Ellington Financial (EFC) Options Chain
NYSE: EFCFinanceReal EstateUSD
At close: Oct 9, 4:00 PM ET · Delayed 15 min
Expiration date
- Expiration
- Jan 15, 2027
- Days to expiration
- 97
- Share price
- $11.66
- Put/call ratio (OI)
- 0.62
- Put/call ratio (volume)
- 0.31
- Expected move
- ±$2.07
- Open interest (C / P)
- 355 / 221
EFC options summary
The EFC options chain for the January 15, 2027 expiration lists 7 call and 6 put contracts, with 97 days until expiration. Open interest stands at 355 calls and 221 puts, a put/call ratio of 0.62, which is tilted bullish, with calls outnumbering puts. At-the-money implied volatility near the $12.50 strike is 34.4%, which implies the market expects a move of about ±$2.07 (17.7%) in Ellington Financial stock by expiration.
The most open interest sits at the $15.00 call (176 contracts) and the $10.00 put (162 contracts).
Summary generated from market data by MetaCap's automated system. Methodology
EFC options chain · January 15, 2027
| Calls | Puts | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Last | Bid | Ask | Strike | Bid | Ask | Last | |||||
| 9.85 | 8.20 | 10.10 | 2.50 | 0.00 | 0.00 | 0.05 | |||||
| 8.65 | 5.30 | 7.60 | 5.00 | — | — | — | |||||
| 6.13 | 4.90 | 7.60 | 7.50 | 0.00 | 0.00 | 1.05 | |||||
| 1.70 | 1.30 | 2.05 | 10.00 | 0.10 | 0.25 | 0.15 | |||||
| 0.20 | 0.00 | 0.35 | 12.50 | 1.00 | 1.50 | 1.25 | |||||
| 0.05 | 0.00 | 1.95 | 15.00 | — | — | — | |||||
| 0.07 | 0.00 | 0.00 | 17.50 | 0.00 | 0.00 | 4.24 | |||||
| — | — | — | 22.50 | 7.90 | 10.50 | 9.22 | |||||
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 January 15, 2027 expiration, the EFC put/call ratio based on open interest is 0.62 (221 puts vs 355 calls), and 0.31 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 January 15, 2027 is about 34.4%, 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.