ESSA Bancorp Inc.

NASDAQ: ESSA · Real-Time Price · USD
20.61
0.00 (0.00%)
At close: Jul 23, 2025, 3:59 PM

ESSA Option Overview

Overview for all option chains of ESSA. As of August 15, 2025, ESSA options have an IV of 500% and an IV rank of 263.99%. The volume is 0 contracts, which is n/a of average daily volume of 0 contracts. The volume put-call ratio is 0, indicating a bullish sentiment in the market.

Implied Volatility

Implied Volatility (30d)
500%
IV Rank
263.99%
Historical Volatility
24.44%
IV Low
43.77% on Feb 20, 2025
IV High
216.59% on Aug 14, 2025

Open Interest (OI)

Today's Open Interest
0
Put-Call Ratio
0
Put Open Interest
0
Call Open Interest
0
Open Interest Avg (30-day)
0
Today vs Open Interest Avg (30-day)
n/a

Option Volume

Today's Volume
0
Put-Call Ratio
0
Put Volume
0
Call Volume
0
Volume Avg (30-day)
0
Today vs Volume Avg (30-day)
n/a

Option Chain Statistics

This table provides a comprehensive overview of all ESSA 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
Aug 15, 2025 0 0 0 0 0 0 500% 2.5
Sep 19, 2025 0 0 0 0 0 0 108.5% 12.5
Oct 17, 2025 0 0 0 0 0 0 97.97% 7.5
Jan 16, 2026 0 0 0 0 0 0 61.75% 2.5