Essent Group Ltd. Common Shares (ESNT)'s 30-day implied volatility (IV30) was 27.7% at the close on November 6, 2026, down from 31.5% the day before, against a 52-week range of 13.6% to 35.3%. Its 20-day historical volatility was 31.0%.

Key numbers

30-day implied volatility (IV30): 27.7%
IV30 52-week range: 13.6% to 35.3% (median 20.5%)
Historical volatility: 20-day 31.0%, 1-year 24.2%
Implied move by the nearest expiration: ±2.4%

Data as of November 6, 2026.

ESNT Implied Volatility (IV) vs Historical Volatility (HV)

Name: ESNT Implied Volatility
Creator: Market Chameleon