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Ellington Financial Inc EFC 11.85 0.51 4.5%

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ATM IV
0.262
Put Call Ratio (OI)
0.451
Put Call Ratio (Vol)
1.65
IV Rank
7.1
IV Percentile
33.2
Max pain
12.5

Gamma exposure (2026-11-04)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
16.0
163.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-13.1
13.1
View values by strike
EFC · Gamma exposure · 2026-11-04. USD of exposure per 1% underlying move.
StrikeCallsPuts
2.50 0 -1.11
5.00 0 -79.6
7.50 0 -111
10.00 2.12 K -37.4 K
12.50 294 K -3.04 K
15.00 28.9 K -2.75 K
17.50 0 -91.1
20.00 0 -12.7
22.50 0 -14.8
25.00 0 -246