposure (GEX)?

Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence ES's intraday price action. ES tends to operate in a positive gamma environment during normal conditions. Positive GEX tends to dampen volatility and create mean-reverting moves, while negative GEX can amplify swings. View live ES GEX levels and the gamma-flip point on ApexVol.

What is ES's IV rank?

ES's IV rank shows where ES's current implied volatility sits within its trailing 1-year range, scored 0–100. A reading near 100 means IV is near its yearly high — options are relatively expensive, which favors premium-selling strategies like credit spreads and iron condors. A reading near 0 means IV is near its yearly low, favoring premium-buying. ES implied volatility typically ranges from 12% - 30%. Check ES's live IV rank and percentile on ApexVol's IV analytics.

Reference data reads well.
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Everything on this page is the shape of ES options. The Terminal shows you today's chain, its Greeks, the gamma profile and the flow tape as they move. Run every module on AAPL without an account.

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