Ellington Financial Inc. (EFC)
EFC Daily Delta Exposure
EFC's current Delta Exposure (DEX) is -8.77K shares, which is 26% smaller than the 3M average of -11.86K shares. During this period, DEX ranged from -16.44K on Aug 7, 2025 to -6.77K on Jul 21, 2025, with dealers consistently net long, providing natural buying support. Delta exposure has been increasing recently, shifting the directional hedging pressure. The current put-call delta ratio of 1.62 signals heavy put positioning that could accelerate downside moves. Near extreme DEX levels suggest potential for mean reversion as positions unwind.
DEX History
| Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Aug 14, 2025 | 14,184.16 | -22,949.57 | -8,765.41 | 1.62 |
| Aug 13, 2025 | 13,566.55 | -23,222.37 | -9,655.82 | 1.71 |
| Aug 12, 2025 | 13,077.45 | -23,992.19 | -10,914.74 | 1.83 |
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