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Eversource Energy ES 70.46 1.43 2.07%

Previous-day view · Wed Nov 4 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 04, 2026 close · $70.38
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session Earnings ±1.8% ±$1.28 $69.11 – $71.66 $68.78 – $71.98 $67.60 – $73.16
2 sessions Earnings ±2.1% ±$1.50 $68.88 – $71.88 $68.52 – $72.25 $67.13 – $73.63
3 sessions Earnings ±2.4% ±$1.71 $68.67 – $72.09 $68.28 – $72.49 $66.71 – $74.05
1 week Earnings ±2.8% ±$2.00 $68.38 – $72.38 $67.90 – $72.87 $66.18 – $74.58
2 weeks Earnings ±3.6% ±$2.55 $67.83 – $72.93 $67.24 – $73.53 $65.01 – $75.75
3 weeks Earnings ±4.2% ±$2.98 $67.40 – $73.36 $66.69 – $74.07 $64.12 – $76.65
1 month Earnings ±4.8% ±$3.41 $66.97 – $73.79 $66.14 – $74.62 $63.20 – $77.56
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. ES reports in 1 session; only the horizons marked Earnings include its jump. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±3.96%
Average actual move
3.58%
Beyond the implied move
1 / 2
Median IV change
-21.01%
Reaction session Implied Actual Used ATM IV before → after
February 13, 2026 ±3.70% +4.32% 1.17× —
February 12, 2025 ±4.23% -2.83% 0.67× 28.1% → 22.2%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →