Share price$3.62
1D+4.0%
Sold putSold callAH
Ellington Credit Company EARN
i
Market datapartial · fetched 2026-10-22T21:26:02.816Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-22T21:04:38.010446132Z
FundamentalsAlpha Vantage · unavailable
Ellington Credit Company options
PutsExpensive3.63×
CallsExpensive2.24×
SkewBearish+81.37 pp
Implied move——
TiltBullish31.1% CALL
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 4.61 | 87.5% | 33.4% | |||
| 25Δ | 4.45 | 92.9% | 31.2% | |||
| 30Δ | 4.29 | 98.2% | 29.0% | |||
| 35Δ | 4.13 | 103.5% | 26.8% | |||
| 40Δ | 3.97 | 108.8% | 24.6% | |||
| 45Δ | 3.81 | 114.1% | 22.3% | |||
| 50Δ | 3.65 | 119.4% | 20.1% | |||
| 55Δ | 3.49 | 124.7% | 17.9% | |||
| 60Δ | 3.32 | 130.1% | 15.7% | |||
| 65Δ | 3.16 | 135.4% | 13.5% | 5.03 | 179.8% | 8.8% |
| 70Δ | 3.00 | 140.7% | 11.2% | 6.39 | 221.8% | 8.1% |
| 75Δ | 2.84 | 146.0% | 9.0% | |||
| 80Δ | 2.68 | 151.3% | 6.8% | |||
20Δ
- Pseudo strike
- 4.61
- IV
- 87.5%
- B/E move
- 33.4%
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- 4.45
- IV
- 92.9%
- B/E move
- 31.2%
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- 4.29
- IV
- 98.2%
- B/E move
- 29.0%
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- 4.13
- IV
- 103.5%
- B/E move
- 26.8%
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- 3.97
- IV
- 108.8%
- B/E move
- 24.6%
- Pseudo strike
- IV
- B/E move
45Δ
- Pseudo strike
- 3.81
- IV
- 114.1%
- B/E move
- 22.3%
- Pseudo strike
- IV
- B/E move
50Δ
- Pseudo strike
- 3.65
- IV
- 119.4%
- B/E move
- 20.1%
- Pseudo strike
- IV
- B/E move
55Δ
- Pseudo strike
- 3.49
- IV
- 124.7%
- B/E move
- 17.9%
- Pseudo strike
- IV
- B/E move
60Δ
- Pseudo strike
- 3.32
- IV
- 130.1%
- B/E move
- 15.7%
- Pseudo strike
- IV
- B/E move
65Δ
- Pseudo strike
- 3.16
- IV
- 135.4%
- B/E move
- 13.5%
- Pseudo strike
- 5.03
- IV
- 179.8%
- B/E move
- 8.8%
70Δ
- Pseudo strike
- 3.00
- IV
- 140.7%
- B/E move
- 11.2%
- Pseudo strike
- 6.39
- IV
- 221.8%
- B/E move
- 8.1%
75Δ
- Pseudo strike
- 2.84
- IV
- 146.0%
- B/E move
- 9.0%
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- 2.68
- IV
- 151.3%
- B/E move
- 6.8%
- Pseudo strike
- IV
- B/E move
Options history
No recorded observations