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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Ellington Financial Inc. (EFC) - NYSE Next Earnings Date: OS Estimate: Feb. 24, 2027 AC
OS Projected Window: Feb. 22, 2027 to Feb. 27, 2027
EVR: 1.3
Avg Daily Volume: 1,951,231    Market Cap: 1.5B
Sector: Real Estate    Short Interest: 8.63
Live Interactive Chart
Days to Next Earnings: 106 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 51
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
Nov. 4, 2026 AC 1.3 $11.85 @$12.50 $0.45
($11.85)
3.6% -4.05% O -3.03% I $11.49 $1.12
( $11.49 )
148.89%
Aug. 6, 2026 AC 1.2 $13.14 @$12.50 $0.73
($13.14)
5.84% 4.64% I 3.5% I $13.60 $1.20
( $13.60 )
64.38%
May 5, 2026 AC 1.3 $13.11 @$12.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 25, 2026 AC 1.4 $12.52 @$12.50
Nov. 5, 2025 AC 1.5 $13.67 @$12.50
Aug. 7, 2025 AC 1.4 $12.66 @$12.50
May 7, 2025 AC 1.6 $12.78 @$12.50
Feb. 27, 2025 AC 1.4 $13.30 @$12.50
Nov. 6, 2024 AC 1.3 $12.04 @$12.50
Aug. 6, 2024 AC 1.3 $12.18 @$12.50

 
 
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