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Eversource Energy ES 66.89 -0.83 -1.23%

ES Historical Options Analysis

Explore ES (Eversource Energy) historical options data, volatility, Greeks and positioning. Compare signals over time in the free Historical Lab preview.

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

ES / Comparative study

3 signals / 501 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z -0.24
17.64
Mean
20.95
Window
+324.0%
ATM IV z -0.94
0.19
Mean
0.23
Window
+1.3%
IV Percentile z -1.52
5.98
Mean
48.01
Window
+199.0%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.69 0.63
ATM IV 0.69 1.00 0.81
IV Percent... 0.63 0.81 1.00
Source observations

Data inspector

1-50 of 501
  • 1 / 11
Date Close IV Rank ATM IV IV Percentile
2026-09-21 66.89 17.64 0.19 5.98
2026-09-18 67.72 36.94 0.23 51.19
2026-09-17 68.99 39.07 0.24 56.75
2026-09-16 67.86 48.91 0.26 75.4
2026-09-15 67.21 46.11 0.25 71.83
2026-09-14 68.33 37.1 0.23 52.59
2026-09-11 68.52 33.63 0.22 42.86
2026-09-10 68.99 31.61 0.22 38.89
2026-09-09 70.44 28.21 0.21 26.19
2026-09-08 71.49 35.72 0.23 49.6
2026-09-07 71.05 37.8 0.23 54.18
2026-09-04 71.05 31.33 0.22 39.29
2026-09-03 71.47 25.78 0.21 21.43
2026-09-02 70.44 30.82 0.22 37.3
2026-09-01 70.5 23.67 0.2 18.33
2026-08-31 70.14 25.7 0.21 21.2
2026-08-28 70.84 17.44 0.19 7.57
2026-08-27 70.92 27.46 0.21 25.9
2026-08-26 71.67 29.95 0.22 35.06
2026-08-25 71.03 39.6 0.24 59.36
2026-08-24 71.25 28.93 0.22 31.6
2026-08-21 70.21 20.78 0.2 14.34
2026-08-20 72.15 20.81 0.2 14.74
2026-08-19 71.99 28.71 0.21 30.68
2026-08-18 72.22 18.03 0.19 11.16
2026-08-17 71.91 25.8 0.21 23.6
2026-08-14 72.36 18.17 0.19 11.95
2026-08-13 72.22 22.96 0.2 18.73
2026-08-12 71.55 22.98 0.2 19.12
2026-08-11 71.13 26.67 0.21 25.9
2026-08-10 71.17 32 0.22 40.8
2026-08-07 72.33 31.15 0.22 39.04
2026-08-06 72.06 29.06 0.22 33.07
2026-08-05 72.47 31 0.22 37.85
2026-08-04 72.7 30.45 0.22 37.45
2026-08-03 71.95 33.83 0.22 44.4
2026-07-31 71.59 44.72 0.25 70.12
2026-07-30 73.84 43.05 0.24 66.14
2026-07-29 74.76 40.68 0.24 62.15
2026-07-28 75.39 39.88 0.24 60.96
2026-07-27 74.69 39.51 0.24 60
2026-07-24 74.91 34.67 0.23 48.21
2026-07-23 74.62 35.51 0.23 50.6
2026-07-22 74.46 39.75 0.24 60.96
2026-07-21 73.05 37.98 0.23 56.57
2026-07-20 74.05 31.69 0.22 42.4
2026-07-17 74.62 24.73 0.21 25.5
2026-07-16 75.04 29.11 0.22 36.65
2026-07-15 73.79 29.14 0.22 36.65
2026-07-14 74.64 33.66 0.22 46.61