Options Chain for ESSENT GROUP LTD COM (ESNT) - $62.92 as of 2/2/2026 7:51:17 AM EST
Calls
| Strike | Bid | Ask | Premium | Last Price | Change | %Chg | Premium to Strike Price Ratio | Volume | Open Interest | IV | Delta | Gamma | Theta | Last Trade | Last Updated |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 35.00 | 26.00 | 30.50 | 28.25 | % | 0.81 | 0 | 0 | 2.66 | 1.00 | 0.00 | 0.00 | 2/2/2026 10:58:58 AM EST | |||
| 40.00 | 21.00 | 25.50 | 23.25 | % | 0.58 | 0 | 0 | 2.19 | 1.00 | 0.00 | 0.00 | 2/2/2026 10:58:58 AM EST | |||
| 45.00 | 16.00 | 20.50 | 18.25 | % | 0.41 | 0 | 0 | 1.77 | 1.00 | 0.00 | 0.00 | 2/2/2026 10:58:58 AM EST | |||
| 50.00 | 11.00 | 15.50 | 13.25 | % | 0.27 | 0 | 0 | 1.39 | 0.99 | 0.00 | -0.01 | 2/2/2026 10:58:58 AM EST | |||
| 55.00 | 6.10 | 10.50 | 8.30 | 7.35 | 0.00 | 0.00% | 0.15 | 0 | 1 | 1.03 | 0.91 | 0.02 | -0.03 | 1/27/2026 | 2/2/2026 10:58:58 AM EST |
| 60.00 | 1.70 | 6.00 | 3.85 | % | 0.06 | 0 | 0 | 0.76 | 0.71 | 0.05 | -0.07 | 2/2/2026 10:58:58 AM EST | |||
| 65.00 | 0.00 | 4.80 | 2.40 | % | 0.04 | 0 | 0 | 0.98 | 0.42 | 0.06 | -0.07 | 2/2/2026 10:58:58 AM EST | |||
| 70.00 | 0.00 | 4.80 | 2.40 | % | 0.03 | 0 | 0 | 1.30 | 0.18 | 0.04 | -0.05 | 2/2/2026 10:58:58 AM EST | |||
| 75.00 | 0.00 | 0.40 | 0.20 | 0.15 | 0.00 | 0.00% | 0.00 | 0 | 1 | 0.58 | 0.06 | 0.02 | -0.02 | 12/26/2025 | 2/2/2026 10:58:58 AM EST |
| 80.00 | 0.00 | 4.80 | 2.40 | % | 0.03 | 0 | 0 | 1.78 | 0.01 | 0.01 | -0.01 | 2/2/2026 10:58:58 AM EST | |||
| 85.00 | 0.00 | 4.80 | 2.40 | % | 0.03 | 0 | 0 | 1.97 | 0.00 | 0.00 | 0.00 | 2/2/2026 10:58:58 AM EST | |||
| 90.00 | 0.00 | 4.80 | 2.40 | % | 0.03 | 0 | 0 | 2.15 | 0.00 | 0.00 | 0.00 | 2/2/2026 10:58:58 AM EST | |||
| 95.00 | 0.00 | 4.80 | 2.40 | % | 0.03 | 0 | 0 | 2.31 | 0.00 | 0.00 | 0.00 | 2/2/2026 10:58:58 AM EST |
Puts
| Strike | Bid | Ask | Premium | Last Price | Change | %Chg | Premium to Strike Price Ratio | Volume | Open Interest | IV | Delta | Gamma | Theta | Last Trade | Last Updated |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 35.00 | 0.00 | 4.80 | 2.40 | % | 0.07 | 0 | 0 | 3.58 | 0.00 | 0.00 | 0.00 | 2/2/2026 10:58:58 AM EST | |||
| 40.00 | 0.00 | 4.80 | 2.40 | % | 0.06 | 0 | 0 | 3.00 | 0.00 | 0.00 | 0.00 | 2/2/2026 10:58:58 AM EST | |||
| 45.00 | 0.00 | 4.80 | 2.40 | % | 0.05 | 0 | 0 | 2.49 | 0.00 | 0.00 | 0.00 | 2/2/2026 10:58:58 AM EST | |||
| 50.00 | 0.00 | 4.80 | 2.40 | % | 0.05 | 0 | 0 | 2.02 | -0.01 | 0.00 | -0.01 | 2/2/2026 10:58:58 AM EST | |||
| 55.00 | 0.00 | 4.80 | 2.40 | 0.75 | 0.00 | 0.00% | 0.04 | 0 | 3 | 1.59 | -0.09 | 0.02 | -0.03 | 1/13/2026 | 2/2/2026 10:58:58 AM EST |
| 60.00 | 0.00 | 4.80 | 2.40 | 0.65 | 0.00 | 0.00% | 0.04 | 0 | 4 | 1.15 | -0.29 | 0.05 | -0.07 | 1/29/2026 | 2/2/2026 10:58:58 AM EST |
| 65.00 | 0.75 | 4.90 | 2.83 | % | 0.04 | 0 | 0 | 0.70 | -0.58 | 0.06 | -0.07 | 2/2/2026 10:58:58 AM EST | |||
| 70.00 | 5.00 | 9.00 | 7.00 | % | 0.10 | 0 | 0 | 0.83 | -0.82 | 0.04 | -0.05 | 2/2/2026 10:58:58 AM EST | |||
| 75.00 | 10.00 | 14.00 | 12.00 | % | 0.16 | 0 | 0 | 1.07 | -0.94 | 0.02 | -0.02 | 2/2/2026 10:58:58 AM EST | |||
| 80.00 | 15.00 | 19.00 | 17.00 | % | 0.21 | 0 | 0 | 1.27 | -0.99 | 0.01 | -0.01 | 2/2/2026 10:58:58 AM EST | |||
| 85.00 | 20.00 | 24.00 | 22.00 | % | 0.26 | 0 | 0 | 1.45 | -1.00 | 0.00 | 0.00 | 2/2/2026 10:58:58 AM EST | |||
| 90.00 | 25.00 | 29.00 | 27.00 | % | 0.30 | 0 | 0 | 1.60 | -1.00 | 0.00 | 0.00 | 2/2/2026 10:58:58 AM EST | |||
| 95.00 | 30.00 | 34.00 | 32.00 | % | 0.34 | 0 | 0 | 1.75 | -1.00 | 0.00 | 0.00 | 2/2/2026 10:58:58 AM EST |