Optionslam.com

   
    Log In | Join US    
Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Annaly Capital Management Inc. (NLY) - NYSE Next Earnings Date: Estimated on July 22, 2026
OS Projected Window: July 27, 2026 to Aug. 1, 2026
EVR: 0.8
Avg Daily Volume: 7,773,970    Market Cap: 16.3B
Sector: Financial    Short Interest: 1.94
Live Interactive Chart
Days to Next Earnings: 26 Days
Implied Move Weekly: 4.88%       Expires on: July 24, 2026
Implied Move Monthly: 7.54%       Expires on: Aug. 21, 2026

Get the OptionSlam Edge ..... become an Insider Member to enable the interactive chart.
 
Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 54
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 22, 2026 AC None $0.00 @$23.00 $1.32
($22.95)
5.75% -None% -None% $0.00 $0.00
( N/A )
None%
April 21, 2026 AC 0.8 $22.60 @$22.50 $1.09
($22.60)
4.84% 1.76% I 0.13% I $22.63 $1.06
( $22.63 )
-2.75%
Jan. 28, 2026 AC 0.9 $24.25 @$24.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
April 24, 2024 AC 1.3 $18.58 @$18.50

 
 
[hide] [show]
Strategy Test
  • OSBTT
     
    My Account
  • Log In
  • Join US