ESNT Delta Exposure (DEX)

Net delta exposure for Essent Group LTD (ESNT) options was $643.32K per 1% move at the Nov 4, 2026 close. It has been positive on 13 of the last 20 trading days. That is its highest reading in 4 weeks.

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Delta Exposure by Strike

Showing results for ESNT, 2026-11-20(m), calls & puts

       

Delta Exposure Stats

Showing results for ESNT, 2026-11-20(m), calls & puts



Net Delta Exposure by Expiration

Showing results for ESNT, 2026-11-20(m), calls & puts. View all expiries

       
Expiration Net DEX Call DEX Put DEX Call Wall Put Wall

ESNT Delta Exposure FAQ

What is delta exposure (DEX)?

Delta exposure estimates the dollar value of shares option dealers hold or owe as a hedge, per 1% move in the underlying.

Is ESNT delta exposure positive or negative?

Essent net delta exposure was positive on Nov 4, 2026, at $643.32K. It has been positive on 13 of the last 20 trading days.

How has ESNT delta exposure changed recently?

Essent net delta exposure went from -$2.56M on Oct 7, 2026 to $643.32K on Nov 4, 2026. See the ESNT delta exposure history for a longer view.

What is Essent Group LTD?

Essent Group Ltd serves the housing finance industry by providing private mortgage insurance, reinsurance, risk management products, title insurance, and settlement services to mortgage lenders, borrowers, and investors to support homeownership.

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