Essent Group Ltd (ESNT) Expected Move

Tracking the ESNT expected move helps you see how far Essent Group Ltd's options market is pricing the stock to travel over a given period — whether that's the next day, week, or earnings cycle. Essent Group Ltd's expected move is derived directly from option premiums and gives you an objective range to plan trades, set strikes, and manage risk. Use our scanner to monitor the ESNT expected move for this week's options, in real time.

The expected move is typically calculated from at-the-money straddle prices (or a blend of straddles and strangles) and represents roughly a one-standard-deviation range over the chosen timeframe. For ESNT, comparing the implied expected move to actual realized moves over similar windows tells you whether the options market has historically overestimated or underestimated volatility. The ESNT expected move for this week's options pricing is especially useful for short-dated traders, earnings players, and anyone selling premium who needs to know where the market thinks Essent Group Ltd is unlikely to go.

Essent Group Ltd., through its subsidiaries, provides private mortgage insurance and reinsurance for mortgages secured by residential properties located in the United States. Its mortgage insurance products include primary, pool, and master policy. The company also provides information technology maintenance and development services; customer support-related services; underwriting consulting; and contract underwriting services. It serves the originators of residential mortgage loans, such as regulated depository institutions, mortgage banks, credit unions, and other lenders. The company was founded in 2008 and is based in Hamilton, Bermuda.

Iron condors, weekly premium sales, directional swing trades — they all live or die by where the market thinks the stock won't go. Our scanner tracks the ESNT expected move across every expiration, benchmarks it against realized moves, and shows you when implied ranges are out of line with history. The Essent Group Ltd expected move for this week's options is the fastest read on short-term risk, which gives you a quick way to interpret what the options market thinks about ESNT.