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Implied Movement: Monthly Straddle Tracking History
Get Straddle History:

 
Annaly Capital Management Inc. (NLY) - NYSE Next Earnings Date: OS Estimate: April 30, 2025 AC
OS Projected Window: April 28, 2025 to May 3, 2025
EVR: 1.1
Avg Daily Volume: 8,799,931    Market Cap: 12.6B
Sector: Financial    Short Interest: 2.51
Live Interactive Chart
Days to Next Earnings: 29 Days
Implied Move Weekly: 5.18%       Expires on: May 2, 2025
Implied Move Monthly: 6.17%       Expires on: May 16, 2025

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Sample Chart


 
Long Straddle/Strangle Performance
 
Tracking Statistics Available: 49
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 30, 2025 AC None $0.00 @$20.00 $1.24
($20.09)
6.17% -None% I -None% I $0.00 $0.00
( N/A )
None%
Jan. 29, 2025 AC 1.1 $19.76 @$20.00 $0.70
($19.76)
3.5% 3.64% O 3.59% O $20.47 $0.79
( $20.47 )
12.86%
Oct. 23, 2024 AC 1.2 $19.55 @$19.50 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
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
Feb. 8, 2023 AC 1.2 $23.11 @$23.00

 
 
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