Essent Group Ltd. Common Shares (ESNT)'s 30-day implied volatility (IV30) was 31.0% at the close on October 16, 2026, up from 30.7% the day before, against a 52-week range of 13.6% to 33.1%. Its 20-day historical volatility was 27.4%.

Key numbers

30-day implied volatility (IV30): 31.0%
IV30 52-week range: 13.6% to 33.1% (median 20.2%)
Historical volatility: 20-day 27.4%, 1-year 23.3%
Implied move by the nearest expiration: ±1.6%

Data as of October 16, 2026.

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

Name: ESNT Implied Volatility
Creator: Market Chameleon