EARN (Ellington Credit Company)
Expected Move & Straddle Price History
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).
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.
Current EARN Expected Move
30-Day Straddle
$0.85
7-Day Straddle
$0.95
Avg IV
0.4%
IV Rank
13%
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 | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260904 | $0.85 | $0.95 | 0.4% | 13% |
| 20260903 | $7.95 | $0.53 | 0.8% | 24% |
| 20260902 | $8.07 | $8.07 | 2.1% | 68% |
| 20260901 | $7.97 | $7.97 | 1.8% | 58% |
| 20260831 | $0.45 | $0.45 | 1.8% | 58% |
| 20260828 | $0.53 | $0.53 | 1.2% | 37% |
| 20260827 | $0.45 | $0.45 | 1.3% | 41% |
| 20260826 | $0.53 | $0.53 | 1.4% | 46% |
| 20260825 | $0.70 | $0.70 | 1.0% | 31% |
| 20260824 | $8.18 | $8.18 | 1.4% | 46% |
| 20260821 | $8.15 | $8.35 | 0.7% | 21% |
| 20260820 | $7.90 | $0.65 | 1.3% | 40% |
| 20260819 | $1.23 | $0.80 | 1.1% | 36% |
| 20260818 | $1.20 | $0.78 | 0.6% | 20% |
| 20260817 | $1.30 | $0.35 | 1.1% | 35% |
| 20260814 | $0.70 | $1.60 | 0.6% | 20% |
| 20260813 | $8.60 | $1.82 | 1.2% | 39% |
| 20260812 | $8.30 | $0.97 | 0.7% | 20% |
| 20260811 | $8.35 | $0.97 | 0.6% | 17% |
| 20260810 | $8.45 | $1.02 | 0.7% | 22% |
| 20260806 | $8.32 | $8.60 | 0.9% | 27% |
| 20260805 | $1.07 | $1.07 | 3.1% | 100% |
| 20260804 | $1.05 | $1.05 | 2.6% | 100% |
| 20260803 | $8.55 | $8.55 | 2.5% | 100% |
| 20260731 | $8.45 | $8.45 | 2.2% | 100% |
| 20260730 | $2.02 | $2.02 | 1.4% | 63% |
| 20260729 | $2.05 | $2.05 | 1.1% | 49% |
| 20260728 | $1.60 | $1.60 | 1.3% | 60% |
| 20260727 | $2.10 | $2.10 | 1.3% | 60% |
| 20260724 | $8.70 | $8.70 | 1.9% | 90% |
| 20260723 | $8.65 | $8.65 | 1.2% | 56% |
| 20260722 | $1.07 | $1.07 | 0.9% | 41% |
| 20260721 | $0.75 | $0.75 | 0.2% | 7% |
| 20260720 | $8.40 | $8.40 | 0.0% | 0% |
| 20260716 | $8.43 | $8.28 | 0.0% | 0% |
| 20260715 | $1.02 | $8.28 | 0.5% | 21% |
| 20260714 | $1.02 | $0.80 | 0.0% | 0% |
| 20260713 | $1.42 | $0.83 | 0.0% | 0% |
| 20260710 | $1.05 | $8.32 | 0.7% | 34% |
| 20260709 | $1.75 | $1.12 | 0.4% | 17% |
| 20260708 | $1.50 | $0.85 | 0.5% | 25% |
| 20260707 | $1.00 | $8.32 | 0.0% | 0% |
| 20260706 | $1.57 | $0.85 | 0.6% | 19% |
| 20260702 | $1.32 | $1.32 | 1.6% | 71% |
| 20260701 | $1.23 | $1.23 | 1.2% | 52% |
| 20260630 | $0.83 | $0.83 | 1.5% | 66% |
| 20260629 | $8.25 | $8.25 | 1.0% | 41% |
| 20260626 | $1.45 | $1.45 | 1.7% | 75% |
| 20260625 | $1.35 | $1.35 | 0.9% | 37% |
| 20260624 | $8.12 | $8.12 | 0.8% | 29% |
| 20260623 | $2.02 | $2.02 | 0.9% | 35% |
| 20260622 | $0.95 | $0.95 | 0.2% | 0% |
| 20260618 | $0.90 | $8.10 | 0.8% | 24% |
| 20260617 | $8.18 | $0.75 | 0.6% | 15% |
| 20260616 | $0.38 | $0.85 | 0.7% | 21% |
| 20260615 | $0.40 | $0.90 | 0.9% | 29% |
| 20260613 | $0.48 | $0.70 | 0.9% | 29% |
| 20260612 | $0.48 | $0.70 | 0.8% | 28% |
| 20260611 | $0.42 | $0.35 | 0.3% | 0% |
| 20260610 | $0.65 | $0.53 | 0.8% | 27% |