NLY (Annaly Capital Management. Inc.)
Expected Move & Straddle Price History
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).
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.
Current NLY Expected Move
30-Day Straddle
$1.39
7-Day Straddle
$0.49
Avg IV
0.6%
IV Rank
68%
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 | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260901 | $1.39 | $0.49 | 0.6% | 68% |
| 20260831 | $1.27 | $0.36 | 0.6% | 67% |
| 20260828 | $0.76 | $0.38 | 0.5% | 33% |
| 20260827 | $0.88 | $0.52 | 0.5% | 30% |
| 20260826 | $0.82 | $0.51 | 0.5% | 31% |
| 20260825 | $0.95 | $0.47 | 0.5% | 45% |
| 20260824 | $0.86 | $0.69 | 0.5% | 31% |
| 20260821 | $0.90 | $0.45 | 0.5% | 30% |
| 20260820 | $0.99 | $0.57 | 0.5% | 29% |
| 20260819 | $0.89 | $0.44 | 0.5% | 49% |
| 20260818 | $0.96 | $0.58 | 0.5% | 34% |
| 20260817 | $0.95 | $0.32 | 0.4% | 0% |
| 20260814 | $0.62 | $0.30 | 0.6% | 68% |
| 20260813 | $0.84 | $0.51 | 0.6% | 55% |
| 20260812 | $0.75 | $0.54 | 0.5% | 38% |
| 20260811 | $0.76 | $0.59 | 0.5% | 19% |
| 20260810 | $1.04 | $0.24 | 0.5% | 40% |
| 20260806 | $1.02 | $0.59 | 0.5% | 24% |
| 20260805 | $0.96 | $0.68 | 0.5% | 34% |
| 20260804 | $0.96 | $0.66 | 0.5% | 46% |
| 20260803 | $1.02 | $0.42 | 0.5% | 36% |
| 20260731 | $0.92 | $0.48 | 0.5% | 44% |
| 20260730 | $0.88 | $0.59 | 0.5% | 38% |
| 20260729 | $0.98 | $0.57 | 0.5% | 43% |
| 20260728 | $0.98 | $0.73 | 0.5% | 26% |
| 20260727 | $1.07 | $0.52 | 0.5% | 30% |
| 20260724 | $0.99 | $0.50 | 0.5% | 27% |
| 20260723 | $0.74 | $0.52 | 0.5% | 29% |
| 20260722 | $0.98 | $0.54 | 0.5% | 26% |
| 20260721 | $0.98 | $0.69 | 0.5% | 15% |
| 20260720 | $1.08 | $0.61 | 0.5% | 25% |
| 20260716 | $0.99 | $0.62 | 0.5% | 8% |
| 20260715 | $1.04 | $0.68 | 0.5% | 9% |
| 20260714 | $0.96 | $0.86 | 0.4% | 3% |
| 20260713 | $1.09 | $0.39 | 0.4% | 0% |
| 20260710 | $0.95 | $0.40 | 0.5% | 9% |
| 20260709 | $1.06 | $0.49 | 0.5% | 11% |
| 20260708 | $1.07 | $0.55 | 0.5% | 9% |
| 20260707 | $1.09 | $0.70 | 0.5% | 13% |
| 20260706 | $1.06 | $0.33 | 0.5% | 13% |
| 20260702 | $0.82 | $0.56 | 0.5% | 22% |
| 20260701 | $1.01 | $0.47 | 0.4% | 0% |
| 20260630 | $0.98 | $0.52 | 0.6% | 35% |
| 20260629 | $1.78 | $0.73 | 0.6% | 53% |
| 20260626 | $1.69 | $0.91 | 0.6% | 47% |
| 20260625 | $1.23 | $0.80 | 0.6% | 53% |
| 20260624 | $1.40 | $0.86 | 0.7% | 60% |
| 20260623 | $1.12 | $0.76 | 0.6% | 55% |
| 20260622 | $1.11 | $0.34 | 0.6% | 49% |
| 20260618 | $1.06 | $0.47 | 0.6% | 45% |
| 20260617 | $1.18 | $0.56 | 0.6% | 50% |
| 20260616 | $1.55 | $0.45 | 0.5% | 28% |
| 20260615 | $1.23 | $0.36 | 0.5% | 30% |
| 20260613 | $1.12 | $0.47 | 0.6% | 54% |
| 20260612 | $1.12 | $0.49 | 0.6% | 52% |
| 20260611 | $1.88 | $0.51 | 0.6% | 56% |
| 20260610 | $1.25 | $0.67 | 0.6% | 50% |
| 20260609 | $1.23 | $0.64 | 0.6% | 43% |
| 20260608 | $1.27 | $0.39 | 0.6% | 40% |
| 20260605 | $2.04 | $0.49 | 0.6% | 57% |