Utilities · Utilities
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).
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On this page
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 2026-09-01As 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.
ES live chain, Greeks and GEX
TerminalEvery 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.
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
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.
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 LabES 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 GEXCommon 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.
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ES analytics
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