Essent Group Ltd. (ESNT) Options Analysis - Options Chain, Volume & Implied Volatility - Stocknear

Essent Group Ltd.

NYSE: ESNT · Real-Time Price · USD
64.68
0.42 (0.65%)
At close: Sep 26, 2025, 1:11 PM

ESNT Option Overview

Overview for all option chains of ESNT. As of September 26, 2025, ESNT options have an IV of 91.94% and an IV rank of 141.64%. The volume is 14 contracts, which is 53.85% of average daily volume of 26 contracts. The volume put-call ratio is 0, indicating a bullish sentiment in the market.

Implied Volatility

Implied Volatility (30d)
91.94%
IV Rank
100%
Historical Volatility
18.74%
IV Low
35.47% on Aug 18, 2025
IV High
75.34% on Sep 19, 2025

Open Interest (OI)

Today's Open Interest
813
Put-Call Ratio
8.03
Put Open Interest
723
Call Open Interest
90
Open Interest Avg (30-day)
527
Today vs Open Interest Avg (30-day)
154.27%

Option Volume

Today's Volume
14
Put-Call Ratio
0
Put Volume
0
Call Volume
14
Volume Avg (30-day)
26
Today vs Volume Avg (30-day)
53.85%

Option Chain Statistics

This table provides a comprehensive overview of all ESNT options grouped by their expiration dates.

Expiration Call Vol Put Vol P/C Vol Call OI Put OI P/C OI Implied Volatility Max Pain
Oct 17, 2025 14 0 0 60 699 11.65 91.94% 65
Nov 21, 2025 0 0 0 0 0 0 60.43% 35
Dec 19, 2025 0 0 0 0 0 0 29.32% 980
Jan 16, 2026 0 0 0 25 8 0.32 46.59% 60
Apr 17, 2026 0 0 0 5 16 3.2 32.71% 60
Jan 23, 2064 0 0 0 0 0 0 6.51% 6284.9