Ellington Financial Inc. (EFC)
NYSE: EFC
· Real-Time Price · USD
13.62
0.03 (0.22%)
At close: Sep 11, 2025, 9:52 AM
EFC Delta Exposure By Expiry
The total Delta Exposure (DEX) for EFC across all expirations shows -16,054.06 net shares that market makers must hedge, with 6,856.55 from calls and 22,910.61 from puts. The put-call delta ratio of 3.34 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 |
|---|---|---|---|---|
| Sep 19, 25 | 316.42 | -541.02 | -224.6 | 1.71 |
| Oct 17, 25 | 2,787.69 | -19,816.81 | -17,029.12 | 7.11 |
| Jan 16, 26 | 2,762.83 | -2,191 | 571.83 | 0.79 |
| Apr 17, 26 | 989.61 | -361.78 | 627.83 | 0.37 |