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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Ellington Credit Company (EARN) - NYSE Next Earnings Date: OS Estimate: Aug. 6, 2025 AC
OS Projected Window: Aug. 4, 2025 to Aug. 9, 2025
EVR: 1.2
Avg Daily Volume: 365,423    Market Cap: 201.7M
Sector: Financial    Short Interest: 1.25
Live Interactive Chart
Days to Next Earnings: 57 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 16
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
May 20, 2025 AC 1.1 $5.59 @$5.00 $0.62
($5.59)
12.4% -2.32% I -2.14% I $5.47 $0.50
( $5.47 )
-19.35%
March 12, 2025 AC 1.0 $6.11 @$5.00 $1.20
($6.11)
24.0% -5.4% I -3.43% I $5.90 $0.93
( $5.90 )
-22.5%
Nov. 12, 2024 AC 1.1 $6.49 @$7.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Aug. 1, 2024 AC None $0.00 @$7.50
May 14, 2024 AC None $0.00 @$7.50
March 6, 2024 AC 1.1 $6.05 @$5.00
Nov. 13, 2023 BO 1.0 $5.61 @$5.00
Aug. 10, 2023 AC 1.1 $7.01 @$7.50
May 11, 2023 AC 1.1 $6.94 @$7.50
March 6, 2023 AC 1.0 $7.53 @$7.50

 
 
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