NLY · Expected Move
Annaly Capital Management. Inc.
The expected move for NLY is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
NLY straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current NLY Expected Move
30-Day Straddle
$1.29
7-Day Straddle
$0.66
30-Day ATM IV
27.5%
IV Rank
49%
Implied one-standard-deviation move through the next 30 days. Compare to NLY's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
NLY Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $1.29 | $0.66 | 27.5% | 49% |
| 20261015 | $1.11 | $0.68 | 26.1% | 43% |
| 20261014 | $1.18 | $0.85 | 27.5% | 49% |
| 20261013 | $1.17 | $0.68 | 25.1% | 40% |
| 20261012 | $1.08 | $0.45 | 24.7% | 38% |
| 20261009 | $1.06 | $0.62 | 24.4% | 37% |
| 20261008 | $1.17 | $0.79 | 27.5% | 49% |
| 20261007 | $1.23 | $0.64 | 29.4% | 56% |
| 20261006 | $1.10 | $0.70 | 24.7% | 38% |
| 20261005 | $0.94 | $0.46 | 23.3% | 33% |
| 20261002 | $1.23 | $0.54 | 29.0% | 55% |
| 20261001 | $1.04 | $0.69 | 23.1% | 32% |
| 20260930 | $1.25 | $0.70 | 27.8% | 50% |
| 20260929 | $1.28 | $1.16 | 26.2% | 44% |
| 20260928 | $1.35 | $0.98 | 26.3% | 44% |
| 20260925 | $1.26 | $0.82 | 25.5% | 41% |
| 20260924 | $1.26 | $0.94 | 26.0% | 43% |
| 20260923 | $1.04 | $0.97 | 20.9% | 23% |
| 20260922 | $1.09 | $0.95 | 21.7% | 26% |
| 20260921 | $1.23 | $0.39 | 22.6% | 30% |
| 20260918 | $1.14 | $0.59 | 24.0% | 35% |
| 20260917 | $1.17 | $0.47 | 24.7% | 38% |
| 20260916 | $1.16 | $0.68 | 24.8% | 38% |
| 20260915 | $1.25 | $0.65 | 26.1% | 44% |
| 20260914 | $1.33 | $0.43 | 25.3% | 40% |
| 20260911 | $1.30 | $0.48 | 25.3% | 41% |
| 20260910 | $1.29 | $0.59 | 25.3% | 41% |
| 20260909 | $1.23 | $0.52 | 23.1% | 32% |
| 20260908 | $1.16 | $0.73 | 22.6% | 30% |
| 20260904 | $1.30 | $0.32 | 23.1% | 32% |
| 20260903 | $1.08 | $0.40 | 21.9% | 27% |
| 20260902 | $1.28 | $0.42 | 22.0% | 27% |
| 20260901 | $1.39 | $0.49 | 40.6% | 100% |
| 20260831 | $1.27 | $0.36 | 21.2% | 30% |
| 20260828 | $0.76 | $0.38 | 19.7% | 23% |
| 20260827 | $0.88 | $0.52 | 18.0% | 15% |
| 20260826 | $0.82 | $0.51 | 15.1% | 1% |
| 20260825 | $0.95 | $0.47 | 16.5% | 8% |
| 20260824 | $0.86 | $0.69 | 16.4% | 7% |
| 20260821 | $0.90 | $0.45 | 17.5% | 12% |
| 20260820 | $0.99 | $0.57 | 19.0% | 19% |
| 20260819 | $0.89 | $0.44 | 15.5% | 3% |
| 20260818 | $0.96 | $0.58 | 20.9% | 28% |
| 20260817 | $0.95 | $0.32 | 16.4% | 7% |
| 20260814 | $0.62 | $0.30 | 14.9% | 0% |
| 20260813 | $0.84 | $0.51 | 16.7% | 6% |
| 20260812 | $0.75 | $0.54 | 32.3% | 82% |
| 20260811 | $0.76 | $0.59 | 16.6% | 6% |
| 20260810 | $1.04 | $0.24 | 18.5% | 15% |
| 20260807 | — | — | 17.2% | 9% |
| 20260806 | $1.02 | $0.59 | 19.7% | 21% |
| 20260805 | $0.96 | $0.68 | 19.1% | 18% |
| 20260804 | $0.96 | $0.66 | 16.7% | 6% |
| 20260803 | $1.02 | $0.42 | 18.8% | 17% |
| 20260731 | $0.92 | $0.48 | 17.1% | 9% |
| 20260730 | $0.88 | $0.59 | 17.8% | 7% |
| 20260729 | $0.98 | $0.57 | 17.9% | 8% |
| 20260728 | $0.98 | $0.73 | 17.6% | 7% |
| 20260727 | $1.07 | $0.52 | 18.8% | 10% |
| 20260724 | $0.99 | $0.50 | 20.0% | 14% |
More on NLY
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.