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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Annaly Capital Management Inc. (NLY) - NYSE Next Earnings Date: April 24, 2024 AC
EVR: 1.3
Avg Daily Volume: 3,314,669    Market Cap: 9.62B
Sector: Financial    Short Interest: 2.0
Live Interactive Chart
Days to Next Earnings: 5 Days
Implied Move Weekly: 4.33%       Expires on: April 26, 2024
Implied Move Monthly: 6.20%       Expires on: May 17, 2024

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 45
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
April 24, 2024 AC None $0.00 @$18.00 $1.13
($18.23)
6.2% -None% I -None% I $0.00 $0.00
( N/A )
None%
Feb. 7, 2024 AC 1.4 $18.58 @$18.50 $0.78
($18.58)
4.22% 1.88% I 1.23% I $18.81 $0.67
( $18.81 )
-14.1%
Oct. 25, 2023 AC 1.3 $15.07 @$15.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
July 26, 2023 AC 1.3 $20.80 @$21.00
April 26, 2023 AC 1.3 $19.06 @$19.00
Feb. 8, 2023 AC 1.2 $23.11 @$23.00
Oct. 26, 2022 AC 1.0 $17.84 @$18.00
July 27, 2022 AC 1.0 $6.55 @$6.50
April 27, 2022 AC 0.9 $6.33 @$6.50
Feb. 9, 2022 AC 0.8 $7.60 @$7.50

 
 
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