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Annaly Capital options imply 1.5% move in share price post-earnings
The Fly

Annaly Capital options imply 1.5% move in share price post-earnings

Pre-earnings options volume in Annaly Capital (NLY) is 1.7x normal with calls leading puts 10:9. Implied volatility suggests the market is anticipating a move near 1.5%, or 29c, after results are released. Median move over the past eight quarters is 1.3%.

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