Ellington Financial Common (EFC)'s 30-day implied volatility (IV30) was 21.9% at the close on November 12, 2026, up from 21.6% the day before, against a 52-week range of 13.3% to 28.6%. Its 20-day historical volatility was 24.9%.

Key numbers

30-day implied volatility (IV30): 21.9%
IV30 52-week range: 13.3% to 28.6% (median 19.5%)
Historical volatility: 20-day 24.9%, 1-year 19.0%
Implied move by the nearest expiration: ±1.4%

Data as of November 12, 2026.

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

Name: EFC Implied Volatility
Creator: Market Chameleon