NLY
Annaly Capital Management Inc.Real Estate$21.37
▲ Bullish
Mkt Cap: $15.35B|Float: 716.9M|SI: 0.0%|DTC: 1.7
Data as of market close Apr 2, 2026
IV Rank
3
IV Pctl
11%
HV 20d
31.4%
52W Range
$15-$25
ATR(14)
$0.58
Exp. Move
±2.9%
P/C Ratio
0.83
Earnings
Apr 29
GEX Positive
DEX Long
Net Call Premium
IV Low
Max Pain Below
Exp. Move Moderate
NLY Key Options Data
- IV Rank
- 3.1%
- Total GEX
- $0.00B
- Total DEX
- $3.8M
- Max Pain
- $21.00
- Expected Move
- ±2.9%
- Put/Call OI
- 0.83
- Net Premium
- $1.4M
- Spot Price
- $21.37
Gamma Exposure (GEX)
Delta Exposure (DEX)
Expected Move by Expiration
| Expiration | DTE | Expected Move | Move % | Lower | Upper |
|---|---|---|---|---|---|
| 2026-04-10 | 8 | ±$0.61 | ±2.9% | $20.76 | $21.98 |
| 2026-04-17 | 15 | ±$0.85 | ±4.0% | $20.52 | $22.22 |
| 2026-04-24 | 22 | ±$0.96 | ±4.5% | $20.41 | $22.34 |
| 2026-05-01 | 29 | ±$1.17 | ±5.5% | $20.20 | $22.54 |
| 2026-05-08 | 36 | ±$1.34 | ±6.3% | $20.03 | $22.72 |
| 2026-05-15 | 43 | ±$1.55 | ±7.3% | $19.82 | $22.92 |
Explore NLY options data including implied volatility rankings, gamma and delta exposure, max pain levels, and expected price moves. AI-generated reports provide directional, income, and earnings analysis.