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Ellington Financial Inc. Common Stock EFC

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Market datapartial · fetched 2026-10-22T22:06:08.136Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

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 · 2026-10-22T21:04:12.039834047Z

FundamentalsAlpha Vantage · unavailable

Share price$11.63
1D+1.4%
AH$11.45$11.53$11.61$11.68$11.765:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEFC
Sold putSold callAH

Ellington Financial Inc. Common Stock options

Live interpolated EFC call and put midpoint premiums by absolute delta.Ellington Financial Inc. Common Stock$0.44$1.32$2.21$3.09$3.98$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEEFC PRICE$0.54$0.53$0.57$0.61$0.65$0.69$0.73$0.77$0.81$0.85$0.89$0.93$0.97$3.73
PutsExpensive2.51×
CallsExpensive4.92×
SkewBullish-87.13 pp
Implied move——
TiltBearish91.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.81184.9%83.6%8.07161.4%35.2%
25Δ8.46149.9%32.2%
30Δ8.86138.4%29.1%
35Δ9.25126.9%26.0%
40Δ9.65115.4%23.0%
45Δ10.04103.9%19.9%
50Δ10.4492.4%16.8%
55Δ10.8480.9%13.8%
60Δ11.2369.4%10.7%
65Δ11.6357.9%7.7%
70Δ12.0246.4%4.6%
75Δ12.4234.9%1.5%
80Δ15.1093.6%2.2%

20Δ

Calls
Pseudo strike
20.81
IV
184.9%
B/E move
83.6%
Puts
Pseudo strike
8.07
IV
161.4%
B/E move
35.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.46
IV
149.9%
B/E move
32.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.86
IV
138.4%
B/E move
29.1%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.25
IV
126.9%
B/E move
26.0%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.65
IV
115.4%
B/E move
23.0%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.04
IV
103.9%
B/E move
19.9%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.44
IV
92.4%
B/E move
16.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.84
IV
80.9%
B/E move
13.8%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.23
IV
69.4%
B/E move
10.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.63
IV
57.9%
B/E move
7.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.02
IV
46.4%
B/E move
4.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.42
IV
34.9%
B/E move
1.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.10
IV
93.6%
B/E move
2.2%

Options history

No recorded observations