Historical Volatility (Close-to-Close) (150-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 150-Day Historical Volatility (Close-to-Close) of 0.2068 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2068
Historical Volatility (Parkinson)	0.1957
Implied Volatility (Calls)	0.1997
Implied Volatility (Puts)	0.2424
Implied Volatility (Mean)	0.2210
Put-Call Implied Volatility Ratio	1.2140
Implied Volatility Skew	0.0082
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	2.1623
Forward Price	57.35
Call Breakeven Price	62.67
Put Breakeven Price	52.05
Option Breakeven Price	55.41