Annaly Capital Management Inc.Close $22.56EOD only
Max Pain
$22.00
Next expiry Jul 10, 2026
Expected Move
±$0.52
2.3% from close
Price Gap
-0.56
Distance to max pain
IV Rank
5
Low premium
P/C OI
0.95
Balanced positioning
Consensus
—
No reports available
Published snapshot: Jul 2, 2026 close
End-of-day snapshot
This page reflects NLY options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Jul 2, 2026 close
NLY Options Chain
Data as of market close Jul 2, 2026
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Control Row
Next expiry (DTE 8)
Blank greek cells usually mean usable implied volatility was unavailable for that contract in the market-close snapshot.
Open Interest by Strike
IV Skew
Volume by Strike
Calls
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
14.00
8.33
7.70
9.70
0.00
5
0
207.4%
0.965
0.0120
-0.038
0.002
0.003
15.00
7.60
6.70
8.55
0.00
4
1
155.5%
0.978
0.0110
-0.020
0.002
0.003
19.00
3.33
2.60
4.70
0.00
5
0
82.0%
0.942
0.0450
-0.023
0.004
0.003
19.50
3.15
2.15
3.40
0.00
9
0
109.4%
0.852
0.0677
-0.058
0.007
0.003
20.00
2.53
1.66
2.81
0.00
2
0
86.1%
0.859
0.0831
-0.045
0.007
0.003
20.50
1.86
1.17
3.20
0.00
7
0
58.2%
0.892
0.1019
-0.026
0.006
0.003
21.00
1.96
0.27
1.70
0.00
180
0
49.6%
0.862
0.1422
-0.026
0.007
0.003
21.50
0.70
0.00
2.99
0.00
2
3
66.4%
0.718
0.1627
-0.052
0.011
0.003
22.00
0.42
0.24
0.86
0.00
10
101
40.6%
0.688
0.2788
-0.034
0.011
0.003
22.50
0.24
0.16
0.31
0.11
257
1,182
20.9%
0.554
0.6055
-0.020
0.012
0.002
23.00
0.07
0.08
0.11
0.03
42
531
20.5%
0.262
0.5083
-0.016
0.010
0.001
23.50
0.03
0.00
0.05
0.00
10
74
23.8%
0.116
0.2622
-0.011
0.006
0.000
25.00
0.02
0.00
0.10
0.00
2
6
55.7%
0.100
0.1007
-0.022
0.005
0.000
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
17.00
0.09
0.00
2.12
0.00
0
1
266.4%
-0.170
0.0304
-0.150
0.008
-0.001
18.50
0.04
0.00
2.13
0.00
0
14
216.6%
-0.208
0.0423
-0.138
0.009
-0.001
19.00
0.06
0.00
0.70
0.00
3
5
123.0%
-0.136
0.0568
-0.060
0.007
-0.001
19.50
0.06
0.00
0.01
0.00
5
6
46.9%
-0.011
0.0198
-0.003
0.001
-0.000
20.00
0.04
0.00
0.10
0.00
1
16
54.3%
-0.049
0.0602
-0.012
0.003
-0.000
20.50
0.06
0.00
0.76
0.00
1
6
88.3%
-0.197
0.1007
-0.054
0.009
-0.001
21.00
0.12
0.00
0.02
0.00
4
814
29.7%
-0.037
0.0877
-0.005
0.003
-0.000
21.50
0.01
0.00
0.03
-0.10
1
11
23.8%
-0.067
0.1740
-0.007
0.004
-0.000
22.00
0.13
0.00
0.06
0.00
3
108
18.6%
-0.153
0.4077
-0.009
0.007
-0.001
22.50
0.22
0.19
0.38
-0.08
7
47
30.8%
-0.459
0.4129
-0.026
0.012
-0.002
26.00
4.46
2.80
3.85
0.00
1
0
109.4%
-0.804
0.0810
-0.065
0.009
-0.004
How to Read the Chain
Use this market-close chain snapshot to compare liquidity, pricing, IV, and per-contract greeks across the active expiration.
How to scan it
Start with strike, bid/ask spread, open interest, and volume. Then use IV and greeks to decide whether a contract fits your directional, income, or volatility idea.
What matters first
Clean fills matter before a contract looks mathematically attractive. A thin market can erase the edge you think you found.
What can mislead you
Low premium, high IV, or one convenient delta do not make a trade by themselves. Check how far the strike sits from spot, expected move, and the event calendar.
Greeks are close-of-day estimates, and blank greek cells usually mean usable implied volatility was unavailable for that contract.