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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Essent Group Ltd. (ESNT) - NYSE Next Earnings Date: OS Estimate: Aug. 8, 2025 BO
OS Projected Window: Aug. 4, 2025 to Aug. 9, 2025
EVR: 1.5
Avg Daily Volume: 706,025    Market Cap: 6.1B
Sector: Financial    Short Interest: 0.84
Live Interactive Chart
Days to Next Earnings: 60 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 45
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 9, 2025 BO 1.5 $58.72 @$60.00 $2.08
($58.72)
3.47% 2.77% I -0.32% I $58.53 $2.20
( $58.53 )
5.77%
Feb. 14, 2025 BO 1.5 $57.91 @$60.00 $2.98
($57.91)
4.97% -2.83% I -2.59% I $56.41 $4.15
( $56.41 )
39.26%
Nov. 1, 2024 BO 1.3 $60.01 @$60.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
May 5, 2023 BO 1.5 $41.03 @$40.00
Feb. 10, 2023 BO 1.7 $42.43 @$40.00

 
 
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