Essent Group Ltd. (ESNT)
NYSE: ESNT
· Real-Time Price · USD
63.61
0.57 (0.90%)
At close: Aug 27, 2025, 1:08 PM
ESNT Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for ESNT across all expirations is -397.37 shares per 1% move, with 334.89 from calls and 732.26 from puts. The put-call GEX ratio of 2.19 indicates heavy put positioning, suggesting market makers may need to buy shares on declines (supportive) and sell on rallies (resistance). The highest gamma concentration is at the Oct 17, 25 expiration with -444.5 net GEX, which may act as a pivot point for price action. Near-term exposure for Sep 19, 25 suggests possible volatility from negative gamma effects.
ESNT GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Sep 19, 25 | 51.11 | -55.65 | -4.54 | 1.09 |
| Oct 17, 25 | 217.17 | -661.67 | -444.5 | 3.05 |
| Dec 19, 25 | 0 | 0 | 0 | n/a |
| Jan 16, 26 | 66.61 | -14.94 | 51.67 | 0.22 |
| Apr 17, 26 | 0 | 0 | 0 | n/a |
| Jan 23, 64 | 0 | 0 | 0 | n/a |