Annaly Capital options imply 2.4% move in share price post-earnings
The Fly

Annaly Capital options imply 2.4% move in share price post-earnings

Pre-earnings options volume in Annaly Capital is normal with calls leading puts 9:4. Implied volatility suggests the market is anticipating a move near 2.4%, or 44c, after results are released. Median move over the past eight quarters is 3.5%.

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