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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Essent Group Ltd. (ESNT) - NYSE Next Earnings Date: OS Estimate: Feb. 12, 2027 BO
OS Projected Window: Feb. 8, 2027 to Feb. 13, 2027
EVR: 2.1
Avg Daily Volume: 870,583    Market Cap: 6.0B
Sector: Financial Services    Short Interest: 4.28
Live Interactive Chart
Days to Next Earnings: 94 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 51
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
Nov. 6, 2026 BO 1.9 $68.60 @$70.00 $5.80
($68.60)
8.29% -8.48% O -7.56% I $63.41 $6.15
( $63.41 )
6.03%
Aug. 7, 2026 BO 1.8 $65.51 @$65.00 $5.00
($65.51)
7.69% 6.85% I 4.9% I $68.72 $4.30
( $68.72 )
-14.0%
May 8, 2026 BO 1.8 $61.58 @$60.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 13, 2026 BO 1.7 $65.64 @$65.00
Nov. 7, 2025 BO 1.6 $60.78 @$60.00
Aug. 8, 2025 BO 1.5 $57.02 @$55.00
May 9, 2025 BO 1.5 $58.72 @$60.00
Feb. 14, 2025 BO 1.5 $57.91 @$60.00
Nov. 1, 2024 BO 1.3 $60.01 @$60.00
Aug. 2, 2024 BO 1.2 $61.25 @$60.00

 
 
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