ThetaOwl

ESNT

Essent Group Ltd.Financial Services
$59.16
Bullish
Mkt Cap: $5.59B|Float: 91.0M|SI: 1.9%|DTC: 2.0
Data as of market close Apr 2, 2026
IV Rank
21
IV Pctl
33%
HV 20d
15.3%
52W Range
$51-$67
ATR(14)
$1.05
Exp. Move
±10.6%
P/C Ratio
0.13
Earnings
May 8
GEX Positive
DEX Long
Net Call Premium
IV Low
Max Pain Above
Exp. Move Wide
Low Put/Call

ESNT Key Options Data

IV Rank
20.5%
Total GEX
$0.00B
Total DEX
$0.0M
Max Pain
$65.00
Expected Move
±10.6%
Put/Call OI
0.13
Net Premium
$0.0M
Spot Price
$59.16

Gamma Exposure (GEX)

Delta Exposure (DEX)

Expected Move by Expiration

ExpirationDTEExpected MoveMove %LowerUpper
2026-04-1715±$6.25±10.6%$52.91$65.41
2026-07-17106±$2.60±4.4%$56.56$61.76
2026-10-16197±$2.55±4.3%$56.61$61.71

Explore ESNT options data including implied volatility rankings, gamma and delta exposure, max pain levels, and expected price moves. AI-generated reports provide directional, income, and earnings analysis.