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Eversource Energy ES

i

Market datapartial · fetched 2026-10-22T21:30:41.057Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T21:25:35.925094979Z

FundamentalsAlpha Vantage · unavailable

Share price$67.13
1D+3.4%
AH$65.40$66.05$66.71$67.37$68.025:30 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$0.37$1.84$3.31$4.78$6.26$60.99$64.13$67.27$70.42$73.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ES spot · $67.13ES PRICE$0.57$0.68$0.84$1.18$1.51$1.84$2.17$2.50$2.84$3.17$3.67$4.75$5.83$0.53$0.64$0.84$1.08$1.33$1.58$1.82$2.07$2.32$2.56$2.81$3.06
PutsCheap0.85×
CallsExpensive1.13×
SkewBullish-7.07 pp
Implied moveBullish±$4.00
TiltBullish21.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ77.5437.7%16.4%63.0125.9%6.9%
25Δ73.1429.1%10.0%64.4922.4%4.9%
30Δ69.8223.2%5.3%65.3321.0%3.9%
35Δ69.2023.7%4.8%65.8320.8%3.5%
40Δ68.5824.3%4.4%66.3420.5%3.2%
45Δ67.9624.9%4.0%66.8420.2%2.8%
50Δ67.3425.5%3.6%67.3419.9%2.4%
55Δ66.7226.1%3.1%67.8519.6%2.0%
60Δ66.1026.6%2.7%68.3519.4%1.6%
65Δ65.4827.2%2.3%68.8519.1%1.2%
70Δ64.7128.1%1.9%69.3618.8%0.9%
75Δ63.4530.1%1.6%69.8618.5%0.5%
80Δ62.1932.0%1.3%

20Δ

Calls
Pseudo strike
77.54
IV
37.7%
B/E move
16.4%
Puts
Pseudo strike
63.01
IV
25.9%
B/E move
6.9%

25Δ

Calls
Pseudo strike
73.14
IV
29.1%
B/E move
10.0%
Puts
Pseudo strike
64.49
IV
22.4%
B/E move
4.9%

30Δ

Calls
Pseudo strike
69.82
IV
23.2%
B/E move
5.3%
Puts
Pseudo strike
65.33
IV
21.0%
B/E move
3.9%

35Δ

Calls
Pseudo strike
69.20
IV
23.7%
B/E move
4.8%
Puts
Pseudo strike
65.83
IV
20.8%
B/E move
3.5%

40Δ

Calls
Pseudo strike
68.58
IV
24.3%
B/E move
4.4%
Puts
Pseudo strike
66.34
IV
20.5%
B/E move
3.2%

45Δ

Calls
Pseudo strike
67.96
IV
24.9%
B/E move
4.0%
Puts
Pseudo strike
66.84
IV
20.2%
B/E move
2.8%

50Δ

Calls
Pseudo strike
67.34
IV
25.5%
B/E move
3.6%
Puts
Pseudo strike
67.34
IV
19.9%
B/E move
2.4%

55Δ

Calls
Pseudo strike
66.72
IV
26.1%
B/E move
3.1%
Puts
Pseudo strike
67.85
IV
19.6%
B/E move
2.0%

60Δ

Calls
Pseudo strike
66.10
IV
26.6%
B/E move
2.7%
Puts
Pseudo strike
68.35
IV
19.4%
B/E move
1.6%

65Δ

Calls
Pseudo strike
65.48
IV
27.2%
B/E move
2.3%
Puts
Pseudo strike
68.85
IV
19.1%
B/E move
1.2%

70Δ

Calls
Pseudo strike
64.71
IV
28.1%
B/E move
1.9%
Puts
Pseudo strike
69.36
IV
18.8%
B/E move
0.9%

75Δ

Calls
Pseudo strike
63.45
IV
30.1%
B/E move
1.6%
Puts
Pseudo strike
69.86
IV
18.5%
B/E move
0.5%

80Δ

Calls
Pseudo strike
62.19
IV
32.0%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

Options history

ES21.6022.0422.482026-10-20: 22.42%2026-10-21: 21.66%Oct 20Oct 21
Table
DateIV
22.42%
21.66%