Expected Move — NLY
Data as of market close Apr 2, 2026
NLY Expected Move Data
- Nearest Expiry
- 2026-04-10
- Expected Move
- ±2.9%
- Expected Range
- $20.76–$21.98
- Days to Expiry
- 8
- ATM Strike
- $21.50
- Spot Price
- $21.37
Expected Move by Expiration (spot: $21.37)
Expected Move by Expiration
| Expiration | DTE | ATM Strike | Expected Move | Move % | Lower Bound | Upper Bound |
|---|---|---|---|---|---|---|
| 2026-04-10 | 8 | $21.50 | ±$0.61 | ±2.9% | $20.76 | $21.98 |
| 2026-04-17 | 15 | $21.50 | ±$0.85 | ±4.0% | $20.52 | $22.22 |
| 2026-04-24 | 22 | $21.50 | ±$0.96 | ±4.5% | $20.41 | $22.34 |
| 2026-05-01 | 29 | $21.50 | ±$1.17 | ±5.5% | $20.20 | $22.54 |
| 2026-05-08 | 36 | $21.50 | ±$1.34 | ±6.3% | $20.03 | $22.72 |
| 2026-05-15 | 43 | $21.00 | ±$1.55 | ±7.3% | $19.82 | $22.92 |
| 2026-06-18 | 77 | $21.00 | ±$2.04 | ±9.5% | $19.34 | $23.41 |
| 2026-07-17 | 106 | $21.00 | ±$2.38 | ±11.1% | $18.99 | $23.75 |
| 2026-10-16 | 197 | $21.00 | ±$3.15 | ±14.7% | $18.23 | $24.52 |
| 2027-01-15 | 288 | $22.00 | ±$3.14 | ±14.7% | $18.23 | $24.52 |
| Expiration | Days to Expiry | ATM Strike | Expected Move | Move % | Lower Bound | Upper Bound |
|---|---|---|---|---|---|---|
| 2026-04-10 | 8 | 21.5 | 0.61 | 2.85 | 20.76 | 21.98 |
| 2026-04-17 | 15 | 21.5 | 0.85 | 3.98 | 20.52 | 22.22 |
| 2026-04-24 | 22 | 21.5 | 0.96 | 4.52 | 20.41 | 22.34 |
| 2026-05-01 | 29 | 21.5 | 1.17 | 5.47 | 20.2 | 22.54 |
| 2026-05-08 | 36 | 21.5 | 1.34 | 6.29 | 20.03 | 22.72 |
| 2026-05-15 | 43 | 21 | 1.55 | 7.25 | 19.82 | 22.92 |
| 2026-06-18 | 77 | 21 | 2.04 | 9.52 | 19.34 | 23.41 |
| 2026-07-17 | 106 | 21 | 2.38 | 11.14 | 18.99 | 23.75 |
| 2026-10-16 | 197 | 21 | 3.15 | 14.72 | 18.23 | 24.52 |
| 2027-01-15 | 288 | 22 | 3.14 | 14.72 | 18.23 | 24.52 |
Check the expected price move for NLY by expiration date, derived from options pricing. Compare implied moves across timeframes to gauge how much the market expects the stock to move.