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Eversource Energy ES

i

Market datapartial · fetched 2026-10-22T21:16:31.748Z

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 · 2026-10-22T20:10:00.001248586Z

FundamentalsAlpha Vantage · unavailable

Share price$67.84
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$0.34$2.14$3.94$5.74$7.54$60.97$64.17$67.36$70.56$73.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ES spot · $67.84ES PRICE$0.54$0.63$0.72$0.93$1.20$1.47$1.74$2.01$2.28$2.55$2.82$3.09$3.36$0.57$0.74$1.05$1.36$1.66$1.97$2.28$2.59$2.90$3.44$4.64$5.83$7.02
PutsExpensive1.15×
CallsCheap0.89×
SkewBearish+5.01 pp
Implied moveBearish±$4.02
TiltBearish21.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ79.0438.0%17.3%63.6527.1%7.0%
25Δ75.1430.2%11.7%65.1324.2%5.1%
30Δ71.2522.3%6.1%65.7624.4%4.6%
35Δ69.6619.7%4.1%66.3924.7%4.1%
40Δ69.1519.6%3.7%67.0224.9%3.7%
45Δ68.6519.5%3.4%67.6525.1%3.2%
50Δ68.1519.5%3.0%68.2825.3%2.7%
55Δ67.6419.4%2.7%68.9125.5%2.2%
60Δ67.1419.3%2.3%69.5425.8%1.8%
65Δ66.6319.2%2.0%70.3626.6%1.4%
70Δ66.1319.1%1.6%71.7129.2%1.1%
75Δ65.6319.0%1.3%73.0631.7%0.9%
80Δ65.1219.0%0.9%74.4134.3%0.7%

20Δ

Calls
Pseudo strike
79.04
IV
38.0%
B/E move
17.3%
Puts
Pseudo strike
63.65
IV
27.1%
B/E move
7.0%

25Δ

Calls
Pseudo strike
75.14
IV
30.2%
B/E move
11.7%
Puts
Pseudo strike
65.13
IV
24.2%
B/E move
5.1%

30Δ

Calls
Pseudo strike
71.25
IV
22.3%
B/E move
6.1%
Puts
Pseudo strike
65.76
IV
24.4%
B/E move
4.6%

35Δ

Calls
Pseudo strike
69.66
IV
19.7%
B/E move
4.1%
Puts
Pseudo strike
66.39
IV
24.7%
B/E move
4.1%

40Δ

Calls
Pseudo strike
69.15
IV
19.6%
B/E move
3.7%
Puts
Pseudo strike
67.02
IV
24.9%
B/E move
3.7%

45Δ

Calls
Pseudo strike
68.65
IV
19.5%
B/E move
3.4%
Puts
Pseudo strike
67.65
IV
25.1%
B/E move
3.2%

50Δ

Calls
Pseudo strike
68.15
IV
19.5%
B/E move
3.0%
Puts
Pseudo strike
68.28
IV
25.3%
B/E move
2.7%

55Δ

Calls
Pseudo strike
67.64
IV
19.4%
B/E move
2.7%
Puts
Pseudo strike
68.91
IV
25.5%
B/E move
2.2%

60Δ

Calls
Pseudo strike
67.14
IV
19.3%
B/E move
2.3%
Puts
Pseudo strike
69.54
IV
25.8%
B/E move
1.8%

65Δ

Calls
Pseudo strike
66.63
IV
19.2%
B/E move
2.0%
Puts
Pseudo strike
70.36
IV
26.6%
B/E move
1.4%

70Δ

Calls
Pseudo strike
66.13
IV
19.1%
B/E move
1.6%
Puts
Pseudo strike
71.71
IV
29.2%
B/E move
1.1%

75Δ

Calls
Pseudo strike
65.63
IV
19.0%
B/E move
1.3%
Puts
Pseudo strike
73.06
IV
31.7%
B/E move
0.9%

80Δ

Calls
Pseudo strike
65.12
IV
19.0%
B/E move
0.9%
Puts
Pseudo strike
74.41
IV
34.3%
B/E move
0.7%

Options history

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