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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Essent Group Ltd. (ESNT) - NYSE Next Earnings Date: OS Estimate: Nov. 7, 2025 BO
OS Projected Window: Nov. 3, 2025 to Nov. 8, 2025
EVR: 1.6
Avg Daily Volume: 717,992    Market Cap: 5.8B
Sector: Financial    Short Interest: 2.11
Live Interactive Chart
Days to Next Earnings: 22 Days
Implied Move Monthly: 4.25%       Expires on: Nov. 21, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 47
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. 7, 2025 BO None $0.00 @$60.00 $2.50
($58.80)
4.25% -None% I -None% I $0.00 $0.00
( N/A )
None%
Aug. 8, 2025 BO 1.5 $57.02 @$55.00 $3.35
($57.02)
6.09% 6.76% O 5.69% I $60.27 $5.65
( $60.27 )
68.66%
May 9, 2025 BO 1.5 $58.72 @$60.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 9, 2024 BO 1.3 $52.91 @$55.00
Nov. 2, 2023 BO 1.4 $47.79 @$50.00
Aug. 4, 2023 BO 1.4 $51.13 @$50.00

 
 
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