null Option on Essent Group
| ESNT Stock | USD 62.47 0.27 0.43% |
Essent's latest option contracts expiring on October 17th 2025 are carrying combined implied volatility of 0.61 with a put-to-call open interest ratio of 3.3 over 20 outstanding agreements suggesting investors are buying way more puts than calls on contracts expiring on October 17th 2025.
Open Interest Against October 17th 2025 Option Contracts
Essent option prices can potentially be used to forecast stock returns because most option chains provide information not only about the current prices but also about the future conditions in Essent's lending market. For example, when Essent's puts are not actively trading or completely missing in the marketplace, investors can use it to internalize expected shorting costs. So if an investor is writing a put option on Essent, he or she must hedge the risk by shorting Essent stock over its option's life.
2025-10-17
The chart above shows Essent's distribution of open interest by maturity on contracts that have not yet been settled. The area between the two highest points is the projection of the price at expiration. Essent's open interest chart also provides vital information regarding the liquidity of an option. If there is no open interest for Essent's option, there is no secondary market available for investors to trade.
Essent Maximum Pain Price Across 2025-10-17 Option Contracts
Max pain occurs when Essent's market makers reach a net positive position across all Essent's options at a strike price where option holders stand to lose the most money. By contrast, Essent's option sellers may reap the most after selling more options than buying, causing them to expire worthless.
In The Money vs. Out of Money Option Contracts on Essent
Analyzing Essent's in-the-money options over time can help investors to take a profitable long position in Essent regardless of its overall volatility. This is especially true when Essent's options are deep in the money. These options can be identified using deltas that are over 0.75. Deep in-the-money Essent's options could be used as guardians of the underlying stock as they move almost dollar for dollar with Essent's stock while costing only a fraction of its price.
Essent Group In The Money Call Balance
When Essent's strike price is surpassing the current stock price, the option contract against Essent Group stock is said to be in the money. When it comes to buying Essent's options that are 'In the Money' or 'Out of the Money', the choice depends on your outlook for the underlying security, financial situation, and what you are trying to achieve.
While 'out-of-the-money' option contracts written on Essent Group are typically viewed as the more aggressive, there are potential upsides to purchasing these types of options contracts. For one, the cost to buy an 'Out of the Money' option is lower than the cost to buy an 'In the Money' option. This cost-benefit is due to the fact that at the time of the purchase, 'Out of the Money' contracts have no intrinsic value. So, while the potential for a 100% loss is more significant, the cost and risk to enter the trade are lower.
Essent Current Options Market Mood
Essent's open interest and total value indicators provide investors with the necessary information to digest the overall options buildup for its expiring contracts. In addition, it helps Essent Stock's traders understand whether a recent fall or rise in the market is unreasonable and if the time has come to take contrarian positions. These ratios are calculated based on options trading volumes and current open interest.
Put-to-Call Open Interest
Put-to-Call Volume
Unfortunately, most Essent's options investors are not very successful. Essent's option open interest and volume spread between outstanding puts and calls are regarded by many investors as reliable indicators of the overall future market direction.
Rule 16 of the current Essent contract
Base on the Rule 16, the options market is currently suggesting that Essent Group will have an average daily up or down price movement of about 0.0381% per day over the life of the 2025-10-17 option contract. With Essent trading at USD 62.47, that is roughly USD 0.0238. If you think that the market is fully incorporating Essent's daily price movement you should consider buying Essent Group options at the current volatility level of 0.61%. But if you have an opposite viewpoint you should avoid it and even consider selling them.
Purchasing Essent options can give investors a meaningful hedge against losses and, therefore, could be used conservatively to decrease the volatility of your portfolio. However, many options could also amount to little more than gambling, significantly enhancing your overall portfolio risk. One simple example of these aggressive strategies is the sale of "uncovered" Essent calls. Remember, the seller must deliver Essent Group stock to the call owner when a call is exercised.
Essent Option Chain
When Essent's strike price is surpassing the current stock price, the option contract against Essent Group stock is said to be in the money. When it comes to buying options that are ITM or OTM, the choice depends on your outlook for the underlying security, financial situation, and what you are trying to achieve.
Essent's option chain is a display of a range of information that helps investors for ways to trade options on Essent. In general, an option chain provides a helpful tool for investors to see all available option contracts, both puts, and calls, for Essent. It also shows strike prices and maturity days for a Essent against a given expiration period. The table below combines all the option information in the form of a chain but before you use it, remember that it entails significant risk and it is not for everyone. | Open Int | Strike Price | Current Spread | Last Price | |||
Call | ESNT251017C00085000 | 0 | 85.0 | 0.0 - 4.9 | 4.9 | |
Call | ESNT251017C00080000 | 2 | 80.0 | 0.0 - 4.8 | 0.06 | Out |
Call | ESNT251017C00075000 | 0 | 75.0 | 0.0 - 4.8 | 4.8 | |
Call | ESNT251017C00070000 | 0 | 70.0 | 0.0 - 4.8 | 4.8 | |
Call | ESNT251017C00065000 | 16 | 65.0 | 0.55 - 1.1 | 0.56 | Out |
Call | ESNT251017C00060000 | 26 | 60.0 | 3.4 - 5.0 | 3.74 | In |
Call | ESNT251017C00055000 | 16 | 55.0 | 6.0 - 10.4 | 6.0 | In |
Call | ESNT251017C00050000 | 0 | 50.0 | 10.5 - 15.2 | 10.5 | In |
Call | ESNT251017C00045000 | 0 | 45.0 | 15.5 - 20.2 | 15.5 | In |
Call | ESNT251017C00040000 | 0 | 40.0 | 20.6 - 25.0 | 20.6 | In |
Put | ESNT251017P00085000 | 0 | 85.0 | 20.1 - 24.5 | 20.1 | In |
Put | ESNT251017P00080000 | 0 | 80.0 | 15.0 - 19.5 | 15.0 | In |
Put | ESNT251017P00075000 | 0 | 75.0 | 10.1 - 14.4 | 10.1 | In |
Put | ESNT251017P00070000 | 0 | 70.0 | 5.1 - 9.5 | 5.1 | In |
Put | ESNT251017P00065000 | 31 | 65.0 | 2.5 - 3.1 | 2.2 | In |
Put | ESNT251017P00060000 | 98 | 60.0 | 0.45 - 3.1 | 0.55 | Out |
Put | ESNT251017P00055000 | 68 | 55.0 | 0.05 - 0.35 | 0.55 | Out |
Put | ESNT251017P00050000 | 1 | 50.0 | 0.0 - 2.9 | 1.15 | Out |
Put | ESNT251017P00045000 | 0 | 45.0 | 0.0 - 4.8 | 4.8 | |
Put | ESNT251017P00040000 | 0 | 40.0 | 0.0 - 4.8 | 4.8 |
Essent Total Stockholder Equity
Total Stockholder Equity |
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Essent Corporate Directors
| Allan Levine | Independent Director | Profile | |
| Jane Chwick | Independent Director | Profile | |
| Aditya Dutt | Independent Director | Profile | |
| Roy Kasmar | Independent Director | Profile |
Additional Tools for Essent Stock Analysis
When running Essent's price analysis, check to measure Essent's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Essent is operating at the current time. Most of Essent's value examination focuses on studying past and present price action to predict the probability of Essent's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Essent's price. Additionally, you may evaluate how the addition of Essent to your portfolios can decrease your overall portfolio volatility.