Ellington Financial Inc.

NYSE: EFC · Real-Time Price · USD
13.80
0.03 (0.22%)
At close: Aug 15, 2025, 12:18 PM

EFC Option Overview

Overview for all option chains of EFC. As of August 15, 2025, EFC options have an IV of 174.34% and an IV rank of 111.89%. The volume is 266 contracts, which is 229.31% of average daily volume of 116 contracts. The volume put-call ratio is 0.01, indicating a bullish sentiment in the market.

Implied Volatility

Implied Volatility (30d)
174.34%
IV Rank
111.89%
Historical Volatility
18.73%
IV Low
59.95% on Mar 13, 2025
IV High
162.18% on Aug 13, 2025

Open Interest (OI)

Today's Open Interest
4,758
Put-Call Ratio
1.35
Put Open Interest
2,730
Call Open Interest
2,028
Open Interest Avg (30-day)
4,344
Today vs Open Interest Avg (30-day)
109.53%

Option Volume

Today's Volume
266
Put-Call Ratio
0.01
Put Volume
2
Call Volume
264
Volume Avg (30-day)
116
Today vs Volume Avg (30-day)
229.31%

Option Chain Statistics

This table provides a comprehensive overview of all EFC options grouped by their expiration dates.

Expiration Call Vol Put Vol P/C Vol Call OI Put OI P/C OI Implied Volatility Max Pain
Aug 15, 2025 1 0 0 265 452 1.71 174.34% 12.5
Sep 19, 2025 0 0 0 54 107 1.98 78.23% 12.5
Oct 17, 2025 11 1 0.09 1,255 1,710 1.36 76.75% 15
Jan 16, 2026 252 1 0 454 461 1.02 50.08% 12.5
Apr 17, 2026 0 0 0 0 0 0 42.05% 2.5