Essent Group Ltd. · Brief

Next report

2 days

Nov 6 · before openest.Q3 FY26

Earnings

Expected move

No implied move.

Implied vs realized

8 reportsHistory

1 of 8≥ implied

avg implied: ±6.0%
avg realized: ±3.0%

Feb 14 '25±4.4%▼−2.59%×0.59

Mar 27 '25±6.8%▲+0.79%×0.12

May 9 '25±5.8%▼−0.32%×0.06

Aug 8 '25±5.1%▲+5.70%×1.12

Q3 FY25±7.0%▲+0.54%×0.08

Feb 13 '26±6.9%▼−6.43%×0.93

Q1 FY26±6.3%▲+2.52%×0.40

Q2 FY26±5.9%▲+4.90%×0.84

quarterimplied−10%0+10%realized×

Q2 FY26±5.9%▲+4.90%×0.84

Q1 FY26±6.3%▲+2.52%×0.40

Feb '26±6.9%▼−6.43%×0.93

Q3 FY25±7.0%▲+0.54%×0.08

Aug '25±5.1%▲+5.70%×1.12

May '25±5.8%▼−0.32%×0.06

2 older reports

Mar '25±6.8%▲+0.79%×0.12

Feb '25±4.4%▼−2.59%×0.59

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Bull & bear

Nov 6 report · est.

Bull2

7 of 8recent reports with realized moves smaller than options implied rangesEarnings history

362managers reporting a position in the latest quarterly filings13F · Jun 30 '26

Bear2

−2.28%change in shares held by the ten largest reporting managers last quarter13F · Jun 30 '26

0.18%of iShares Russell 2000 ETF's assets, the largest tracked-fund weightN-PORT · Jun 30 '26

AI captions · Sep 16 '26once per report · top 2 per case

Linked exposure

ESNT report session

Suppliers 2

MCOMoody's Investors Service×0.36 SPGIS&P Global Ratings×0.33

× = co-movement · max 500dSource: SEC filings · market data

Latest changes

30 daysAll changes

Oct 23impliedImplied move: ±8.2% into Nov 6 earnings (Oct 23 close).Source

Your note

privateThesis 0 · Decisions 0 · Observations 0

No thesis.