Ellington Financial Inc. (EFC)
NYSE: EFC
· Real-Time Price · USD
13.76
-0.01 (-0.07%)
At close: Aug 15, 2025, 3:59 PM
13.84
0.62%
After-hours: Aug 15, 2025, 07:48 PM EDT
EFC Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for EFC across all expirations is 343.5 shares per 1% move, with 4,356.62 from calls and 4,013.12 from puts. The put-call GEX ratio of 0.92 reflects balanced positioning between puts and calls. The highest gamma concentration is at the Jan 16, 26 expiration with 541.55 net GEX, which may act as a magnet point for price action. Near-term exposure for Sep 19, 25 suggests possible volatility from negative gamma effects.
EFC GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Sep 19, 25 | 125.26 | -278.07 | -152.81 | 2.22 |
| Oct 17, 25 | 2,796 | -2,841.24 | -45.24 | 1.02 |
| Jan 16, 26 | 1,435.36 | -893.81 | 541.55 | 0.62 |
| Apr 17, 26 | 0 | 0 | 0 | n/a |