Ellington Financial (EFC) Options Chain

NYSE: EFCFinanceReal EstateUSD

11.66+0.02 (+0.17%)

At close: Oct 9, 4:00 PM ET · Delayed 15 min

Expiration date

Expiration: Apr 16, 2027
Days to expiration: 187
Share price: $11.66
Put/call ratio (OI): 0.80
Put/call ratio (volume): 0.67
ATM implied volatility: 28.7%
Expected move: ±$2.39
Open interest (C / P): 173 / 139

EFC options summary

The EFC options chain for the April 16, 2027 expiration lists 4 call and 6 put contracts, with 187 days until expiration. Open interest stands at 173 calls and 139 puts, a put/call ratio of 0.80, which is fairly balanced between calls and puts. At-the-money implied volatility near the $12.50 strike is 28.7%, which implies the market expects a move of about ±$2.39 (20.5%) in Ellington Financial stock by expiration.

The most open interest sits at the $12.50 call (136 contracts) and the $2.50 put (50 contracts).

Summary generated from market data by MetaCap's automated system. Methodology

EFC options chain · April 16, 2027

EFC calls and puts by strike price. Shaded cells are in the money.
Calls							Puts
OI	Vol	IV	Last	Bid	Ask	Strike	Bid	Ask	Last	IV	Vol	OI
0	—	309.8%	11.05	7.80	10.40	2.50	0.00	0.75	0.02	184.8%	6	50
—	—	—	—	—	—	5.00	0.00	0.75	0.03	106.5%	38	40
—	—	—	—	—	—	10.00	0.00	0.00	0.23	6.3%	—	0
EFC $11.66
136	85	20.0%	0.25	0.25	0.35	12.50	1.45	1.75	1.65	37.4%	2	37
34	5	26.0%	0.05	0.00	0.10	15.00	3.30	4.40	2.27	62.8%	5	6
3	1	43.5%	0.04	0.00	0.20	17.50	5.60	7.00	6.38	55.9%	10	6

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 April 16, 2027 expiration, the EFC put/call ratio based on open interest is 0.80 (139 puts vs 173 calls), and 0.67 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 April 16, 2027 is about 28.7%, 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.