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Annaly Capital Management NLY 21.34 0.29 1.38%

NLY Gamma Exposure (GEX)

NLY (Annaly Capital Management): See how call and put gamma exposure is distributed across option strikes. 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

Gamma exposure (2026-09-21)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
4.0
851.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-18.4
18.4
View values by strike
NLY · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
10.00 0 -1.39 K
13.00 259 -45.9 K
14.00 1.61 K -1.68 K
15.00 3.05 K -48.1 K
16.00 1.39 K -4.23 K
17.00 2.43 K -5.39 K
17.50 495 -195
18.00 6.55 K -305 K
18.50 637 -1.6 K
19.00 694 -294 K
19.50 143 -6.77 K
20.00 60.9 K -648 K
20.50 0 -123 K
21.00 559 K -2.6 M
21.50 540 K -229 K
22.00 1.87 M -572 K
22.50 90.6 K -66 K
23.00 582 K -133 K
23.50 77.7 K -2.65 K
24.00 324 K -18.5 K
24.50 8.72 K 0
25.00 239 K -11.2 K
25.50 1.04 K 0
26.00 9.93 K -1.62 K
27.00 47.2 K -4.83 K
28.00 794 0
29.00 158 0
30.00 15.5 K -811
31.00 2.05 K 0
32.00 4.05 K 1.47e-9
35.00 2.72 K -2.13 K