Essent Group Ltd (ESNT) Historical Volatility

Tracking ESNT historical volatility helps you see how much Essent Group Ltd's stock price has actually moved over past periods, giving you a baseline to judge whether current option premiums are fair, cheap, or expensive. While implied volatility tells you what the market expects, Essent Group Ltd's HV tells you what really happened. Use our scanner to monitor ESNT 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.

Historical volatility is the annualized standard deviation of an underlying's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. The ESNT 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Essent Group Ltd's HV to its implied volatility reveals the volatility risk premium — when IV sits well above HV, option sellers tend to have an edge; when HV runs hot relative to IV, buyers may be underpaying for movement.

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.

Sizing a long premium trade, modeling a covered call, or hunting volatility arbitrage all come back to one question: how much has the stock actually moved? Our scanner puts Essent Group Ltd's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where ESNT HV is running hot, cold, or in line. Make the ESNT 30 day historical volatility — and every other window — work for your edge instead of against it.