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
Essent Greeks
Delta, Gamma, Theta, and Vega Greek Charts for ESNT options.
Delta Table
| Strike Price | Delta | Gamma | Theta | Vega |
|---|---|---|---|---|
| 30.00 | 0.9184 | 0.0032 | -0.2522 | 0.0188 |
| 35.00 | 0.9008 | 0.0045 | -0.2437 | 0.0217 |
| 40.00 | 0.8796 | 0.0063 | -0.2322 | 0.0250 |
| 45.00 | 0.8530 | 0.0088 | -0.2174 | 0.0286 |
| 50.00 | 0.8473 | 0.0137 | -0.1489 | 0.0294 |
| 55.00 | 0.9499 | 0.0179 | -0.0267 | 0.0129 |
| 60.00 | 0.7208 | 0.0482 | -0.088 | 0.0418 |
| 65.00 | -0.3386 | 0.2224 | -0.1218 | 0.0852 |
| 70.00 | -0.6177 | 0.0597 | -0.1588 | 0.0581 |
| 75.00 | -0.4352 | 0.0447 | -0.36 | 0.0842 |
| 80.00 | -0.5052 | 0.0356 | -0.3949 | 0.0786 |
| 85.00 | -0.5447 | 0.0297 | -0.4321 | 0.0751 |