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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Essent Group Ltd. (ESNT) - NYSE Next Earnings Date: OS Estimate: Nov. 6, 2026 BO
OS Projected Window: Nov. 2, 2026 to Nov. 7, 2026
EVR: 1.9
Avg Daily Volume: 587,314    Market Cap: 6.3B
Sector: Financial Services    Short Interest: 2.83
Live Interactive Chart
Days to Next Earnings: 88 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 50
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
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 $4.50
($61.58)
7.5% 3.57% I 2.51% I $63.13 $3.75
( $63.13 )
-16.67%
Feb. 13, 2026 BO 1.7 $65.64 @$65.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
May 3, 2024 BO 1.3 $54.28 @$55.00

 
 
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