Ellington Financial Inc. (EFC)
NYSE: EFC
· Real-Time Price · USD
13.15
0.08 (0.61%)
At close: Sep 26, 2025, 3:59 PM
13.23
0.61%
After-hours: Sep 26, 2025, 07:28 PM EDT
Ellington Financial Greeks
Delta, Gamma, Theta, and Vega Greek Charts for EFC options.
Delta Table
| Strike Price | Delta | Gamma | Theta | Vega |
|---|---|---|---|---|
| 2.50 | 0.9708 | 0.0036 | -0.0219 | 0.0024 |
| 5.00 | 0.9434 | 0.0104 | -0.0226 | 0.0042 |
| 7.50 | 0.8597 | 0.0436 | -0.0302 | 0.0097 |
| 10.00 | 0.7718 | 0.1000 | -0.0272 | 0.0135 |
| 12.50 | 0.5162 | 0.6146 | -0.012 | 0.0229 |
| 15.00 | -0.7679 | 0.2753 | -0.0086 | 0.0142 |
| 17.50 | -0.8689 | 0.1015 | -0.0093 | 0.0091 |
| 20.00 | -0.8114 | 0.0843 | -0.0213 | 0.0120 |
| 22.50 | -0.722 | 0.0803 | -0.0414 | 0.0162 |
| 25.00 | -0.8594 | 0.0347 | -0.0231 | 0.0082 |