Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Ellington Financial Inc. (EFC) - NYSE Next Earnings Date: Estimated on Nov. 6, 2025
OS Projected Window: Nov. 3, 2025 to Nov. 8, 2025
EVR: 1.5
Avg Daily Volume: 1,177,168    Market Cap: 1.4B
Sector: Financial    Short Interest: 5.05
Live Interactive Chart
Days to Next Earnings: 55 Days

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 46
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
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 $0.75
($12.78)
6.0% 2.19% I 1.25% I $12.94 $0.75
( $12.94 )
0.0%
Feb. 27, 2025 AC 1.4 $13.30 @$12.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
May 8, 2023 AC 1.0 $12.16 @$12.50

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US