Ellington Credit Co (EARN) Historical Volatility

Tracking EARN historical volatility helps you see how much Ellington Credit Co's stock price has actually moved over past periods, giving you a baseline to judge whether current option premiums are fair, cheap, or expensive. While implied volatility tells you what the market expects, Ellington Credit Co's HV tells you what really happened. Use our scanner to monitor EARN 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.

Historical volatility is the annualized standard deviation of an underlying's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. The EARN 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Ellington Credit Co's HV to its implied volatility reveals the volatility risk premium — when IV sits well above HV, option sellers tend to have an edge; when HV runs hot relative to IV, buyers may be underpaying for movement.

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.

Sizing a long premium trade, modeling a covered call, or hunting volatility arbitrage all come back to one question: how much has the stock actually moved? Our scanner puts Ellington Credit Co's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where EARN HV is running hot, cold, or in line. Make the EARN 30 day historical volatility — and every other window — work for your edge instead of against it.