ES Moves

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Eversource Energy ES 69.62 0.13 0.19%

Previous-day view · Tue Nov 10 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 10, 2026 close · $69.23

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±0.8% ±$0.57	$68.65 – $69.80	$68.54 – $69.91	$67.99 – $70.46
2 sessions	±1.1% ±$0.79	$68.43 – $70.02	$68.26 – $70.20	$67.51 – $70.94
3 sessions	±1.5% ±$1.00	$68.22 – $70.23	$68.03 – $70.42	$67.09 – $71.37
1 week	±1.8% ±$1.27	$67.95 – $70.50	$67.67 – $70.78	$66.51 – $71.95
2 weeks	±2.7% ±$1.89	$67.34 – $71.12	$66.89 – $71.56	$65.20 – $73.26
3 weeks	±3.6% ±$2.49	$66.73 – $71.72	$66.13 – $72.32	$63.97 – $74.49
1 month	±4.4% ±$3.06	$66.17 – $72.29	$65.41 – $73.05	$62.73 – $75.72

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. 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 →