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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Annaly Capital Management Inc. (NLY) - NYSE Next Earnings Date: OS Estimate: Feb. 3, 2027 AC
OS Projected Window: Feb. 1, 2027 to Feb. 6, 2027
EVR: 0.7
Avg Daily Volume: 13,263,145    Market Cap: 14.4B
Sector: Real Estate    Short Interest: 3.3
Live Interactive Chart
Days to Next Earnings: 82 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 55
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
POST EARNINGS: At Market Close
Pre-ER Close Position Straddle @Trade Price Implied Move Max Move I/O Closing Move I/O Close Price Straddle @Trade Price Return
Oct. 20, 2026 AC 0.8 $18.29 @$18.50 $1.22
($18.29)
6.59% -1.69% I -1.53% I $18.01 $0.93
( $18.01 )
-23.77%
July 21, 2026 AC 0.8 $22.65 @$22.50 $0.98
($22.65)
4.36% -2.73% I -1.01% I $22.42 $1.00
( $22.42 )
2.04%
April 21, 2026 AC 0.8 $22.60 @$22.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Jan. 28, 2026 AC 0.9 $24.25 @$24.00
Oct. 22, 2025 AC 1.0 $21.30 @$21.50
July 23, 2025 AC 1.0 $20.45 @$20.50
April 30, 2025 AC 1.1 $19.60 @$19.50
Jan. 29, 2025 AC 1.1 $19.76 @$20.00
Oct. 23, 2024 AC 1.2 $19.55 @$19.50
July 24, 2024 AC 1.3 $19.90 @$20.00

 
 
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