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Ellington Financial Inc EFC 11.85 0.51 4.5%

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Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

EFC / Comparative study

3 signals / 491 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z -0.16
7.1
Mean
8.7
Window
+95.1%
ATM IV z -0.33
0.26
Mean
0.34
Window
+3.2%
IV Percentile z -0.70
33.2
Mean
53.7
Window
-44.7%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.94 0.59
ATM IV 0.94 1.00 0.61
IV Percent... 0.59 0.61 1.00
Source observations

Data inspector

1-50 of 491
  • 1 / 10
Date Close IV Rank ATM IV IV Percentile
2026-11-04 11.85 7.1 0.26 33.2
2026-11-03 11.34 19.05 0.45 77.34
2026-11-02 11.54 82.24 1.47 99.61
2026-10-30 11.41 27.1 0.58 89.41
2026-10-29 11.83 13.18 0.36 62.6
2026-10-28 11.74 12.62 0.35 59.68
2026-10-27 11.7 14.18 0.38 65.61
2026-10-26 11.71 28.24 0.6 90.48
2026-10-23 11.73 11.83 0.34 59.68
2026-10-22 11.63 13.08 0.36 62.85
2026-10-21 11.42 15.61 0.4 72.33
2026-10-20 11.48 14.68 0.38 68.38
2026-10-19 11.35 15.81 0.4 73.41
2026-10-15 11.9 7.59 0.27 38.74
2026-10-14 11.69 7.76 0.27 40.32
2026-10-13 11.69 6.83 0.26 31.62
2026-10-12 11.71 6.53 0.25 28.57
2026-10-09 11.66 14.44 0.38 66.8
2026-10-08 11.64 7.46 0.27 36.76
2026-10-07 11.59 5.63 0.24 22.13
2026-10-06 11.67 6.58 0.25 28.46
2026-10-05 11.5 7.82 0.27 38.49
2026-10-02 11.59 6.3 0.25 26.88
2026-10-01 11.69 24.75 0.55 88.54
2026-09-30 11.83 11.35 0.33 57.31
2026-09-29 12.18 4.45 0.22 16.6
2026-09-28 12.2 3.93 0.21 14.29
2026-09-25 12.36 3.43 0.2 4.74
2026-09-24 12.37 3.18 0.2 3.97
2026-09-23 12.41 4.88 0.23 18.65
2026-09-22 12.7 4.75 0.22 17.06
2026-09-21 12.61 2.88 0.19 2.39
2026-09-18 12.44 2.59 0.19 1.19
2026-09-17 12.58 4.29 0.22 14.68
2026-09-16 12.62 16.03 0.41 75
2026-09-15 12.62 2.77 0.19 1.19
2026-09-14 12.81 3.7 0.21 3.19
2026-09-11 12.89 14.63 0.38 67.86
2026-09-10 13.04 6.43 0.25 25.4
2026-09-09 13.26 12.9 0.36 62.3
2026-09-08 13.38 10.94 0.32 53.17
2026-09-04 13.47 15.38 0.4 70.24
2026-09-03 13.35 6.15 0.25 24.21
2026-09-02 13.33 5.18 0.23 18.25
2026-09-01 13.26 8.35 0.28 41.43
2026-08-31 13.38 13.1 0.36 63.2
2026-08-28 13.57 14.73 0.39 67.33
2026-08-27 13.57 15.09 0.39 68.92
2026-08-26 13.46 12.76 0.35 62.15
2026-08-25 13.58 13.8 0.37 64.54