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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Ellington Financial Inc. (EFC) - NYSE Next Earnings Date: OS Estimate: Jan. 7, 2026 AC
OS Projected Window: Jan. 5, 2026 to Jan. 10, 2026
EVR: 1.4
Avg Daily Volume: 1,382,736    Market Cap: 1.3B
Sector: Financial    Short Interest: 4.93
Live Interactive Chart
Days to Next Earnings: 69 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 47
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. 5, 2025 AC 1.5 $13.67 @$12.50 $1.12
($13.67)
8.96% 2.7% I 0.8% I $13.78 $1.40
( $13.78 )
25.0%
Aug. 7, 2025 AC 1.4 $12.66 @$12.50 $0.88
($12.66)
7.04% 3.08% I 2.52% I $12.98 $0.30
( $12.98 )
-65.91%
May 7, 2025 AC 1.6 $12.78 @$12.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Nov. 7, 2023 AC 1.0 $12.72 @$12.50
Aug. 7, 2023 AC 1.0 $13.37 @$12.50

 
 
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