Historical Volatility (Close-to-Close) (30-Day)

Historical Volatility (Close-to-Close): The past volatility of the security over the selected time frame, calculated using the closing price on each trading day.

Essent Group Ltd. (ESNT) had 30-Day Historical Volatility (Close-to-Close) of 0.1964 for 2024-05-01.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2024-05-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1964
Historical Volatility (Parkinson)	0.1818
Implied Volatility (Calls)	0.4599
Implied Volatility (Puts)	0.3148
Implied Volatility (Mean)	0.3873
Put-Call Implied Volatility Ratio	0.6845
Implied Volatility Skew	0.1063
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	1.4800
Forward Price	54.58
Call Breakeven Price	57.31
Put Breakeven Price	52.76
Option Breakeven Price	53.83