Ellington Financial Inc
Ellington Financial Inc (EFC) Implied Volatility Current
EFC's 30 day implied volatility is 46.30%, with an IV Rank of 39.68%. This is an average IV Rank versus the past year, meaning Ellington Financial Inc options are fairly priced and currently offer no clear edge to buyers or sellers. EFC's 30 day historical volatility sits at 26.60%, which means implied volatility is running 19.70 points above historical volatility, as of Nov 13, 2026.
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Tracking EFC implied volatility helps you spot when Ellington Financial Inc options are historically cheap or expensive, and where the best trades are hiding. When EFC IV rises, premiums increase and sellers get more attractive pricing, and when it drops, buyers find cheaper contracts. Use our scanner to monitor EFC implied volatility current levels in real time and filter for high probability trades.
Implied volatility is derived from option prices and represents the annualized expected move of a stock. Tracking EFC IV rank helps you see whether EFC's implied volatility is historically high or low, since IV rank compares today's reading against the past year's range. A high rank signals relatively expensive premiums and tends to favor sellers, a low rank signals relatively cheap premiums and tends to favor buyers.
Ellington Financial Inc., through its subsidiary, Ellington Financial Operating Partnership LLC, acquires and manages mortgage-related, consumer-related, corporate-related, and other financial assets in the United States. The company acquires and manages residential mortgage-backed securities (RMBS) backed by prime jumbo, Alt-A, manufactured housing, and subprime residential mortgage loans; RMBS for which the principal and interest payments are guaranteed by the U.S. government agency or the U.S. government-sponsored entity; residential mortgage loans; commercial mortgage-backed securities; and commercial mortgage loans and other commercial real estate debt.
Implied Volatility
IV is slightly elevated. Premiums are richer, leaning toward sellers.
As of Nov 13, 2026
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