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EFC as of Nov 2 · 00:24 ET
EFCNYSEReal Estate

Ellington Financial Inc. · Brief

Next report

2 days

Nov 4 · after closeconfirmedQ3 FY26
Earnings

Expected move

Inputs

Implied vs realized

8 reportsHistory
1 of 8≥ implied
avg implied
±5.7%
avg realized
±2.7%
Feb 27 '25±6.1%▲+8.96%×1.48
May 7 '25±5.0%▲+1.25%×0.25
Jul 21 '25±5.3%▲+0.23%×0.04
Aug 7 '25±6.6%▲+2.53%×0.38
Q3 FY25±7.5%▲+0.80%×0.11
Q1 FY26±4.8%▲+0.48%×0.10
May 5 '26±4.9%▲+3.51%×0.72
Q2 FY26±5.3%▲+3.50%×0.66
quarterimplied−10%0+10%realized×
Q2 FY26±5.3%▲+3.50%×0.66
May '26±4.9%▲+3.51%×0.72
Q1 FY26±4.8%▲+0.48%×0.10
Q3 FY25±7.5%▲+0.80%×0.11
Aug '25±6.6%▲+2.53%×0.38
Jul '25±5.3%▲+0.23%×0.04
2 older reports
May '25±5.0%▲+1.25%×0.25
Feb '25±6.1%▲+8.96%×1.48
Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Bull & bear

Nov 4 report · confirmed

Bull2 of 4

4disclosed supplier and customer ties in SEC filingsSEC filings
246managers reporting a position in the latest quarterly filings13F · Jun 30 '26

Bear2 of 4

7 of 8recent reports where the move came in under the options implied rangeEarnings history
0.05%of iShares Russell 2000 ETF's assets, the largest tracked-fund weightN-PORT · Jun 30 '26
AI captions · Sep 28 '26once per report · top 2 per case

Linked exposure

EFC report session

No linked exposure.

Latest changes

30 daysAll changes
Oct 22report dateEarnings date confirmed: Nov 4, after close.Source
Oct 21impliedImplied move: ±9.3% into Nov 4 earnings (Oct 21 close).Source

Your note

privateThesis 0 · Decisions 0 · Observations 0

No thesis.