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Annaly Capital Management NLY 18.85 -0.08 -0.42%

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ATM IV
0.269
Put Call Ratio (OI)
1.15
Put Call Ratio (Vol)
0.425
IV Rank
30.9
IV Percentile
78
Max pain
18

Gamma exposure (2026-11-05)

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}
1.0
806.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-16.1
16.1
View values by strike
NLY · Gamma exposure · 2026-11-05. USD of exposure per 1% underlying move.
StrikeCallsPuts
10.00 144 -9.86 K
12.00 0 -34
13.00 881 -62.9 K
14.00 136 -3.86 K
15.00 12 K -248 K
15.50 0 -2.34 K
16.00 6.86 K -123 K
16.50 68.6 -2.03 K
17.00 17.1 K -390 K
17.50 7.66 K -67.2 K
18.00 672 K -1.95 M
18.50 892 K -250 K
19.00 1.47 M -866 K
19.50 453 K -215
20.00 848 K -392 K
20.50 15.8 K 0
21.00 79.3 K -83.1 K
21.50 4.05 K -32.8
22.00 186 K -74.3 K
22.50 0 -55.6
23.00 32.8 K -8.83 K
24.00 35.7 K -671
25.00 74.9 K -5.36 K
26.00 2.31 K -4.86
27.00 22.8 K -928
28.00 462 0
29.00 65.8 -29.7
30.00 8.77 K -856
32.00 2.26 K -95.4
35.00 1.97 K -1.46 K