Ellington Credit Company Common Shares Of Beneficial Interest (EARN)'s 30-day implied volatility (IV30) was 34.8% at the close on October 21, 2026, up from 33.9% the day before, against a 52-week range of 14.1% to 38.2%. Its 20-day historical volatility was 43.4%.

Key numbers

30-day implied volatility (IV30): 34.8%
IV30 52-week range: 14.1% to 38.2% (median 21.9%)
Historical volatility: 20-day 43.4%, 1-year 26.2%
Implied move by the nearest expiration: ±2.1%

Data as of October 21, 2026.

EARN Implied Volatility (IV) vs Historical Volatility (HV)

Name: EARN Implied Volatility
Creator: Market Chameleon