EARN · Expected Move
Ellington Credit Company
The expected move for EARN is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
EARN straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current EARN Expected Move
30-Day Straddle
$8.57
7-Day Straddle
$8.57
30-Day ATM IV
107.0%
IV Rank
34%
Implied one-standard-deviation move through the next 30 days. Compare to EARN's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
EARN Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $8.57 | $8.57 | 107.0% | 34% |
| 20261020 | $1.10 | $1.10 | — | — |
| 20261019 | $1.25 | $1.25 | — | — |
| 20261016 | $1.15 | $0.88 | — | — |
| 20261015 | $10.68 | $1.00 | — | — |
| 20261014 | $1.18 | $0.80 | 94.2% | 30% |
| 20261013 | $0.97 | $1.02 | 100.4% | 32% |
| 20261012 | $1.27 | $5.90 | 80.7% | 25% |
| 20261009 | $1.90 | $1.38 | 314.2% | 100% |
| 20261008 | $10.95 | $1.30 | — | — |
| 20261007 | $1.30 | $1.27 | — | — |
| 20261006 | $8.70 | $8.68 | — | — |
| 20261005 | $11.38 | $1.70 | 99.8% | 66% |
| 20261002 | $1.45 | $1.45 | 1.5% | 0% |
| 20261001 | $1.27 | $1.27 | — | — |
| 20260930 | $0.97 | $0.97 | — | — |
| 20260929 | $1.25 | $1.25 | 106.9% | 71% |
| 20260928 | $1.40 | $1.40 | 48.0% | 31% |
| 20260925 | $10.75 | $10.75 | — | — |
| 20260924 | $8.25 | $8.25 | — | — |
| 20260923 | $0.75 | $0.75 | 42.6% | 28% |
| 20260922 | $0.90 | $0.90 | 64.5% | 42% |
| 20260921 | $1.12 | $1.12 | 53.1% | 35% |
| 20260918 | $1.35 | $1.15 | 1.2% | 0% |
| 20260917 | $1.40 | $1.00 | 76.5% | 50% |
| 20260916 | $8.40 | $0.65 | — | — |
| 20260915 | $8.43 | $8.47 | — | — |
| 20260914 | $8.35 | $0.95 | — | — |
| 20260911 | $8.35 | $0.95 | — | — |
| 20260910 | $0.88 | $8.18 | 26.6% | 17% |
| 20260909 | $0.85 | $0.95 | 1.3% | 0% |
| 20260908 | $0.85 | $7.95 | 29.9% | 19% |
| 20260904 | $0.85 | $0.95 | 36.3% | 24% |
| 20260903 | $7.95 | $0.53 | 37.1% | 24% |
| 20260902 | $8.07 | $8.07 | — | — |
| 20260901 | $7.97 | $7.97 | 1.3% | 0% |
| 20260831 | $0.45 | $0.45 | 51.0% | 33% |
| 20260828 | $0.53 | $0.53 | 50.4% | 33% |
| 20260827 | $0.45 | $0.45 | 50.9% | 33% |
| 20260826 | $0.53 | $0.53 | 51.0% | 33% |
| 20260825 | $0.70 | $0.70 | 47.0% | 31% |
| 20260824 | $8.18 | $8.18 | 53.2% | 35% |
| 20260821 | $8.15 | $8.35 | 27.1% | 17% |
| 20260820 | $7.90 | $0.65 | 53.6% | 35% |
| 20260819 | $1.23 | $0.80 | 48.9% | 32% |
| 20260818 | $1.20 | $0.78 | 39.2% | 26% |
| 20260817 | $1.30 | $0.35 | 57.8% | 38% |
| 20260814 | $0.70 | $1.60 | 26.9% | 17% |
| 20260813 | $8.60 | $1.82 | — | — |
| 20260812 | $8.30 | $0.97 | — | — |
| 20260811 | $8.35 | $0.97 | 27.0% | 17% |
| 20260810 | $8.45 | $1.02 | — | — |
| 20260806 | $8.32 | $8.60 | — | — |
| 20260805 | $1.07 | $1.07 | — | — |
| 20260804 | $1.05 | $1.05 | 26.2% | 17% |
| 20260803 | $8.55 | $8.55 | 24.9% | 16% |
| 20260731 | $8.45 | $8.45 | 24.6% | 16% |
| 20260730 | $2.02 | $2.02 | 51.2% | 34% |
| 20260729 | $2.05 | $2.05 | 24.6% | 16% |
| 20260728 | $1.60 | $1.60 | 49.6% | 32% |
More on EARN
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.