EFC · Expected Move
Ellington Financial Inc. Common Stock
The expected move for EFC 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).
EFC 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 EFC Expected Move
30-Day Straddle
$3.58
7-Day Straddle
$3.58
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to EFC'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.
EFC Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $3.58 | $3.58 | — | — |
| 20261021 | $2.48 | $2.48 | 40.5% | 39% |
| 20261020 | $11.07 | $11.07 | 33.1% | 25% |
| 20261019 | $1.38 | $1.38 | 57.2% | 70% |
| 20261016 | $1.07 | $1.88 | 37.5% | 33% |
| 20261015 | $0.85 | $10.53 | — | — |
| 20261014 | $1.10 | $3.30 | 19.8% | 0% |
| 20261013 | $1.02 | $2.25 | 22.9% | 6% |
| 20261012 | $1.03 | $2.05 | 25.8% | 11% |
| 20261009 | $1.35 | $0.93 | 37.1% | 33% |
| 20261008 | $1.12 | $2.17 | 30.0% | 19% |
| 20261007 | $1.20 | $2.25 | 31.1% | 21% |
| 20261006 | $1.20 | $2.88 | 34.8% | 28% |
| 20261005 | $1.18 | $1.10 | 43.1% | 44% |
| 20261002 | $0.95 | $0.95 | 67.9% | 90% |
| 20261001 | $0.73 | $0.73 | 56.0% | 68% |
| 20260930 | $0.72 | $0.72 | 47.2% | 51% |
| 20260929 | $0.57 | $0.57 | 25.6% | 11% |
| 20260928 | $0.45 | $0.45 | 36.1% | 31% |
| 20260925 | $0.50 | $0.50 | 24.2% | 8% |
| 20260924 | $0.53 | $0.53 | 25.3% | 11% |
| 20260923 | $0.60 | $0.60 | 26.2% | 12% |
| 20260922 | $0.47 | $0.47 | 23.7% | 7% |
| 20260921 | $0.53 | $0.53 | 22.2% | 5% |
| 20260918 | $0.52 | $0.10 | 19.7% | 0% |
| 20260917 | $0.62 | $10.45 | 22.1% | 3% |
| 20260916 | $0.60 | $0.50 | 23.4% | 5% |
| 20260915 | $0.60 | $0.40 | 20.6% | 0% |
| 20260914 | $0.70 | $1.00 | — | — |
| 20260911 | $0.73 | $0.75 | 29.2% | 16% |
| 20260910 | $0.92 | $0.70 | 29.1% | 16% |
| 20260909 | $1.00 | $1.00 | 32.1% | 21% |
| 20260908 | $1.15 | $0.90 | 29.9% | 17% |
| 20260904 | $1.32 | $8.35 | 37.2% | 31% |
| 20260903 | $1.10 | $0.98 | 31.0% | 19% |
| 20260902 | $0.95 | $0.95 | 27.9% | 13% |
| 20260901 | $0.95 | $0.95 | 31.5% | 20% |
| 20260831 | $3.03 | $3.03 | 24.5% | 7% |
| 20260828 | $1.18 | $1.18 | 27.9% | 13% |
| 20260827 | $0.93 | $0.93 | 41.0% | 38% |
| 20260826 | $0.67 | $0.67 | 60.7% | 76% |
| 20260825 | $2.45 | $2.45 | 33.0% | 23% |
| 20260824 | $1.32 | $1.32 | 41.7% | 40% |
| 20260821 | $1.20 | $1.77 | 30.2% | 18% |
| 20260820 | $2.38 | $1.18 | 34.0% | 25% |
| 20260819 | $1.27 | $1.15 | 27.2% | 12% |
| 20260818 | $1.18 | $8.62 | 32.7% | 23% |
| 20260817 | $1.30 | $1.20 | 32.2% | 22% |
| 20260814 | $1.40 | $1.35 | 37.9% | 32% |
| 20260813 | $1.35 | $1.18 | 73.2% | 100% |
| 20260812 | $2.60 | $2.48 | 38.7% | 50% |
| 20260811 | $1.30 | $2.48 | 35.9% | 40% |
| 20260810 | $2.30 | $1.18 | 35.6% | 39% |
| 20260806 | $1.10 | $0.90 | 31.9% | 29% |
| 20260805 | $0.80 | $0.80 | 31.7% | 29% |
| 20260804 | $0.95 | $0.95 | 41.2% | 54% |
| 20260803 | $1.12 | $1.12 | 36.6% | 42% |
| 20260731 | $0.88 | $0.88 | 37.6% | 45% |
| 20260730 | $2.90 | $2.90 | 27.5% | 18% |
| 20260729 | $0.92 | $0.92 | 40.9% | 53% |
More on EFC
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.