What move does the options market price into Eversource Energy's report?

Implied ±3.5%, either direction.

How often does Eversource Energy move more than the options market prices?

1 of the last 8 reports moved at least as far as the implied move.

ESNYSEElectric Services

Eversource Energy (ES) earnings date, market-implied expected move, and options open interest by expiry

69.01

−0.54 · −0.78%

post 68.58 −0.62%

Closed18:00 ET

Open69.39Volume2.3MMkt cap$26.2BP/E17.81EPS3.85Div yield4.48%

Day68.58 – 69.390%52-wk60.64 – 75.6853%

Eversource Energy

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±3.5%implied · straddle

67.0972.01

spot 69.55exp Nov 20ATM strike 70ATM straddle 2.90IV 23%

Nov 2 close

Expected move

Inputs

News

35dEversource and Dartmouth Engineering selected for U.S. Department of Energy SPARK Award to expand grid capacity and deliver customer benefits through grid-enhancing technology
47dIs Eversource Energy Stock Underperforming the Dow?
48dISO New England selects Eversource’s joint transmission project as preferred long-term solution to enhance reliability and affordability

News

Next report

Last report

−3.05%

vs ±3.9% implied · ×0.79

shaded = implied · ▲▼ = realized

Jul 30 '26 · confirmed

Implied vs realized

Largest filed tie

—

Supply chain

13F top-10 QoQ

+4.00%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

1,122 managers

Top fund weight

1.91%

ES weight · XLU

N-PORTJun 30 '26

10 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

Eversource Energy (ES) is expected to report on Nov 3 after close (estimated date).

Implied vs realized

8 reports

1 of 8≥ implied

avg implied: ±3.2%
avg realized: ±1.6%

May 1 '25May 1 '25confirmed±3.0%▼−0.42%×0.14

Jul 31 '25Jul 31 '25confirmed±3.4%▼−0.83%×0.24

Oct 14 '25Oct 14 '25confirmed±2.4%▼−0.54%×0.22

Nov 4 '25Nov 4 '25confirmed±3.8%▼−1.23%×0.32

Feb 12 '26Feb 12 '26confirmed±3.8%▲+4.32%×1.14

Q1 FY26May 6 '26confirmed±2.5%▼−2.16%×0.86

Q2 FY26Jun 30 '26confirmed±3.1%▼−0.10%×0.03

Jul 30 '26Jul 30 '26confirmed±3.9%▼−3.05%×0.79

quarterimplied−5%0+5%realized×

Jul '26±3.9%▼−3.05%×0.79

Q2 FY26±3.1%

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Implied vs realized

Positioning

OI · 4 expiries · Nov 2 close

0.13OI · 4 expiries · Nov 2 closeP/C open interest · Nov 20 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

334+1%Nov 2017d2,495−1%

67+8%Dec 1845d0.39173+2%0.39

8100%Jan 1573d0.501,6260%0.50

295+1%Apr 16164d0.67440+2%0.67

ExpiryPutsCallsP/C

Nov 2017d334+1%2,495−1%0.13

Dec 1845d67+8%173+2%0.39

Jan 1573d8100%1,6260%0.50

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

scenario · straddle±3.5%

Funds 4

XLU±0.1%

RSP±0.0%

REVS±0.0%

VTV±0.0%

Dashed = straddleMethod 2 more funds Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

1.91%as filednet margin · revenue −35.55% QoQ · +2.29% YoY

Revenue

$2.9B−35.55% QoQ

Gross profit

$1.5B−40.17% QoQ

51.09% margin

Operating income

$541M−49.74% QoQ

18.63% margin

Pre-tax income

$135M−83.32% QoQ

Net income

$56M−90.87% QoQ

1.91% margin

Cost of revenue

$1.4B−29.88% QoQ

Operating expenses

$942M−32.84% QoQ

Other operating $563M

Depreciation $424M

Other expense

$405M

Tax

$80M−60.72% QoQ

Revenue$2.9B−35.55%

Gross profit

$1.5B−40.17%

51.09% margin

Operating income

$541M−49.74%

18.63% margin

Pre-tax income

$135M−83.32%

Net income

$56M−90.87%

1.91% margin

Cost of revenue

$1.4B−29.88%

Operating expenses

$942M−32.84%

Other operating $563M

Depreciation $424M

Other expense

$405M

Tax$80M−60.72%

flow · deduction · signed % = QoQSource: SEC filings · standardized · QE Jun 30 '26 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 2 close · Hatch = extended hours · ▯ up · ▮ down · bars = volume, 15mSource: market data · 18:00 ET

Intraday

Event sensitivity

FOMC ×1.12· ±1.3% vs ±1.1% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±1.3%8 of 24×1.12

CPIconsumer prices±1.1%5 of 10×1.00

PPIproducer prices±1.1%6 of 10×0.97

NFPjobs report±0.9%7 of 10×0.82

GDPgross domestic product±0.8%10 of 19×0.75

CPROFcorporate profits±0.8%8 of 12×0.74

PCEpersonal income & outlays±0.8%12 of 19×0.72

Bar = avg |move| to ±2% · tick = ±1.1% avg day · ×base = |move| ÷ ±1.1% · min 6 releases

Earnings history

EPS 0.14 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Jun 30 '26 · confirmed	0.14	—
Q1 FY26	May 6 '26 · confirmed	1.61	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod