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Ellington Credit Company EARN

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Market datapartial · fetched 2026-10-22T16:18:51.303Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-03-19

Calculation methodology

Options 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 data

PriceAlpaca · sip · 2026-10-22T16:17:23.21750421Z

FundamentalsAlpha Vantage · unavailable

Share price$3.58
1D+2.9%
$3.44$3.48$3.52$3.55$3.595:30 AM6:30 AM9:00 AM1:00 PMEARN
Sold putSold call

Ellington Credit Company options

Live interpolated EARN call and put midpoint premiums by absolute delta.Ellington Credit Company$0.17$0.40$0.63$0.86$1.09$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEEARN PRICE$0.19$0.26$0.33$0.40$0.47$0.54$0.61$0.68$0.74$0.81$0.88$0.95$1.02
Puts——
CallsExpensive1.24×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.6435.3%34.9%
25Δ4.4936.3%32.6%
30Δ4.3437.3%30.4%
35Δ4.1938.3%28.1%
40Δ4.0439.3%25.8%
45Δ3.8940.3%23.6%
50Δ3.7441.3%21.3%
55Δ3.5942.4%19.0%
60Δ3.4443.4%16.8%
65Δ3.2844.4%14.5%
70Δ3.1345.4%12.2%
75Δ2.9846.4%10.0%
80Δ2.8347.4%7.7%

20Δ

Calls
Pseudo strike
4.64
IV
35.3%
B/E move
34.9%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
4.49
IV
36.3%
B/E move
32.6%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
4.34
IV
37.3%
B/E move
30.4%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
4.19
IV
38.3%
B/E move
28.1%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
4.04
IV
39.3%
B/E move
25.8%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
3.89
IV
40.3%
B/E move
23.6%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
3.74
IV
41.3%
B/E move
21.3%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
3.59
IV
42.4%
B/E move
19.0%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
3.44
IV
43.4%
B/E move
16.8%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
3.28
IV
44.4%
B/E move
14.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
3.13
IV
45.4%
B/E move
12.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
2.98
IV
46.4%
B/E move
10.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
2.83
IV
47.4%
B/E move
7.7%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations