What is NLY's IV rank?

At the close on Oct 2, 2026, NLY's IV rank was 46 with 30-day implied volatility of 29.6%. IV sits 46% of the way from its one-year low to its one-year high. Its IV percentile was 93: IV is higher than 93% of the past year's readings.

What is the expected move for NLY?

Based on the close on Oct 2, 2026, options expiring Oct 30, 2026 priced a one standard deviation move of $1.54 (8.3%), a range of $16.96 to $20.04. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.

Which option screens have trades on NLY?

At the close on Oct 2, 2026, these OptionClaws preset screens had passing trades on NLY: Bear Put Spreads Below the 200-Day (19), Married Put Protection (2), Long Call Butterflies for Pinning (2). Open a screen in the app to see the individual trades, refreshed intraday.

Is NLY option volume above average?

On Oct 2, 2026, NLY option volume was 0.7x its average, quieter than usual.

NLY options: IV rank, expected move and trade screens

Annaly Capital Management Inc · Real Estate

As of the close on Oct 2, 2026. In the app, data is refreshed intraday.

NLY closed at $18.50 on Oct 2, 2026 with 30-day implied volatility of 29.6%. That is in the lower half of its one-year range (IV rank 46), so premiums are on the modest side for NLY. Measured by IV percentile, IV is higher than 93% of the past year's readings. Options expiring Oct 30 (28 days out) price a one standard deviation move of about $1.54, or 8.3%.

The price is below both its 50-day (-16.7%) and 200-day (-17.5%) moving averages. It is trading within 0.0% of its 52-week low. The 14-day RSI of 13.2 is under 30, a level often described as oversold. The 14-day average true range is $0.48, about 2.6% of the price, a measure of a typical day's range.

Option volume at the close (7.98K contracts) was 0.7x its average, quieter than usual. A beta of 0.60 means NLY has tended to move about 0.6 times as much as the broad market. 3 of our preset screens found trades on NLY at the close, led by Bear Put Spreads Below the 200-Day with 19 trades.

NLY stats at the close

Price: $18.50; Market cap $13.9B
Implied volatility: 29.6%; 30-day, at the money
IV rank: 46; IV sits 46% of the way from its one-year low to its one-year high.
IV percentile: 93; IV is higher than 93% of the past year's readings.
ATR (14-day): $0.48; 2.6% of the price on a typical day
RSI (14-day): 13.2; Under 30, often called oversold
52-week range: -24.2% from high; +0.0% from the 52-week low
Moving averages: -16.7% vs 50-day; -17.5% vs the 200-day
Beta: 0.60; Sensitivity to the broad market
Option volume: 0.7x avg; 7.98K contracts vs 11.8K average

NLY expected move by expiration

Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.

Expiration	IV	Expected move	1 SD range	Straddle
Oct 9, 20267 days	26.4%	±$0.68 (3.7%)	$17.82 to $19.18	$0.54
Oct 30, 202628 days	30.0%	±$1.54 (8.3%)	$16.96 to $20.04	$1.23
Nov 20, 202649 days	30.0%	±$2.04 (11.0%)	$16.46 to $20.54	$1.67
Dec 18, 202677 days	26.8%	±$2.27 (12.3%)	$16.23 to $20.77	$1.86

Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.

Trades that pass our screens as of the close

Counts and ranges for NLY from our preset scans at the last close. Open a preset in the app to see each trade with its strikes, prices, and risk, refreshed intraday. Income strategies show annualized return; the rest show return on risk.

Bear Put Spreads Below the 200-Day

Bear Put Spread

19 trades pass on NLY

Return on risk: 44.9% to 541.0%
Probability of profit: 32.4% to 64.8%

Bear put spread screener

Married Put Protection

Married Put

2 trades pass on NLY

Probability of profit: 37.4% to 40.9%

Married put screener

Long Call Butterflies for Pinning

Call Butterfly

2 trades pass on NLY

Return on risk: 65.3% to 88.7%
Probability of profit: 11.4% to 19.1%

Butterfly spread screener

NLY options FAQ

What is NLY's IV rank?: At the close on Oct 2, 2026, NLY's IV rank was 46 with 30-day implied volatility of 29.6%. IV sits 46% of the way from its one-year low to its one-year high. Its IV percentile was 93: IV is higher than 93% of the past year's readings.
What is the expected move for NLY?: Based on the close on Oct 2, 2026, options expiring Oct 30, 2026 priced a one standard deviation move of $1.54 (8.3%), a range of $16.96 to $20.04. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
Which option screens have trades on NLY?: At the close on Oct 2, 2026, these OptionClaws preset screens had passing trades on NLY: Bear Put Spreads Below the 200-Day (19), Married Put Protection (2), Long Call Butterflies for Pinning (2). Open a screen in the app to see the individual trades, refreshed intraday.
Is NLY option volume above average?: On Oct 2, 2026, NLY option volume was 0.7x its average, quieter than usual.

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