Ellington Financial Inc. (EFC)
EFC Daily Delta Exposure
EFC's current Delta Exposure (DEX) is -7.23K shares, which is 39% smaller than the 3M average of -11.82K shares. During this period, DEX ranged from -15.63K on Aug 7, 2025 to -6.42K on Aug 18, 2025, with dealers consistently net long, providing natural buying support. Delta exposure has been increasing recently, shifting the directional hedging pressure. The current put-call delta ratio of 1.54 signals heavy put positioning that could accelerate downside moves. Near extreme DEX levels suggest potential for mean reversion as positions unwind.
DEX History
| Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Aug 21, 2025 | 13,508.53 | -20,738.53 | -7,230 | 1.54 |
| Aug 20, 2025 | 12,866.87 | -22,586.05 | -9,719.18 | 1.76 |
| Aug 19, 2025 | 11,888.35 | -22,520.18 | -10,631.83 | 1.89 |
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