ESNT · Expected Move
Essent Group LTD
The expected move for ESNT is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
ESNT straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current ESNT Expected Move
30-Day Straddle
$5.00
7-Day Straddle
$5.00
30-Day ATM IV
32.0%
IV Rank
70%
Implied one-standard-deviation move through the next 30 days. Compare to ESNT's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
ESNT Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $5.00 | $5.00 | 32.0% | 70% |
| 20261021 | $4.20 | $4.20 | 29.8% | 57% |
| 20261020 | $5.25 | $5.25 | 33.6% | 75% |
| 20261019 | $4.33 | $4.33 | 28.3% | 46% |
| 20261016 | $4.85 | $2.52 | 30.4% | 58% |
| 20261015 | $4.93 | $2.92 | 31.0% | 61% |
| 20261014 | $5.70 | $3.23 | 32.3% | 68% |
| 20261013 | $6.30 | $4.55 | 36.7% | 93% |
| 20261012 | $5.88 | $4.65 | 33.1% | 73% |
| 20261009 | $6.28 | $5.22 | 31.1% | 61% |
| 20261008 | $4.42 | $3.12 | 27.5% | 41% |
| 20261007 | $6.45 | $5.05 | 35.3% | 85% |
| 20261006 | $5.00 | $3.23 | 30.7% | 59% |
| 20261005 | $6.38 | $4.42 | 37.1% | 95% |
| 20261002 | $2.80 | $2.80 | 30.6% | 58% |
| 20261001 | $4.40 | $4.40 | 31.9% | 66% |
| 20260930 | $3.95 | $3.95 | 33.2% | 73% |
| 20260929 | $4.55 | $4.55 | 23.5% | 18% |
| 20260928 | $2.12 | $2.12 | 28.5% | 46% |
| 20260925 | $2.58 | $2.58 | 27.4% | 40% |
| 20260924 | $1.88 | $1.88 | 22.9% | 15% |
| 20260923 | $2.30 | $2.30 | 22.4% | 12% |
| 20260922 | $4.18 | $4.18 | 29.9% | 54% |
| 20260921 | $4.20 | $4.20 | 26.4% | 35% |
| 20260918 | $4.10 | $4.95 | 25.4% | 29% |
| 20260917 | $4.67 | $3.33 | 25.4% | 29% |
| 20260916 | $3.67 | $4.57 | 28.7% | 48% |
| 20260915 | $3.42 | $4.80 | 22.1% | 10% |
| 20260914 | $3.25 | $4.90 | 22.1% | 10% |
| 20260911 | $3.45 | $4.90 | 25.9% | 23% |
| 20260910 | $3.60 | $4.90 | 21.1% | 3% |
| 20260909 | $3.53 | $4.90 | 21.5% | 5% |
| 20260908 | $3.67 | $4.75 | 22.5% | 9% |
| 20260904 | $3.62 | $4.05 | 21.9% | 6% |
| 20260903 | $3.62 | $4.80 | 22.8% | 10% |
| 20260902 | $4.97 | $4.97 | 23.5% | 13% |
| 20260901 | $3.33 | $3.33 | 23.6% | 13% |
| 20260831 | $5.15 | $5.15 | 22.7% | 10% |
| 20260828 | $4.75 | $4.75 | 24.9% | 18% |
| 20260827 | $5.50 | $5.50 | 30.9% | 43% |
| 20260826 | $5.55 | $5.55 | 23.8% | 14% |
| 20260825 | $3.15 | $3.15 | 21.3% | 4% |
| 20260824 | $5.45 | $5.45 | 29.2% | 36% |
| 20260821 | $5.22 | $2.90 | 23.6% | 13% |
| 20260820 | $4.55 | $1.82 | 26.0% | 23% |
| 20260819 | $4.92 | $3.90 | 30.4% | 41% |
| 20260818 | $5.10 | $3.90 | 30.9% | 42% |
| 20260817 | $4.95 | $3.70 | 23.0% | 11% |
| 20260814 | $3.60 | $3.90 | 20.8% | 2% |
| 20260813 | $5.10 | $3.90 | 25.3% | 20% |
| 20260812 | $3.62 | $3.53 | 26.3% | 24% |
| 20260811 | $4.53 | $3.67 | 31.5% | 45% |
| 20260810 | $5.58 | $3.90 | 35.3% | 60% |
| 20260807 | — | — | 26.4% | 25% |
| 20260806 | $5.55 | $4.75 | 34.8% | 58% |
| 20260805 | $4.80 | $4.80 | 31.5% | 45% |
| 20260804 | $4.70 | $4.70 | 32.8% | 50% |
| 20260803 | $5.25 | $5.25 | 27.2% | 28% |
| 20260731 | $4.90 | $4.90 | 28.3% | 32% |
| 20260730 | $4.75 | $4.75 | 30.1% | 39% |
More on ESNT
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.