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Annaly Capital Management NLY 21.34 0.29 1.38%

NLY Delta Exposure (DEX)

NLY (Annaly Capital Management): Compare call and put delta exposure by strike to understand directional positioning. Free delayed preview.

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ATM IV
0.304
Put Call Ratio (OI)
1.14
Put Call Ratio (Vol)
0.547
IV Rank
45.7
IV Percentile
90.2
Max Pain
21.5

Delta exposure (2026-09-21)

Delta approximates how many cents the option moves for a $1 move in the underlying.

A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money.

DTE \text{DTE}
4.0
851.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-18.4
18.4
View values by strike
NLY · Delta exposure · 2026-09-21. Delta-weighted share equivalents.
StrikeCallsPuts
10.00 0 -987
13.00 1.96 K -35.6 K
14.00 15.7 K -663
15.00 19.2 K -29.3 K
16.00 7.17 K -2.16 K
17.00 9.98 K -2.66 K
17.50 1.88 K -102
18.00 13.2 K -150 K
18.50 1.51 K -830
19.00 1.22 K -76.2 K
19.50 220 -1.56 K
20.00 54.7 K -292 K
20.50 0 -13.8 K
21.00 141 K -1.08 M
21.50 59.4 K -44.9 K
22.00 359 K -507 K
22.50 9.61 K -69.9 K
23.00 89.4 K -215 K
23.50 10.2 K -5.5 K
24.00 79.1 K -43.8 K
24.50 1.57 K 0
25.00 87.1 K -36 K
25.50 627 0
26.00 2.69 K -4.56 K
27.00 21.5 K -23.9 K
28.00 550 0
29.00 66.1 0
30.00 7.99 K -7.57 K
31.00 815 0
32.00 2.9 K -1.53 K
35.00 1.42 K -16.7 K