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ESNT - Essent Group
Implied Volatility Analysis

Implied Volatility:
65.6%
Put/Call-Ratio:
10.75

Essent Group has an Implied Volatility (IV) of 65.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for ESNT is 36 and the Implied Volatility Percentile (IVP) is 68. The current Implied Volatility Index for ESNT is 0.38 standard deviations away from its 1 year mean.

Market Cap$4.11B
Dividend Yield2.14% ($0.82)
Next Earnings Date11/4/2022 (42d)
Implied Volatility (IV) 30d
65.57
Implied Volatility Rank (IVR) 1y
36.49
Implied Volatility Percentile (IVP) 1y
68.40
Historical Volatility (HV) 30d
25.68
IV / HV
2.55
Open Interest
719.00
Option Volume
47.00
Put/Call Ratio (Volume)
10.75

Data was calculated after the 9/22/2022 closing.

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