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Eversource Energy ES

i

Market dataready · fetched 2026-11-11T13:50:30.918Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T00:00:00.003459352Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-11T13:50:30.446672+00:00

Share price$69.62
1D+0.5%
AH$68.69$68.97$69.26$69.54$69.825:30 AM6:30 AM9:00 AM1:00 PM2:00 PMES
Sold putSold callAH

Eversource Energy options

Live interpolated ES call and put midpoint premiums by absolute delta.Eversource Energy$0.17$1.60$3.02$4.44$5.86$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEES PRICE$0.33$0.42$0.51$0.59$0.68$0.77$0.46$0.59$0.73$0.86$0.99$1.13$1.26$1.61$2.37$3.14$3.91$4.68$5.45
PutsExpensive1.23×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ73.0824.3%5.4%66.1233.6%5.7%
25Δ72.4723.7%4.7%66.7032.7%5.0%
30Δ71.8623.1%3.9%67.2831.7%4.4%
35Δ71.2522.4%3.2%67.8730.7%3.8%
40Δ70.6421.8%2.4%68.4529.7%3.1%
45Δ70.0321.2%1.7%69.0328.8%2.5%
50Δ69.6127.8%1.8%
55Δ70.2928.4%1.3%
60Δ71.1532.1%1.2%
65Δ72.0235.8%1.1%
70Δ72.8839.5%0.9%
75Δ73.7443.2%0.8%
80Δ74.6146.9%0.7%

20Δ

Calls
Pseudo strike
73.08
IV
24.3%
B/E move
5.4%
Puts
Pseudo strike
66.12
IV
33.6%
B/E move
5.7%

25Δ

Calls
Pseudo strike
72.47
IV
23.7%
B/E move
4.7%
Puts
Pseudo strike
66.70
IV
32.7%
B/E move
5.0%

30Δ

Calls
Pseudo strike
71.86
IV
23.1%
B/E move
3.9%
Puts
Pseudo strike
67.28
IV
31.7%
B/E move
4.4%

35Δ

Calls
Pseudo strike
71.25
IV
22.4%
B/E move
3.2%
Puts
Pseudo strike
67.87
IV
30.7%
B/E move
3.8%

40Δ

Calls
Pseudo strike
70.64
IV
21.8%
B/E move
2.4%
Puts
Pseudo strike
68.45
IV
29.7%
B/E move
3.1%

45Δ

Calls
Pseudo strike
70.03
IV
21.2%
B/E move
1.7%
Puts
Pseudo strike
69.03
IV
28.8%
B/E move
2.5%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
69.61
IV
27.8%
B/E move
1.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
70.29
IV
28.4%
B/E move
1.3%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
71.15
IV
32.1%
B/E move
1.2%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
72.02
IV
35.8%
B/E move
1.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
72.88
IV
39.5%
B/E move
0.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
73.74
IV
43.2%
B/E move
0.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
74.61
IV
46.9%
B/E move
0.7%

Options history

IV · four-Friday blend23.16%
Daily close
ES21.0%22.1%23.3%2026-08-24: 21.31%2026-08-31: 21.17%2026-09-23: 22.00%2026-09-25: 22.59%2026-09-29: 23.02%2026-09-30: 21.98%2026-10-02: 22.75%2026-10-05: 21.38%2026-10-16: 21.12%2026-10-19: 21.40%2026-10-20: 22.43%2026-10-21: 21.66%2026-10-22: 22.57%2026-10-23: 23.15%2026-10-26: 22.45%2026-10-29: 21.84%2026-10-30: 23.16%Aug 24Oct 16Oct 30
17 observations2026-08-24 — 2026-10-30
Table
DateIV (%)
21.31%
21.17%
22.00%
22.59%
23.02%
21.98%
22.75%
21.38%
21.12%
21.40%
22.43%
21.66%
22.57%
23.15%
22.45%
21.84%
23.16%