Ellington Credit Co (EARN) Expected Move

Tracking the EARN expected move helps you see how far Ellington Credit Co's options market is pricing the stock to travel over a given period — whether that's the next day, week, or earnings cycle. Ellington Credit Co's expected move is derived directly from option premiums and gives you an objective range to plan trades, set strikes, and manage risk. Use our scanner to monitor the EARN expected move for this week's options, in real time.

The expected move is typically calculated from at-the-money straddle prices (or a blend of straddles and strangles) and represents roughly a one-standard-deviation range over the chosen timeframe. For EARN, comparing the implied expected move to actual realized moves over similar windows tells you whether the options market has historically overestimated or underestimated volatility. The EARN expected move for this week's options pricing is especially useful for short-dated traders, earnings players, and anyone selling premium who needs to know where the market thinks Ellington Credit Co is unlikely to go.

Ellington Residential Mortgage REIT, a real estate investment trust, specializes in acquiring, investing in, and managing residential mortgage-and real estate-related assets. It acquires and manages residential mortgage-backed securities (RMBS), including agency pools and agency collateralized mortgage obligations (CMOs); and non-agency RMBS comprising non-agency CMOs, such as investment grade and non-investment grade. The company has elected to be taxed as a real estate investment trust. As a result, it would not be subject to corporate income tax on that portion of its net income that is distributed to shareholders.

Ellington Residential Mortgage REIT was incorporated in 2012 and is based in Old Greenwich, Connecticut.

Iron condors, weekly premium sales, directional swing trades — they all live or die by where the market thinks the stock won't go. Our scanner tracks the EARN expected move across every expiration, benchmarks it against realized moves, and shows you when implied ranges are out of line with history. The Ellington Credit Co expected move for this week's options is the fastest read on short-term risk, which gives you a quick way to interpret what the options market thinks about EARN.