Essent Group Ltd. (ESNT) Options Analysis - Options Chain, Volume & Implied Volatility - Stocknear

Essent Group Ltd.

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 Option Overview

Overview for all option chains of ESNT. As of October 05, 2025, ESNT options have an IV of 77% and an IV rank of 96.93%. The volume is 3 contracts, which is 10.71% of average daily volume of 28 contracts. The volume put-call ratio is 2, indicating a bearish sentiment in the market.

Implied Volatility

Implied Volatility (30d)
77%
IV Rank
96.93%
Historical Volatility
19.36%
IV Low
35.47% on Aug 18, 2025
IV High
78.32% on Oct 03, 2025

Open Interest (OI)

Today's Open Interest
821
Put-Call Ratio
7.46
Put Open Interest
724
Call Open Interest
97
Open Interest Avg (30-day)
686
Today vs Open Interest Avg (30-day)
119.68%

Option Volume

Today's Volume
3
Put-Call Ratio
2
Put Volume
2
Call Volume
1
Volume Avg (30-day)
28
Today vs Volume Avg (30-day)
10.71%

Option Chain Statistics

This table provides a comprehensive overview of all ESNT 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
Oct 17, 2025 0 0 0 53 699 13.19 77% 65
Nov 21, 2025 0 0 0 0 0 0 65.53% 35
Dec 19, 2025 0 0 0 0 0 0 29.32% 980
Jan 16, 2026 1 2 2 24 9 0.38 41.3% 60
Apr 17, 2026 0 0 0 20 16 0.8 30.52% 60
Jan 23, 2064 0 0 0 0 0 0 6.51% 6284.9