Essent Group Ltd. (ESNT)
NYSE: ESNT
· Real-Time Price · USD
63.08
-0.75 (-1.17%)
At close: Sep 09, 2025, 3:59 PM
63.36
0.45%
Pre-market: Sep 10, 2025, 07:06 AM EDT
ESNT Delta Exposure By Expiry
The total Delta Exposure (DEX) for ESNT across all expirations shows 284.53 net shares that market makers must hedge, with 3,901.22 from calls and 3,616.69 from puts. The put-call delta ratio of 0.93 suggests neutral market maker positioning.
ESNT DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 19, 25 | 280.11 | -156.33 | 123.78 | 0.56 |
| Oct 17, 25 | 2,553.08 | -3,320.76 | -767.68 | 1.30 |
| Dec 19, 25 | 0 | 0 | 0 | n/a |
| Jan 16, 26 | 1,068.03 | -139.6 | 928.43 | 0.13 |
| Apr 17, 26 | 0 | 0 | 0 | n/a |
| Jan 23, 64 | 0 | 0 | 0 | n/a |