ESNT (Essent Group LTD)
Expected Move & Straddle Price History
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).
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.
Current ESNT Expected Move
30-Day Straddle
$3.62
7-Day Straddle
$4.05
Avg IV
0.6%
IV Rank
34%
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 | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260904 | $3.62 | $4.05 | 0.6% | 34% |
| 20260903 | $3.62 | $4.80 | 0.6% | 32% |
| 20260902 | $4.97 | $4.97 | 0.7% | 42% |
| 20260901 | $3.33 | $3.33 | 0.6% | 37% |
| 20260831 | $5.15 | $5.15 | 0.8% | 60% |
| 20260828 | $4.75 | $4.75 | 0.7% | 51% |
| 20260827 | $5.50 | $5.50 | 0.7% | 45% |
| 20260826 | $5.55 | $5.55 | 0.6% | 30% |
| 20260825 | $3.15 | $3.15 | 0.4% | 0% |
| 20260824 | $5.45 | $5.45 | 0.6% | 31% |
| 20260821 | $5.22 | $2.90 | 0.6% | 31% |
| 20260820 | $4.55 | $1.82 | 0.6% | 23% |
| 20260819 | $4.92 | $3.90 | 0.7% | 42% |
| 20260818 | $5.10 | $3.90 | 0.6% | 23% |
| 20260817 | $4.95 | $3.70 | 0.5% | 16% |
| 20260814 | $3.60 | $3.90 | 0.4% | 0% |
| 20260813 | $5.10 | $3.90 | 0.5% | 12% |
| 20260812 | $3.62 | $3.53 | 0.5% | 14% |
| 20260811 | $4.53 | $3.67 | 0.6% | 23% |
| 20260810 | $5.58 | $3.90 | 0.6% | 23% |
| 20260806 | $5.55 | $4.75 | 0.5% | 15% |
| 20260805 | $4.80 | $4.80 | 0.6% | 24% |
| 20260804 | $4.70 | $4.70 | 0.8% | 65% |
| 20260803 | $5.25 | $5.25 | 0.9% | 72% |
| 20260731 | $4.90 | $4.90 | 0.8% | 61% |
| 20260730 | $4.75 | $4.75 | 0.7% | 39% |
| 20260729 | $3.70 | $3.70 | 0.7% | 44% |
| 20260728 | $5.47 | $5.47 | 0.7% | 46% |
| 20260727 | $5.45 | $5.45 | 0.6% | 33% |
| 20260724 | $4.40 | $4.40 | 0.4% | 4% |
| 20260723 | $3.62 | $3.62 | 0.6% | 30% |
| 20260722 | $4.93 | $4.93 | 0.7% | 41% |
| 20260721 | $4.85 | $4.85 | 0.6% | 34% |
| 20260720 | $5.30 | $5.30 | 0.7% | 41% |
| 20260716 | $4.80 | $3.32 | 0.4% | 4% |
| 20260715 | $4.00 | $4.80 | 0.6% | 36% |
| 20260714 | $4.05 | $4.80 | 0.6% | 21% |
| 20260713 | $4.38 | $4.80 | 0.5% | 16% |
| 20260710 | $5.50 | $4.80 | 0.5% | 12% |
| 20260709 | $4.53 | $2.33 | 0.5% | 16% |
| 20260708 | $4.03 | $4.80 | 0.5% | 10% |
| 20260707 | $4.70 | $2.47 | 0.6% | 30% |
| 20260706 | $4.38 | $3.62 | 0.5% | 15% |
| 20260702 | $4.35 | $4.35 | 0.9% | 83% |
| 20260701 | $4.38 | $4.38 | 0.8% | 62% |
| 20260630 | $3.30 | $3.30 | 1.0% | 91% |
| 20260629 | $4.90 | $4.90 | 0.8% | 64% |
| 20260626 | $5.45 | $5.45 | 0.8% | 54% |
| 20260625 | $3.05 | $3.05 | 0.9% | 82% |
| 20260624 | $3.12 | $3.12 | 0.8% | 59% |
| 20260623 | $2.38 | $2.38 | 0.7% | 47% |
| 20260622 | $2.75 | $2.75 | 0.7% | 49% |
| 20260618 | $2.60 | $3.88 | 0.7% | 43% |
| 20260617 | $2.02 | $4.80 | 0.7% | 42% |
| 20260616 | $2.85 | $4.80 | 0.6% | 31% |
| 20260615 | $2.23 | $4.90 | 0.7% | 48% |
| 20260613 | $3.47 | $4.95 | 0.6% | 36% |
| 20260612 | $3.47 | $4.95 | 0.6% | 24% |
| 20260611 | $6.15 | $6.00 | 0.8% | 58% |
| 20260610 | $3.30 | $4.90 | 0.6% | 33% |