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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. 12, 2025 AC
OS Projected Window: Feb. 10, 2025 to Feb. 15, 2025
EVR: 1.1
Avg Daily Volume: 5,572,738    Market Cap: 9.62B
Sector: Financial    Short Interest: 2.0
Live Interactive Chart
Days to Next Earnings: 82 Days

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 47
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. 23, 2024 AC 1.2 $19.55 @$19.50 $0.88
($19.55)
4.51% -1.02% I 0.76% I $19.70 $0.80
( $19.70 )
-9.09%
July 24, 2024 AC 1.3 $19.90 @$20.00 $0.85
($19.90)
4.25% -1.65% I -1.3% I $19.64 $0.78
( $19.64 )
-8.24%
April 24, 2024 AC 1.3 $18.58 @$18.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
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

 
 
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