← Back to Stock / ETF implied volatility screener

NLY - Annaly Capital Management
Implied Volatility Analysis

Implied Volatility:
71.4%
Put/Call-Ratio:
4.56

Annaly Capital Management has an Implied Volatility (IV) of 71.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for NLY is 25 and the Implied Volatility Percentile (IVP) is 99. The current Implied Volatility Index for NLY is 2.32 standard deviations away from its 1 year mean.

Market Cap$30.11B
Dividend Yield13.14% ($2.44)
Next Earnings Date10/26/2022 (24d)
Implied Volatility (IV) 30d
71.44
Implied Volatility Rank (IVR) 1y
24.85
Implied Volatility Percentile (IVP) 1y
98.81
Historical Volatility (HV) 30d
44.08
IV / HV
1.62
Open Interest
19.92K
Option Volume
16.51K
Put/Call Ratio (Volume)
4.56

Data was calculated after the 9/30/2022 closing.

Sign up for our upcoming FREE newsletter!
  • Concrete option trades for the upcoming day
  • Portfolios with backtested profitable option strategies
  • It's free. Contains just value. Unsubscribe any time.
We'll never share your email with anyone else.