ESNT · Essent Group Ltd.

Track ESNT — free Ask ALVIS about ESNT

$65.69 +1.27 (+1.97%) At close · Jul 24

Market Cap

$6.06B

92.15M

Options Chain

15-min delayed Underlying $65.69 · today Options Calculator

Positioning

Aug 21, 2026 · 27 days to expiry · 24 contracts

Put / call OI

0.33

Call-heavy positioning

Open interest

contracts outstanding

Volume

traded today

Max pain

$65.00

$0.69 below spot

ATM implied vol

30.2%

market's expected move

Open interest by strike

Calls Puts

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 27d Sep 18 55d Oct 16 83d Jan 15 174d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	—	0.1%	1	—		—	—	—	—	0
Call · $30 In the money Last — Breakeven — Implied vol 0.1% Delta 1 ≈100% ITM Gamma 0 Theta 0 Vega 0 Open interest 0 Model this call Put · $30 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	111%	0.987	—		—	—	—	—	0
Call · $35 In the money Last — Breakeven — Implied vol 111% Delta 0.987 ≈99% ITM Gamma 0.002 Theta -0.012 Vega 0.007 Open interest 0 Model this call Put · $35 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	0.1%	0.999	—		—	—	—	—	0
Call · $40 In the money Last — Breakeven — Implied vol 0.1% Delta 0.999 ≈100% ITM Gamma 0 Theta 0 Vega 0 Open interest 0 Model this call Put · $40 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		—	-0.053	95%	—	0
Call · $45 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $45 Last — Breakeven — Implied vol 95% Delta -0.053 ≈5% ITM Gamma 0.006 Theta -0.034 Vega 0.026 Open interest 0 Model this put
0	—	—	—	—		—	-0.067	72.3%	—	0
Call · $50 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $50 Last — Breakeven — Implied vol 72.3% Delta -0.067 ≈7% ITM Gamma 0.01 Theta -0.031 Vega 0.027 Open interest 0 Model this put
0	—	0.1%	0.999	—		—	-0.091	51.9%	—	0
Call · $55 In the money Last — Breakeven — Implied vol 0.1% Delta 0.999 ≈100% ITM Gamma 0 Theta -0.002 Vega 0 Open interest 0 Model this call Put · $55 Last — Breakeven — Implied vol 51.9% Delta -0.091 ≈9% ITM Gamma 0.018 Theta -0.028 Vega 0.029 Open interest 0 Model this put
0	—	28.7%	0.889	—		—	-0.28	69.4%	—	0
Call · $60 In the money Last — Breakeven — Implied vol 28.7% Delta 0.889 ≈89% ITM Gamma 0.037 Theta -0.02 Vega 0.03 Open interest 0 Model this call Put · $60 Last — Breakeven — Implied vol 69.4% Delta -0.28 ≈28% ITM Gamma 0.027 Theta -0.077 Vega 0.059 Open interest 0 Model this put
1	1	29.7%	0.577	$3.55		$1.60	-0.425	30.8%	1	2
Call · $65 In the money Last $3.55 Breakeven $68.55 Implied vol 29.7% Delta 0.577 ≈58% ITM Gamma 0.074 Theta -0.04 Vega 0.071 Open interest 1 Model this call Put · $65 Last $1.60 Breakeven $63.40 Implied vol 30.8% Delta -0.425 ≈42% ITM Gamma 0.072 Theta -0.039 Vega 0.071 Open interest 2 Model this put
Underlying $65.69
3	1	25%	0.194	$0.50		—	-0.732	34.2%	—	0
Call · $70 Last $0.50 Breakeven $70.50 Implied vol 25% Delta 0.194 ≈19% ITM Gamma 0.061 Theta -0.023 Vega 0.05 Open interest 3 Model this call Put · $70 In the money Last — Breakeven — Implied vol 34.2% Delta -0.732 ≈73% ITM Gamma 0.055 Theta -0.035 Vega 0.064 Open interest 0 Model this put
0	—	39.5%	0.124	—		—	-0.82	48.9%	—	0
Call · $75 Last — Breakeven — Implied vol 39.5% Delta 0.124 ≈12% ITM Gamma 0.029 Theta -0.027 Vega 0.034 Open interest 0 Model this call Put · $75 In the money Last — Breakeven — Implied vol 48.9% Delta -0.82 ≈82% ITM Gamma 0.03 Theta -0.04 Vega 0.051 Open interest 0 Model this put
2	1	—	—	$0.40		—	-0.863	61.3%	—	0
Call · $80 Last $0.40 Breakeven $80.40 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this call Put · $80 In the money Last — Breakeven — Implied vol 61.3% Delta -0.863 ≈86% ITM Gamma 0.021 Theta -0.042 Vega 0.035 Open interest 0 Model this put
0	—	—	—	—		—	-0.881	73.5%	—	0
Call · $85 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $85 In the money Last — Breakeven — Implied vol 73.5% Delta -0.881 ≈88% ITM Gamma 0.015 Theta -0.045 Vega 0.036 Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

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) 63 filings 63 filers Visit website Investor relations