Closed
⌘K
Sign in Sign up

Annaly Capital Management NLY 21.34 0.29 1.38%

NLY Historical Options Analysis

Explore NLY (Annaly Capital Management) historical options data, volatility, Greeks and positioning. Compare signals over time in the free Historical Lab preview.

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

NLY / Comparative study

3 signals / 506 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z 1.06
45.7
Mean
27.7
Window
+134.5%
ATM IV z 1.41
0.3
Mean
0.22
Window
+61.2%
IV Percentile z 1.28
90.23
Mean
52.55
Window
+302.8%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.92 0.78
ATM IV 0.92 1.00 0.83
IV Percent... 0.78 0.83 1.00
Source observations

Data inspector

1-50 of 506
  • 1 / 11
Date Close IV Rank ATM IV IV Percentile
2026-09-21 21.34 45.7 0.3 90.23
2026-09-18 21.05 51.03 0.33 94.55
2026-09-17 21.31 48.8 0.32 94.16
2026-09-16 21.23 64.98 0.38 96.89
2026-09-15 21.41 46.34 0.31 92.61
2026-09-14 21.84 42.49 0.29 89.84
2026-09-11 21.9 38.43 0.28 87.16
2026-09-10 22 40.06 0.28 89.11
2026-09-09 22.61 22.08 0.21 40.86
2026-09-08 22.72 22.57 0.21 42.02
2026-09-07 22.9 21.96 0.21 40.23
2026-09-04 22.81 14.24 0.18 9.34
2026-09-03 22.83 17.52 0.19 17.51
2026-09-02 22.71 21.56 0.21 38.52
2026-09-01 22.62 15.3 0.18 11.33
2026-08-31 22.92 9.58 0.16 3.14
2026-08-28 23.04 9.07 0.16 1.95
2026-08-27 23.06 11.81 0.17 5.08
2026-08-26 22.86 13.76 0.18 8.2
2026-08-25 23.1 9.92 0.16 2.73
2026-08-24 23.25 12.43 0.17 5.1
2026-08-21 23.16 16.95 0.19 16.8
2026-08-20 23.29 16.07 0.19 13.67
2026-08-19 23.74 14.75 0.18 10.94
2026-08-18 23.4 12.67 0.17 6.64
2026-08-17 23.37 16.38 0.19 14.9
2026-08-14 23.33 14.62 0.18 11.33
2026-08-13 23.39 15.54 0.18 12.11
2026-08-12 23.11 21.22 0.21 36.33
2026-08-11 23.14 14.38 0.18 10.55
2026-08-10 22.91 12.26 0.17 6.27
2026-08-07 23.04 20.79 0.21 34.77
2026-08-06 22.66 23.84 0.22 46.48
2026-08-05 22.67 17.78 0.19 18.75
2026-08-04 22.75 16.36 0.19 14.84
2026-08-03 22.78 28.61 0.24 63.92
2026-07-31 22.72 6.31 0.15 0.78
2026-07-30 23.08 11.81 0.17 5.08
2026-07-29 23.05 30.93 0.25 73.83
2026-07-28 23.2 31.77 0.25 76.17
2026-07-27 22.57 22.85 0.21 43.53
2026-07-24 22.45 21.97 0.21 41.02
2026-07-23 22.31 16.45 0.19 16.02
2026-07-22 22.42 21.16 0.21 37.11
2026-07-21 22.65 23.21 0.21 45.31
2026-07-20 22.7 17.98 0.19 20
2026-07-17 23.01 21.04 0.21 36.72
2026-07-16 23.42 28.86 0.24 66.41
2026-07-15 23.16 29.78 0.24 70.7
2026-07-14 23.01 27.01 0.23 57.03