ES Gamma Exposure, IV Rank & Implied Volatility
Eversource Energy (ES) options data — GEX, IV rank, options chain & Greeks
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.
An IV rank near 82.0 (the value shown here is illustrative) would mean implied volatility is in roughly the 82.0th percentile of its 1-year range — elevated, premium-selling regime for credit spreads, iron condors, and short strangles. For today's live ES IV rank from ORATS, open the dashboard.
Chart shows simulated data for display purposes. View the real ES IV history on the live platform →
Comprehensive options market data for Eversource Energy (ES).
ES Options at a Glance
What's Covered in This Guide
1 About Eversource Energy (ES)
Eversource Energy (ES) is a electric utilities company listed on NYSE.
Company Profile
Key Dates
Eversource Energy is a Electric Utilities) company in the Utilities sector.
2 ES Options Market Overview
ES options provide trading opportunities for options traders.
Liquidity Assessment: Good
ES options provide trading opportunities across multiple expirations.
3 ES Implied Volatility & 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.
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:
4 Common ES Options Strategies
These are strategies commonly used by traders on ES options, based on typical market characteristics. This is not investment advice.
Popular for ES shareholders seeking additional income.
Defined-risk directional exposure on ES.
Range-bound strategy for ES between events.
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
Frequently Asked Questions: 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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