Essent Group Ltd. (ESNT)
NYSE: ESNT
· Real-Time Price · USD
61.32
-0.24 (-0.39%)
At close: Oct 03, 2025, 3:59 PM
61.32
0.00%
After-hours: Oct 03, 2025, 05:29 PM EDT
ESNT Delta Exposure By Expiry
The total Delta Exposure (DEX) for ESNT across all expirations shows -15,764.71 net shares that market makers must hedge, with 4,519.19 from calls and 20,283.9 from puts. The put-call delta ratio of 4.49 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.
ESNT DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 2,721.5 | -19,815.47 | -17,093.97 | 7.28 |
| Nov 21, 25 | 0 | 0 | 0 | n/a |
| Dec 19, 25 | 0 | 0 | 0 | n/a |
| Jan 16, 26 | 1,302.33 | -152.12 | 1,150.21 | 0.12 |
| Apr 17, 26 | 495.36 | -316.31 | 179.05 | 0.64 |
| Jan 23, 64 | 0 | 0 | 0 | n/a |