Essent Group (ESNT) Options Chain
NYSE: ESNTFinanceProperty-Casualty InsurersUSD
At close: Oct 9, 4:00 PM ET · Delayed 15 min
Expiration date
- Expiration
- Jan 15, 2027
- Days to expiration
- 96
- Share price
- $62.49
- Put/call ratio (OI)
- 10.70
- Put/call ratio (volume)
- 0.53
- Expected move
- ±$12.29
- Open interest (C / P)
- 66 / 706
ESNT options summary
The ESNT options chain for the January 15, 2027 expiration lists 8 call and 9 put contracts, with 96 days until expiration. Open interest stands at 66 calls and 706 puts, a put/call ratio of 10.70, which is more bearish, with puts outnumbering calls. At-the-money implied volatility near the $60.00 strike is 38.3%, which implies the market expects a move of about ±$12.29 (19.7%) in Essent Group stock by expiration.
The most open interest sits at the $65.00 call (30 contracts) and the $55.00 put (644 contracts).
Summary generated from market data by MetaCap's automated system. Methodology
ESNT options chain · January 15, 2027
| Calls | Puts | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Last | Bid | Ask | Strike | Bid | Ask | Last | |||||
| — | — | — | 35.00 | 0.00 | 4.80 | 0.55 | |||||
| 20.74 | 0.00 | 0.00 | 40.00 | 0.00 | 1.00 | 0.20 | |||||
| — | — | — | 45.00 | 0.00 | 4.80 | 0.60 | |||||
| — | — | — | 50.00 | 0.00 | 4.90 | 0.50 | |||||
| — | — | — | 55.00 | 0.95 | 1.60 | 1.65 | |||||
| 5.50 | 4.50 | 7.00 | 60.00 | 1.05 | 2.85 | 3.58 | |||||
| 2.40 | 1.70 | 2.95 | 65.00 | 3.40 | 6.20 | 3.60 | |||||
| 1.10 | 1.00 | 1.45 | 70.00 | — | — | — | |||||
| 1.85 | 0.00 | 2.00 | 75.00 | 0.00 | 0.00 | 15.74 | |||||
| 1.00 | 0.00 | 0.90 | 80.00 | — | — | — | |||||
| 0.50 | 0.00 | 0.75 | 85.00 | 0.00 | 0.00 | 25.54 | |||||
| 0.15 | 0.00 | 2.15 | 90.00 | — | — | — | |||||
In-the-money callsIn-the-money puts. IV = implied volatility, OI = open interest (contracts). Each contract covers 100 shares. Quotes delayed at least 15 minutes.
Frequently asked questions
What is the ESNT put/call ratio?
For the January 15, 2027 expiration, the ESNT put/call ratio based on open interest is 10.70 (706 puts vs 66 calls), and 0.53 based on today's volume. A ratio above 1 means more puts than calls.
What is ESNT's implied volatility?
At-the-money implied volatility for ESNT options expiring January 15, 2027 is about 38.3%, an annualized estimate of how much the market expects Essent Group stock to move.
How many ESNT option expiration dates are there?
ESNT has 3 listed expiration dates, from Oct 16, 2026 to Jan 15, 2027.
What does "in the money" mean?
A call is in the money when the strike price is below the current share price; a put is in the money when the strike is above it. In-the-money contracts have intrinsic value and are shaded in the table.