EARN Earnings History
Ellington Credit Company (EARN) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $172.8M, listed on NYSE, employing roughly 150 people, carrying a beta of 1.26 to the broader market. Ellington Residential Mortgage REIT functions as a real estate investment trust (REIT), with its core business focused on the acquisition, investment, and oversight of assets tied to residential mortgages and real estate. Led by Laurence Eric Penn, public since 2013-05-01.
Ellington Credit Company has beat EPS estimates in 1 of the last 6 quarters.
| Date | EPS Est. | EPS Actual | Surprise | Revenue Est. | Revenue Actual |
|---|---|---|---|---|---|
| Aug 18, 2026 | 0.20 | N/A | N/A | $11.2M | N/A |
| May 19, 2026 | 0.22 | 0.19 | N/A | $10.6M | $12.3M |
| Mar 4, 2026 | 0.25 | 0.21 | N/A | $12.7M | $11.1M |
| Nov 19, 2025 | 0.20 | 0.23 | N/A | $11.4M | $15.4M |
| Aug 19, 2025 | 0.24 | 0.18 | N/A | $12.2M | $11.9M |
| Mar 12, 2025 | 0.27 | 0.27 | N/A | $7.3M | $6.1M |
What EARN's Earnings History Tells Options Traders
Ellington Credit Company has missed estimates more often than it has beat them (only 1 beats in 6 reports). Names with poor beat-rate history typically carry richer downside skew going into earnings and produce larger post-event moves on misses, conditions where put-spread or long-vol structures may carry edge over premium-selling. Beat rate is one input to event-driven sizing; pair it with the implied-vs-realized volatility view, the current IV rank, and the put-call skew going into the print. Surprise magnitude matters as much as direction - an in-line beat with conservative guidance can produce a larger negative move than a missed quarter with raised forward guidance. The earnings table above shows the most recent six reported quarters; for the full multi-year history including revenue growth trajectory and EPS guidance trends, the per-ticker fundamentals view aggregates the underlying GAAP filings.
How Earnings Drive EARN Options Pricing
Earnings events are the largest single driver of single-name implied volatility in equity options markets. Pre-event, IV inflates over the two-to-three week run-up as the binary uncertainty of the print compounds; the IV rank typically peaks the day before the announcement. Post-event, IV crushes back toward the realized-volatility baseline as uncertainty resolves. The magnitude of the crush depends on how stretched pre-event IV was relative to the eventual realized move - an oversized pre-event IV with an undersized realized move produces the cleanest premium-selling outcome, while a stretched IV that still under-prices a tail move on the print produces the cleanest long-vol outcome.
The catalyst calendar for EARN matters beyond the headline EPS surprise. Forward guidance revisions, capital-allocation changes (dividend hikes, buyback authorizations, M&A announcements), and segment-level performance discussions can drive larger post-event moves than the headline beat or miss. Pair the earnings beat-rate read above with the upcoming-event calendar and the IV-rank view to size pre-event and post-event positioning; for short-vol structures the goal is to be long premium-rich and to harvest the IV crush, while for long-vol structures the goal is to own gamma cheap into a regime where the realized move is likely to exceed the implied move.
Frequently asked EARN earnings questions
- How often does EARN beat earnings estimates?
- Ellington Credit Company (EARN) has beat consensus EPS estimates in 1 of the last 6 quarters. The table above shows estimate, actual, surprise percent, and revenue figures per quarter. Beat-rate matters less than the *pattern* of beats and misses: a name with a consistent beat history sees implied-vol expansion ahead of the print and a sharp IV crush after.
- What was EARN's last reported earnings?
- The most recent reported quarter is Aug 18, 2026. Revenue, EPS, and prior-quarter comparisons are in the table above. Subsequent estimates and analyst-revisions live on the analyst-ratings page.
- How do EARN earnings drive options pricing?
- Earnings events are the single largest driver of single-name implied volatility in equity options markets. Pre-event, IV inflates as the market prices the binary outcome (beat / miss / guidance change). Post-event, IV crushes as uncertainty resolves. The size of the crush is a function of how stretched pre-event IV was relative to the realized move: an oversized pre-event IV with an undersized move produces the cleanest premium-selling result. Pair EARN earnings history with the implied-vs-realized volatility view to size pre-event positioning.
- When does EARN report next?
- Next-quarter earnings dates are typically announced by the company 3-6 weeks ahead. Check the earnings-calendar page or company investor-relations site for the confirmed date. Pre-event IV typically begins building 2-3 weeks before the announcement and peaks the day before.