Ellington Financial (EFC) Options Chain
NYSE: EFCFinanceReal EstateUSD
At close: Oct 9, 4:00 PM ET · Delayed 15 min
Expiration date
- Expiration
- Nov 20, 2026
- Days to expiration
- 40
- Share price
- $11.66
- Put/call ratio (OI)
- 0.02
- Put/call ratio (volume)
- 0.54
- Expected move
- ±$1.75
- Open interest (C / P)
- 2.05K / 35
EFC options summary
The EFC options chain for the November 20, 2026 expiration lists 4 call and 3 put contracts, with 40 days until expiration. Open interest stands at 2,053 calls and 35 puts, a put/call ratio of 0.02, which is tilted bullish, with calls outnumbering puts. At-the-money implied volatility near the $12.50 strike is 45.3%, which implies the market expects a move of about ±$1.75 (15.0%) in Ellington Financial stock by expiration.
The most open interest sits at the $12.50 call (2.05K contracts) and the $12.50 put (29 contracts).
Summary generated from market data by MetaCap's automated system. Methodology
EFC options chain · November 20, 2026
| Calls | Puts | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Last | Bid | Ask | Strike | Bid | Ask | Last | |||||
| 9.85 | 8.20 | 10.10 | 2.50 | — | — | — | |||||
| 7.25 | 5.70 | 7.60 | 5.00 | — | — | — | |||||
| 4.16 | 3.60 | 4.70 | 7.50 | — | — | — | |||||
| — | — | — | 10.00 | 0.00 | 0.15 | 0.50 | |||||
| 0.08 | 0.05 | 0.10 | 12.50 | 0.95 | 1.55 | 1.15 | |||||
| — | — | — | 17.50 | 5.30 | 6.70 | 6.02 | |||||
In-the-money callsIn-the-money puts. IV = implied volatility, OI = open interest (contracts). Each contract covers 100 shares. Quotes delayed at least 15 minutes.
Frequently asked questions
What is the EFC put/call ratio?
For the November 20, 2026 expiration, the EFC put/call ratio based on open interest is 0.02 (35 puts vs 2,053 calls), and 0.54 based on today's volume. A ratio above 1 means more puts than calls.
What is EFC's implied volatility?
At-the-money implied volatility for EFC options expiring November 20, 2026 is about 45.3%, an annualized estimate of how much the market expects Ellington Financial stock to move.
How many EFC option expiration dates are there?
EFC has 5 listed expiration dates, from Oct 16, 2026 to Apr 16, 2027.
What does "in the money" mean?
A call is in the money when the strike price is below the current share price; a put is in the money when the strike is above it. In-the-money contracts have intrinsic value and are shaded in the table.