NLY
Annaly Capital Management Inc.
NYSE
Financial Services
Market Cap: 14.1B
Earnings Countdown
In 1 Days
Oct 20, 2026 AMC
Implied Move Until Expiry:
5%
View Full Earnings Data
AI Core Model Feature
Tracked: Oct 16
Options Volatility Expiry: Oct 23
- IV Until Expiry:39.44%
- IV Move (5D):-15.305%
- IV Call/Put Skew:-0.226%
- IV Front/Back Ratio:1.3%
- IV 30D:32.922%
Price Action & Momentum
- Recent Close: $18.23
- Price Move (5D): 0.876%
- MA Line (10D): $19.19
30D Percentile
3%
Historical Earnings Benchmarks
- Avg Expected Movement:3.54%
- Avg Realized Movement:2.95%
Earnings Movement Grade
0-4%
Calm
Calm
4-8%
Mild
Mild
8-12%
Strong
Strong
12%++
Volatile
Volatile
HedgingLab AI Analysis
Signal:
AI Signal: Price Contained
Breaking UP
27%
Not Reached
Breaking Down
50%
Not Reached
Breaking OUT
31%
Not Reached
Price Contained
71%
Reached
My AI Lab Strategy Predictions
Actual Moves vs. Expected Predictions
Compare real stock moves against past market expectations to find hidden trading edges.
Last Earning
4 Cycles
8 Cycles
12 Cycles
16 Cycles
Implied Movement Zone
Avg Implied Move
Previous Earnings Realized Move
Historical Realized Move Archive
Inside/Outside tracking details will populate once the active options cycle settles.
Jul 21, 2026
Expiry: Jul 24, 2026
Available At Event
Implied Move Until Expiry
3.42%
Put to Call IV Skew
-18.25%
5D Price Change
0.75%
30D Volume Changes
76.31%
Actual Outcome
Within Implied Range
Direction
▼ DOWN (-0.88%)
Magnitude
Contained (2.74%)
Apr 21, 2026
Expiry: Apr 24, 2026
Available At Event
Implied Move Until Expiry
4.05%
Put to Call IV Skew
-12.16%
5D Price Change
1.94%
30D Volume Changes
88.33%
Actual Outcome
Within Implied Range
Direction
▲ UP (0.66%)
Magnitude
Contained (1.77%)
Price Action with Earnings and Support/Resistance Levels
Help on Tech IndicatorIsolated historical accumulation support lines paired with active volatility band channel tracking.
Base Supports
Base Resistances
Earnings Event
Market Pricing Context
Current Close
$18.23
1-Year Price Percentile
3%
Average Vol (30D)
7.4M
Key Statistics
Market Cap
14.1B
Short Interest
2.44%
Dollar Volume
138,235,410
No Active Support/Resistance Alerts