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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Ellington Financial Inc. (EFC) - NYSE Next Earnings Date: OS Estimate: Aug. 4, 2026 AC
OS Projected Window: Aug. 3, 2026 to Aug. 8, 2026
EVR: 1.2
Avg Daily Volume: 1,399,428    Market Cap: 1.7B
Sector: Financial    Short Interest: 3.87
Live Interactive Chart
Days to Next Earnings: 84 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 49
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 5, 2026 AC 1.3 $13.11 @$12.50 $0.68
($13.11)
5.44% 4.04% I 3.5% I $13.57 $1.00
( $13.57 )
47.06%
Feb. 25, 2026 AC 1.4 $12.52 @$12.50 $0.70
($12.52)
5.6% 1.59% I 0.47% I $12.58 $0.57
( $12.58 )
-18.57%
Nov. 5, 2025 AC 1.5 $13.67 @$12.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
May 7, 2024 AC 1.3 $11.62 @$12.50
Feb. 26, 2024 AC 1.1 $12.06 @$12.50

 
 
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