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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Ellington Financial Inc. (EFC) - NYSE Next Earnings Date: OS Estimate: Jan. 1, 2025 AC
OS Projected Window: Dec. 30, 2024 to Jan. 4, 2025
EVR: 1.4
Avg Daily Volume: 780,933    Market Cap: 1.15B
Sector: Financial    Short Interest: 7.24
Live Interactive Chart
Days to Next Earnings: 40 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 41
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. 6, 2024 AC 1.3 $12.04 @$12.50 $0.60
($12.04)
4.8% 4.15% I 3.23% I $12.43 $0.20
( $12.43 )
-66.67%
Aug. 6, 2024 AC 1.3 $12.18 @$12.50 $0.42
($12.18)
3.36% 4.18% O 3.2% I $12.57 $0.50
( $12.57 )
19.05%
May 7, 2024 AC 1.3 $11.62 @$12.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 23, 2023 AC 1.0 $13.34 @$12.50
Nov. 7, 2022 AC 0.9 $13.40 @$12.50
Aug. 4, 2022 AC 0.9 $15.78 @$15.00

 
 
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