Annaly Capital Management Inc (NLY) Expected Move

Tracking the NLY expected move helps you see how far Annaly Capital Management Inc's options market is pricing the stock to travel over a given period — whether that's the next day, week, or earnings cycle. Annaly Capital Management Inc's expected move is derived directly from option premiums and gives you an objective range to plan trades, set strikes, and manage risk. Use our scanner to monitor the NLY expected move for this week's options, in real time.

The expected move is typically calculated from at-the-money straddle prices (or a blend of straddles and strangles) and represents roughly a one-standard-deviation range over the chosen timeframe. For NLY, comparing the implied expected move to actual realized moves over similar windows tells you whether the options market has historically overestimated or underestimated volatility. The NLY expected move for this week's options pricing is especially useful for short-dated traders, earnings players, and anyone selling premium who needs to know where the market thinks Annaly Capital Management Inc is unlikely to go.

Annaly Capital Management, Inc., a diversified capital manager, engages in mortgage finance and corporate middle market lending. The company invests in agency mortgage-backed securities, mortgage servicing rights, Agency commercial mortgage-backed securities, non-Agency residential mortgage assets, residential mortgage loans, credit risk transfer securities, corporate debts, and other commercial real estate investments. It has elected to be taxed as a real estate investment trust (REIT). As a REIT, it is not subject to federal income tax to the extent that it distributes its taxable income to its shareholders.

The company was founded in 1996 and is based in New York, New York.

Iron condors, weekly premium sales, directional swing trades — they all live or die by where the market thinks the stock won't go. Our scanner tracks the NLY expected move across every expiration, benchmarks it against realized moves, and shows you when implied ranges are out of line with history. The Annaly Capital Management Inc expected move for this week's options is the fastest read on short-term risk, which gives you a quick way to interpret what the options market thinks about NLY.