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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Annaly Capital Management Inc. (NLY) - NYSE Next Earnings Date: OS Estimate: Oct. 29, 2025 AC
OS Projected Window: Oct. 27, 2025 to Nov. 1, 2025
EVR: 1.0
Avg Daily Volume: 7,568,919    Market Cap: 11.8B
Sector: Financial    Short Interest: 2.89
Live Interactive Chart
Days to Next Earnings: 89 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 50
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
July 23, 2025 AC 1.0 $20.45 @$20.50 $0.99
($20.45)
4.83% -1.46% I 0.53% I $20.56 $0.67
( $20.56 )
-32.32%
April 30, 2025 AC 1.1 $19.60 @$19.50 $1.07
($19.60)
5.49% 2.6% I -0.91% I $19.42 $0.96
( $19.42 )
-10.28%
Jan. 29, 2025 AC 1.1 $19.76 @$20.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Oct. 23, 2024 AC 1.2 $19.55 @$19.50
July 24, 2024 AC 1.3 $19.90 @$20.00
April 24, 2024 AC 1.3 $18.58 @$18.50
Feb. 7, 2024 AC 1.4 $18.58 @$18.50
Oct. 25, 2023 AC 1.3 $15.07 @$15.00
July 26, 2023 AC 1.3 $20.80 @$21.00
April 26, 2023 AC 1.3 $19.06 @$19.00

 
 
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