Priced In±
NLYAnnaly Capital Management
Tue Oct 20 · After close
The line Locked
±1.8%
$17.99 – $18.67 1.5× usual move
Last 12 earnings reactions against the line
−1.8% +1.8%
Usual move
1.2%
Broke the line
2 / 12
Fell after
5 / 12
Raw straddle
±2.8%

Options are pricing a bigger move than NLY usually makes. 2 of the last 12 reactions cleared it.

Past earnings reactions

ReportTimingMoveAgainst this line
Jul 21, 2026 After close −1.0% Inside
Apr 21, 2026 After close +0.1% Inside
Jan 28, 2026 After close −1.0% Inside
Oct 22, 2025 After close −1.9% Broke
Jul 23, 2025 After close +0.5% Inside
Apr 30, 2025 After close −0.9% Inside
Jan 29, 2025 After close +3.6% Broke
Oct 23, 2024 After close +0.8% Inside
Jul 24, 2024 After close −1.3% Inside
May 2, 2024 After close +1.5% Inside
Feb 7, 2024 After close +1.2% Inside
Oct 25, 2023 After close +0.0% Inside