I'm seriously thinking about the Jan $19 calls. In my case, it's not what I'd call insurance, rather it's a gamble that NLY stays under $19. However, there's plenty of time for that, and i'd rather wait to see what this dividend is going to be.
As for this quarter; I have no plans. I don't see selling the $18 Oct calls as any better than holding & collecting the dividend.
I may buy your Jan 11 $19 calls. Not because I think they will actually appreciate but because they would be a necessary part of a $16 / $17.5 / $19 butterfly which is a cheap way to buy the expected increase in the $16 calls.
My current position is an incomplete October $17 / $18 / $19 butterfly. However, I refuse to sell the October $18s below $0.18 so I am waiting for the ex-dividend date.