Essent Group Ltd. (ESNT)
NYSE: ESNT
· Real-Time Price · USD
61.84
-0.98 (-1.56%)
At close: Aug 15, 2025, 3:59 PM
61.86
0.03%
After-hours: Aug 15, 2025, 05:51 PM EDT
ESNT Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for ESNT across all expirations is 142.54 shares per 1% move, with 270.3 from calls and 127.76 from puts. The put-call GEX ratio of 0.47 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness. The highest gamma concentration is at the Jan 16, 26 expiration with 59.93 net GEX, which may act as a magnet point for price action. Near-term exposure for Sep 19, 25 suggests potential support from positive gamma hedging flows.
ESNT GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Sep 19, 25 | 44.5 | -4.85 | 39.65 | 0.11 |
| Oct 17, 25 | 157.81 | -114.85 | 42.96 | 0.73 |
| Dec 19, 25 | 0 | 0 | 0 | n/a |
| Jan 16, 26 | 67.99 | -8.06 | 59.93 | 0.12 |
| Apr 17, 26 | 0 | 0 | 0 | n/a |
| Jan 23, 64 | 0 | 0 | 0 | n/a |