ESNT · Essent Group Ltd. · Options Chain

Track ESNT — free

$68.57 +0.13 (+0.19%) At close · Sep 9

S&P 400 member Russell 2000 member Rebalance outlook locked

Market Cap

$6.15B

89.88M

Options Chain

Underlying $68.57 · at close Sep 9, 2026 Options Calculator

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Positioning

Sep 18, 2026 · 8 days to expiry · 26 contracts · mixed daily-bar sessions · Jul 28, 2026–Aug 25, 2026; 23 unknown

Put / call OI

0.05

Call-heavy positioning

Open interest

as of Sep 4, 2026

Volume

—

dated and unknown daily-bar sessions

Max pain

$70.00

$1.43 above spot

ATM implied vol

42.2%

market's expected move

Open interest by strike

Calls Puts

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Sep 18 8d Oct 16 36d Jan 15 127d Apr 16 218d

Calls								Puts
OI	Vol	IV	Δ	Bid	Ask	Last	Strike	Last	Bid	Ask	Δ	IV	Vol	OI
—	—	—	—	$31.50	$35.70	—		—	$0.00	$4.80	—	—	—	—
Call · $35 In the money Daily-bar session Unknown Quote as of 2026-09-09 19:55:01.568 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $35 Daily-bar session Unknown Quote as of 2026-09-09 19:59:37.744 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$26.50	$30.60	—		—	$0.00	$0.20	—	—	—	—
Call · $40 In the money Daily-bar session Unknown Quote as of 2026-09-09 19:55:01.554 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $40 Daily-bar session Unknown Quote as of 2026-09-09 19:58:30.312 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$21.30	$25.70	—		—	$0.00	$4.80	—	—	—	—
Call · $45 In the money Daily-bar session Unknown Quote as of 2026-09-09 19:55:01.315 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $45 Daily-bar session Unknown Quote as of 2026-09-09 19:59:37.154 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$16.50	$20.70	—		—	$0.00	$4.80	—	—	—	—
Call · $50 In the money Daily-bar session Unknown Quote as of 2026-09-09 19:55:01.478 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $50 Daily-bar session Unknown Quote as of 2026-09-09 19:59:36.899 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$11.50	$15.70	—		—	$0.00	$4.80	—	—	—	—
Call · $55 In the money Daily-bar session Unknown Quote as of 2026-09-09 19:55:01.404 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $55 Daily-bar session Unknown Quote as of 2026-09-09 19:59:52.649 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	57.3%	0.948	$6.50	$11.00	—		—	$0.00	$4.80	—	—	—	—
Call · $60 In the money Daily-bar session Unknown Quote as of 2026-09-09 19:59:54.520 UTC Last — Breakeven — Implied vol 57.3% Delta 0.948 ≈95% ITM Gamma 0.018 Theta -0.044 Vega 0.011 Open interest — OI effective date — Model this call Put · $60 Daily-bar session Unknown Quote as of 2026-09-09 19:59:52.649 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	28.2%	0.907	$1.50	$6.00	—		$0.50	$0.00	$4.80	—	—	1	1
Call · $65 In the money Daily-bar session Unknown Quote as of 2026-09-09 19:59:51.030 UTC Last — Breakeven — Implied vol 28.2% Delta 0.907 ≈91% ITM Gamma 0.058 Theta -0.036 Vega 0.017 Open interest — OI effective date — Model this call Put · $65 Daily-bar session Aug 25, 2026 Quote as of 2026-09-09 19:59:35.945 UTC Last $0.50 Breakeven $64.50 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 OI effective date Sep 4, 2026 Model this put
Underlying $68.57
2	1	—	—	$0.00	$4.80	$1.10		—	$0.10	$4.90	-0.613	42.2%	—	1
Call · $70 Daily-bar session Jul 28, 2026 Quote as of 2026-09-09 19:59:35.751 UTC Last $1.10 Breakeven $71.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 OI effective date Sep 4, 2026 Model this call Put · $70 In the money Daily-bar session Unknown Quote as of 2026-09-09 19:59:32.189 UTC Last — Breakeven — Implied vol 42.2% Delta -0.613 ≈61% ITM Gamma 0.089 Theta -0.098 Vega 0.039 Open interest 1 OI effective date Sep 4, 2026 Model this put
40	1	—	—	$0.00	$0.10	$0.40		—	$4.50	$8.50	-0.927	40.5%	—	—
Call · $75 Daily-bar session Aug 7, 2026 Quote as of 2026-09-09 19:57:28.737 UTC Last $0.40 Breakeven $75.40 Implied vol — Delta — Gamma — Theta — Vega — Open interest 40 OI effective date Sep 4, 2026 Model this call Put · $75 In the money Daily-bar session Unknown Quote as of 2026-09-09 19:55:01.315 UTC Last — Breakeven — Implied vol 40.5% Delta -0.927 ≈93% ITM Gamma 0.034 Theta -0.029 Vega 0.014 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$1.00	—		—	$9.50	$13.50	-0.947	62.2%	—	—
Call · $80 Daily-bar session Unknown Quote as of 2026-09-09 13:30:39.209 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $80 In the money Daily-bar session Unknown Quote as of 2026-09-09 19:55:01.315 UTC Last — Breakeven — Implied vol 62.2% Delta -0.947 ≈95% ITM Gamma 0.017 Theta -0.035 Vega 0.011 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$4.80	—		—	$14.50	$18.50	-0.957	81.4%	—	—
Call · $85 Daily-bar session Unknown Quote as of 2026-09-09 19:59:36.751 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $85 In the money Daily-bar session Unknown Quote as of 2026-09-09 19:55:01.451 UTC Last — Breakeven — Implied vol 81.4% Delta -0.957 ≈96% ITM Gamma 0.011 Theta -0.039 Vega 0.009 Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$4.80	—		—	$19.50	$23.50	—	—	—	—
Call · $90 Daily-bar session Unknown Quote as of 2026-09-09 19:59:37.051 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $90 In the money Daily-bar session Unknown Quote as of 2026-09-09 19:59:49.839 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put
—	—	—	—	$0.00	$1.95	—		—	$24.50	$28.50	—	—	—	—
Call · $95 Daily-bar session Unknown Quote as of 2026-09-09 19:59:37.348 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this call Put · $95 In the money Daily-bar session Unknown Quote as of 2026-09-09 19:58:38.888 UTC Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest — OI effective date — Model this put

About this data

Each contract's last price, day range and volume belong to the daily-bar session shown in its details; unknown means the source omitted that timestamp. Open interest has its own effective date shown separately; implied volatility and greeks are model values computed when fetched. This chain has mixed daily-bar sessions · Jul 28, 2026–Aug 25, 2026; 23 unknown. Positioning totals are shown only when every returned open-interest value has the same known effective date. Bid and ask are real-time consolidated OPRA readings.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 1448893 CUSIP G3198U102 13F (30d) 218 filings 202 filers Visit website Investor relations