Ellington Credit Company EARN 4.29 0.06 1.41%
EARN Historical Options Analysis
Explore EARN (Ellington Credit Company) historical options data, volatility, Greeks and positioning. Compare signals over time in the free Historical Lab preview.
Window
Scale
Plotted 3/8
Metric library
Volatility
Interactive timeline
EARN / Comparative study
3 signals / 500 sessions
Window statistics
Signal snapshot
Current value vs. selected history
IV Rank
z --
--
Mean
13.19
Window
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ATM IV
z --
--
Mean
1.03
Window
--
IV Percentile
z --
--
Mean
52.27
Window
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Relationship matrix
Correlation
Pearson r
| Signal | IV Rank | ATM IV | IV Percent... |
|---|---|---|---|
| IV Rank | 1.00 | 0.92 | 0.66 |
| ATM IV | 0.92 | 1.00 | 0.65 |
| IV Percent... | 0.66 | 0.65 | 1.00 |
Source observations
Data inspector
1-50 of 500
- 1 / 10
| Date | Close | IV Rank | ATM IV | IV Percentile |
|---|---|---|---|---|
| 2026-09-21 | 4.29 | -- | -- | -- |
| 2026-09-18 | 4.23 | 12.23 | 1.43 | 88.11 |
| 2026-09-17 | 4.26 | 26.11 | 3.03 | 95.9 |
| 2026-09-16 | 4.15 | 21.28 | 2.47 | 94.26 |
| 2026-09-15 | 4.16 | 18.01 | 2.09 | 93.44 |
| 2026-09-14 | 4.17 | 15.2 | 1.77 | 92.59 |
| 2026-09-11 | 4.32 | 10.03 | 1.17 | 83.61 |
| 2026-09-10 | 4.31 | 9.51 | 1.11 | 82.38 |
| 2026-09-09 | 4.32 | 8.9 | 1.04 | 81.56 |
| 2026-09-08 | 4.34 | 8.28 | 0.97 | 78.69 |
| 2026-09-07 | 4.36 | 7.76 | 0.91 | 75.31 |
| 2026-09-04 | 4.36 | 6.93 | 0.81 | 71.31 |
| 2026-09-03 | 4.38 | 6.58 | 0.77 | 68.44 |
| 2026-09-02 | 4.4 | 6.25 | 0.73 | 65.16 |
| 2026-09-01 | 4.31 | 6.66 | 0.78 | 69.14 |
| 2026-08-31 | 4.37 | 6.2 | 0.73 | 64.88 |
| 2026-08-28 | 4.44 | 5.33 | 0.63 | 58.02 |
| 2026-08-27 | 4.45 | 5.16 | 0.61 | 56.38 |
| 2026-08-26 | 4.45 | 5.06 | 0.59 | 54.73 |
| 2026-08-25 | 4.43 | 5.08 | 0.6 | 54.73 |
| 2026-08-24 | 4.48 | 5.14 | 0.6 | 55.37 |
| 2026-08-21 | 4.41 | 4.85 | 0.57 | 51.03 |
| 2026-08-20 | 4.45 | 4.59 | 0.54 | 43.21 |
| 2026-08-19 | 4.41 | 4.71 | 0.55 | 45.68 |
| 2026-08-18 | 4.38 | 4.69 | 0.55 | 45.68 |
| 2026-08-17 | 4.41 | 5.26 | 0.62 | 54.55 |
| 2026-08-14 | 4.4 | 4.46 | 0.52 | 38.68 |
| 2026-08-13 | 4.44 | 10.76 | 1.25 | 85.6 |
| 2026-08-12 | 4.35 | 4.51 | 0.53 | 39.09 |
| 2026-08-11 | 4.36 | 4.48 | 0.53 | 38.68 |
| 2026-08-10 | 4.36 | 12.29 | 1.43 | 87.6 |
| 2026-08-07 | 4.4 | 4.11 | 0.49 | 33.74 |
| 2026-08-06 | 4.35 | 4.31 | 0.51 | 36.21 |
| 2026-08-05 | 4.27 | 7.96 | 0.93 | 72.43 |
| 2026-08-04 | 4.31 | 4.34 | 0.51 | 36.21 |
| 2026-08-03 | 4.36 | 4.11 | 0.48 | 32.64 |
| 2026-07-31 | 4.32 | 4.2 | 0.49 | 34.98 |
| 2026-07-30 | 4.48 | 3.99 | 0.47 | 30.04 |
| 2026-07-29 | 4.43 | 0.01 | 0.01 | 0.41 |
| 2026-07-28 | 4.45 | 4.67 | 0.55 | 40.74 |
| 2026-07-27 | 4.4 | 2.95 | 0.35 | 10.33 |
| 2026-07-24 | 4.4 | 13.92 | 1.62 | 87.24 |
| 2026-07-23 | 4.4 | 3.35 | 0.4 | 17.28 |
| 2026-07-22 | 4.35 | 0.03 | 0.01 | 0.41 |
| 2026-07-21 | 4.36 | 3.7 | 0.44 | 25.1 |
| 2026-07-20 | 4.34 | 0.03 | 0.01 | 0.41 |
| 2026-07-17 | 4.42 | -- | -- | -- |
| 2026-07-16 | 4.46 | 21.03 | 2.44 | 92.21 |
| 2026-07-15 | 4.41 | 16.35 | 1.9 | 90.16 |
| 2026-07-14 | 4.38 | 14.06 | 1.64 | 86.48 |