Pre-earnings options volume in Annaly Capital (NLY) is 1.2x normal with calls leading puts 27:1. Implied volatility suggests the market is anticipating a move near 1.9%, or 40c, after results are released. Median move over the past eight quarters is 0.8%.
TipRanks Cyber Monday Sale
- Claim 60% off TipRanks Premium for data-backed insights and research tools you need to invest with confidence.
- Subscribe to TipRanks' Smart Investor Picks and see our data in action through our high-performing model portfolio - now also 60% off
Published first on TheFly – the ultimate source for real-time, market-moving breaking financial news. Try Now>>
Read More on NLY:
- Options Volatility and Implied Earnings Moves Today, October 22, 2025
- Options Volatility and Implied Earnings Moves This Week, October 20 – October 24, 2025
- Annaly Capital price target raised to $22 from $21 at JPMorgan
- NLY Upcoming Earnings Report: What to Expect?
- Unusually active option classes on open October 9th