Ellington Residential Mortgage REIT (EARN)
NYSE: EARN
· Real-Time Price · USD
5.30
-0.10 (-1.85%)
May 05, 2025, 2:59 PM - Market open
EARN Volatility Exposure
Ellington Residential Mortgage REIT has experienced an average implied
volatility of 0.37 and an average realized volatility of 0.08.
Volatility History
Date | % Change | P/C | Total OI | % OI Change | Implied Volatility | Realized Vol. |
---|---|---|---|---|---|---|
Feb 10, 2025 | -0.61% | 0 | 0 | n/a | 0.59 | 0.65 |
Mar 11, 2025 | -4.08% | 0 | 1 | n/a | 0.13 | 0.62 |
Mar 12, 2025 | -0.65% | 0 | 3 | +200.00% | 0.44 | 0.64 |
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