After hours
⌘K
Sign in Sign up
You're reading the free version. Trader adds the live tape and alerts. Start tracking

Essent Group LTD ESNT 64.68 -1.08 -1.64%

Previous-day view · Tue Nov 10 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
ATM IV
0.255
Put Call Ratio (OI)
3.39
Put Call Ratio (Vol)
6.15
IV Rank
11.2
IV Percentile
32.5
Max pain
65

Delta exposure (2026-11-10)

Delta approximates how many cents the option moves for a $1 move in the underlying.

A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money.

DTE \text{DTE}
10.0
157.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-40.3
40.3
View values by strike
ESNT · Delta exposure · 2026-11-10. Delta-weighted share equivalents.
StrikeCallsPuts
35.00 93.9 -14.7
40.00 94.4 -22.1
45.00 0 -11
50.00 0 -21.8
55.00 0 -10.6 K
60.00 439 -9.24 K
65.00 14.4 K -1.62 K
70.00 1.16 K -155
75.00 1.1 K 0
80.00 9.54 0
85.00 9.47 0
90.00 25.5 0