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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Ellington Credit Company (EARN) - NYSE Next Earnings Date: Estimated on May 14, 2025
OS Projected Window: May 26, 2025 to May 31, 2025
EVR: 1.1
Avg Daily Volume: 1,015,574    Market Cap: 138.3M
Sector: Financial    Short Interest: 2.27
Live Interactive Chart
Days to Next Earnings: 19 Days
Implied Move Weekly: 11.29%       Expires on: May 16, 2025
Implied Move Monthly: 8.56%       Expires on: June 20, 2025

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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 14, 2025 AC None $0.00 @$5.00 $0.47
($5.49)
8.56% -None% I -None% I $0.00 $0.00
( N/A )
None%
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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