NLY · Iron Condor Setups
Annaly Capital Management. Inc.
Iron condor opportunities for NLY based on the same scoring engine used in the Iron Condor Screener: breach rate, average straddle, IV rank, IV premium, and beta-adjusted scoring. Updated every 5 minutes during market hours.
NLY IV rank history
30 sessionsIV rank = where today's implied volatility sits in its range over the past 90 sessions (0–100).
Current Iron Condor Setup for NLY
Score
4.26
Breach Rate
32.4%
185 of 571 observations
Avg Straddle
$1.18
7.1% of price
IV Rank
49%
IV Premium
1.30x
IV ÷ Realized Vol
Beta vs SPY
0.58
P/C Vol
1.08
Current Price
$18.23
Score formula:
(1 − breach_rate) × avg_straddle × IV_premium_factor × beta_penalty.
Higher is better. NLY is ranked against all other tracked symbols by score; see the
full Iron Condor Screener for the leaderboard.
NLY IV Rank — Last 30 Days
| Date | IV Rank |
|---|---|
| 20261016 | 49% |
| 20261015 | 43% |
| 20261014 | 49% |
| 20261013 | 40% |
| 20261012 | 38% |
| 20261009 | 37% |
| 20261008 | 49% |
| 20261007 | 56% |
| 20261006 | 38% |
| 20261005 | 33% |
| 20261002 | 55% |
| 20261001 | 32% |
| 20260930 | 50% |
| 20260929 | 44% |
| 20260928 | 44% |
| 20260925 | 41% |
| 20260924 | 43% |
| 20260923 | 23% |
| 20260922 | 26% |
| 20260921 | 30% |
| 20260918 | 35% |
| 20260917 | 38% |
| 20260916 | 38% |
| 20260915 | 44% |
| 20260914 | 40% |
| 20260911 | 41% |
| 20260910 | 41% |
| 20260909 | 32% |
| 20260908 | 30% |
| 20260904 | 32% |
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.