Annaly Capital options imply 1.8% move in share price post-earnings
The Fly

Annaly Capital options imply 1.8% move in share price post-earnings

Pre-earnings options volume in Annaly Capital (NLY) is 2.3x normal with puts leading calls 2:1. Implied volatility suggests the market is anticipating a move near 1.8%, or 34c, after results are released. Median move over the past eight quarters is 1.4%.

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