Ellington Financial Inc. (EFC)
NYSE: EFC
· Real-Time Price · USD
13.34
0.19 (1.44%)
At close: Oct 03, 2025, 3:59 PM
13.40
0.49%
After-hours: Oct 03, 2025, 07:57 PM EDT
Ellington Financial Greeks
Delta, Gamma, Theta, and Vega Greek Charts for EFC options.
Delta Table
| Strike Price | Delta | Gamma | Theta | Vega |
|---|---|---|---|---|
| 2.50 | 0.9714 | 0.0056 | -0.0339 | 0.0018 |
| 5.00 | 0.8743 | 0.0207 | -0.1062 | 0.0064 |
| 7.50 | 0.8241 | 0.0468 | -0.0782 | 0.0083 |
| 10.00 | 0.7864 | 0.1107 | -0.0444 | 0.0094 |
| 12.50 | 0.6021 | 0.6077 | -0.0195 | 0.0141 |
| 15.00 | -0.9089 | 0.1329 | -0.0057 | 0.0042 |
| 17.50 | -0.9659 | 0.0383 | -0.0036 | 0.0020 |
| 20.00 | -0.8298 | 0.0523 | -0.0419 | 0.0066 |
| 22.50 | -0.8477 | 0.0414 | -0.0457 | 0.0061 |
| 25.00 | -0.8596 | 0.0348 | -0.0486 | 0.0058 |