Ellington Financial Common (EFC) options traded 68 contracts on October 30, 2026 (66 calls and 2 puts, a put/call ratio of 0.03), compared with a 30-day average of 307. Options price a move of about ±1.5% by the nearest expiration.

Key numbers

30-day implied volatility (IV30): 20.8%
Implied move by the nearest expiration: ±1.5%
Option volume: 68 contracts (66 calls, 2 puts); 30-day average 307

Data as of October 30, 2026.

EFC Option Breakdown

A breakdown of key statistics for each option expiration listed for EFC. View implied volatility, volatility skew, volume, open interest, straddle premiums, and liquidity -- including bid/ask spread and NBBO bid/ask sizes. Includes links to the option chain, as well as numerous detailed charts.

▲ Close