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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Annaly Capital Management Inc. (NLY) - NYSE Next Earnings Date: OS Estimate: July 29, 2026 AC
OS Projected Window: July 27, 2026 to Aug. 1, 2026
EVR: 0.8
Avg Daily Volume: 5,678,607    Market Cap: 16.3B
Sector: Financial    Short Interest: 2.42
Live Interactive Chart
Days to Next Earnings: 71 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 53
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 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 $0.99
($24.25)
4.12% -2.18% I -1.03% I $24.00 $0.90
( $24.00 )
-9.09%
Oct. 22, 2025 AC 1.0 $21.30 @$21.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 7, 2024 AC 1.4 $18.58 @$18.50

 
 
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