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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Essent Group Ltd. (ESNT) - NYSE Next Earnings Date: OS Estimate: May 3, 2024 BO
OS Projected Window: April 29, 2024 to May 4, 2024
EVR: 1.4
Avg Daily Volume: 532,275    Market Cap: 6.17B
Sector: Financial    Short Interest: 0.94
Live Interactive Chart
Days to Next Earnings: 10 Days
Implied Move Monthly: 5.84%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 40
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
May 3, 2024 BO None $0.00 @$55.00 $3.15
($53.91)
5.84% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 9, 2024 BO 1.4 $52.91 @$55.00 $3.95
($52.91)
7.18% -4.25% I -2.19% I $51.75 $3.72
( $51.75 )
-5.82%
Aug. 4, 2023 BO 1.4 $51.13 @$50.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
May 5, 2023 BO 1.5 $41.03 @$40.00
Feb. 10, 2023 BO 1.7 $42.43 @$40.00
Nov. 4, 2022 BO 1.7 $38.25 @$40.00
Aug. 5, 2022 BO 1.9 $42.59 @$45.00
May 6, 2022 BO 2.0 $41.43 @$40.00
Feb. 11, 2022 BO 2.0 $45.62 @$45.00
Nov. 5, 2021 BO 2.1 $47.19 @$45.00

 
 
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