Share price$11.63
1D+1.4%
Sold putSold callAH
Ellington Financial Inc. EFC
REAL ESTATE · REIT - MORTGAGEi
Market dataready · fetched 2026-10-22T22:53:46.320Z
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 · 2026-10-22T22:30:00.002354532Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T22:51:12.840065+00:00
Ellington Financial Inc. options
PutsExpensive2.51×
CallsExpensive4.92×
SkewBullish-87.19 pp
Implied move——
TiltBearish91.8% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 20.81 | 185.1% | 83.6% | 8.07 | 161.5% | 35.2% |
| 25Δ | 8.46 | 150.0% | 32.2% | |||
| 30Δ | 8.86 | 138.5% | 29.1% | |||
| 35Δ | 9.25 | 127.0% | 26.0% | |||
| 40Δ | 9.65 | 115.5% | 23.0% | |||
| 45Δ | 10.04 | 104.0% | 19.9% | |||
| 50Δ | 10.44 | 92.5% | 16.8% | |||
| 55Δ | 10.84 | 80.9% | 13.8% | |||
| 60Δ | 11.23 | 69.4% | 10.7% | |||
| 65Δ | 11.63 | 57.9% | 7.7% | |||
| 70Δ | 12.02 | 46.4% | 4.6% | |||
| 75Δ | 12.42 | 34.9% | 1.5% | |||
| 80Δ | 15.10 | 93.6% | 2.2% | |||
20Δ
- Pseudo strike
- 20.81
- IV
- 185.1%
- B/E move
- 83.6%
- Pseudo strike
- 8.07
- IV
- 161.5%
- B/E move
- 35.2%
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 8.46
- IV
- 150.0%
- B/E move
- 32.2%
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 8.86
- IV
- 138.5%
- B/E move
- 29.1%
35Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 9.25
- IV
- 127.0%
- B/E move
- 26.0%
40Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 9.65
- IV
- 115.5%
- B/E move
- 23.0%
45Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 10.04
- IV
- 104.0%
- B/E move
- 19.9%
50Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 10.44
- IV
- 92.5%
- B/E move
- 16.8%
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 10.84
- IV
- 80.9%
- B/E move
- 13.8%
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 11.23
- IV
- 69.4%
- B/E move
- 10.7%
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 11.63
- IV
- 57.9%
- B/E move
- 7.7%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 12.02
- IV
- 46.4%
- B/E move
- 4.6%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 12.42
- IV
- 34.9%
- B/E move
- 1.5%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 15.10
- IV
- 93.6%
- B/E move
- 2.2%
Options history
No recorded observations