EFC · Ellington Financial Inc.

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$13.36 +0.08 (+0.60%)

Market Cap

$1.67B

125.39M

Options Chain

15-min delayed Underlying $13.36 · today Options Calculator

Positioning

Aug 21, 2026 · 28 days to expiry · 20 contracts

Put / call OI

1.31

Put-heavy positioning

Open interest

367

contracts outstanding

Volume

traded today

Max pain

$12.50

$0.86 below spot

ATM implied vol

43.1%

market's expected move

Open interest by strike

Calls Puts

2.5

7.5

12.5

17.5

22.5

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 28d Sep 18 56d Oct 16 84d Dec 18 147d Jan 15 175d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
9	1	—	—	$11.00		—	—	—	—	0
Call · $2.5 In the money Last $11.00 Breakeven $13.50 Implied vol — Delta — Gamma — Theta — Vega — Open interest 9 Model this call Put · $2.5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
7	1	—	—	$8.45		—	—	—	—	0
Call · $5 In the money Last $8.45 Breakeven $13.45 Implied vol — Delta — Gamma — Theta — Vega — Open interest 7 Model this call Put · $5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	2	220.5%	0.894	$6.10		—	—	—	—	0
Call · $7.5 In the money Last $6.10 Breakeven $13.60 Implied vol 220.5% Delta 0.894 ≈89% ITM Gamma 0.023 Theta -0.024 Vega 0.007 Open interest 0 Model this call Put · $7.5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
2	2	—	—	$3.82		$0.04	—	—	1	1
Call · $10 In the money Last $3.82 Breakeven $13.82 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this call Put · $10 Last $0.04 Breakeven $9.96 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this put
43	1	—	—	$0.93		$0.10	-0.261	43.1%	20	172
Call · $12.5 In the money Last $0.93 Breakeven $13.43 Implied vol — Delta — Gamma — Theta — Vega — Open interest 43 Model this call Put · $12.5 Last $0.10 Breakeven $12.40 Implied vol 43.1% Delta -0.261 ≈26% ITM Gamma 0.203 Theta -0.01 Vega 0.013 Open interest 172 Model this put
Underlying $13.36
97	1	34.5%	0.123	$0.05		$1.70	-0.886	31.9%	2	34
Call · $15 Last $0.05 Breakeven $15.05 Implied vol 34.5% Delta 0.123 ≈12% ITM Gamma 0.162 Theta -0.004 Vega 0.006 Open interest 97 Model this call Put · $15 In the money Last $1.70 Breakeven $13.30 Implied vol 31.9% Delta -0.886 ≈89% ITM Gamma 0.153 Theta -0.007 Vega 0.006 Open interest 34 Model this put
1	1	—	—	$0.05		—	-0.878	73.8%	—	0
Call · $17.5 Last $0.05 Breakeven $17.55 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $17.5 In the money Last — Breakeven — Implied vol 73.8% Delta -0.878 ≈88% ITM Gamma 0.069 Theta -0.012 Vega 0.007 Open interest 0 Model this put
0	—	—	—	—		—	-0.898	100.5%	—	0
Call · $20 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $20 In the money Last — Breakeven — Implied vol 100.5% Delta -0.898 ≈90% ITM Gamma 0.044 Theta -0.014 Vega 0.008 Open interest 0 Model this put
0	—	—	—	—		—	-0.907	122.7%	—	0
Call · $22.5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $22.5 In the money Last — Breakeven — Implied vol 122.7% Delta -0.907 ≈91% ITM Gamma 0.034 Theta -0.015 Vega 0.005 Open interest 0 Model this put
0	—	—	—	—		$11.60	-0.931	130.5%	1	1
Call · $25 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $25 In the money Last $11.60 Breakeven $13.40 Implied vol 130.5% Delta -0.931 ≈93% ITM Gamma 0.024 Theta -0.012 Vega 0.005 Open interest 1 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 1411342 CUSIP 28852N109 13F (30d) 38 filings 38 filers Visit website Investor relations