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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

Gamma exposure (2026-11-10)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
10.0
157.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-40.3
40.3
View values by strike
ESNT · Gamma exposure · 2026-11-10. USD of exposure per 1% underlying move.
StrikeCallsPuts
35.00 16.8 -53.6
40.00 21.4 -96.7
45.00 0 -58
50.00 0 -141
55.00 0 -72.8 K
60.00 916 -79.5 K
65.00 57.2 K -15.7 K
70.00 8.53 K -408
75.00 6.34 K 0
80.00 71.8 0
85.00 56.4 0
90.00 136 0