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%.
Published first on TheFly – the ultimate source for real-time, market-moving breaking financial news. Try Now>>
Read More on NLY:
- Annaly Capital participates in a conference call with BTIG
- Options Volatility and Implied Earnings Moves This Week, October 21 – October 25, 2024
- Annaly Capital Management (NLY) Q3 Earnings Cheat Sheet
- Annaly Capital price target raised to $22 from $21 at JPMorgan
- Annaly Capital, Rocket Mortgage enter strategic subservicing relationship