Ellington Financial Inc. (EFC)
NYSE: EFC
· Real-Time Price · USD
13.34
0.19 (1.44%)
At close: Oct 03, 2025, 3:59 PM
13.40
0.49%
After-hours: Oct 03, 2025, 07:57 PM EDT
EFC Delta Exposure By Expiry
The total Delta Exposure (DEX) for EFC across all expirations shows -11,704.76 net shares that market makers must hedge, with 6,171.39 from calls and 17,876.15 from puts. The put-call delta ratio of 2.90 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.
EFC DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 1,117.59 | -14,424.01 | -13,306.42 | 12.91 |
| Nov 21, 25 | 308.71 | -231.44 | 77.27 | 0.75 |
| Dec 19, 25 | 0 | 0 | 0 | n/a |
| Jan 16, 26 | 3,070.37 | -2,628.88 | 441.49 | 0.86 |
| Apr 17, 26 | 1,674.72 | -591.82 | 1,082.9 | 0.35 |
| Dec 18, 26 | 0 | 0 | 0 | n/a |