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Annaly Capital Management NLY 18.75 -0.1 -0.53%

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ATM IV
0.233
Put Call Ratio (OI)
1.22
Put Call Ratio (Vol)
0.651
IV Rank
23.3
IV Percentile
53.3
Max pain
18.5

Gamma exposure (2026-11-06)

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}
0.0
805.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-16.2
16.2
View values by strike
NLY · Gamma exposure · 2026-11-06. USD of exposure per 1% underlying move.
StrikeCallsPuts
10.00 9.38 -9.83 K
12.00 0 -34.2
13.00 331 -63 K
14.00 92.8 -4.01 K
15.00 1.1 K -250 K
15.50 0 -2.37 K
16.00 8.01 K -120 K
16.50 64.5 -2.87 K
17.00 18.5 K -414 K
17.50 9.41 K -69 K
18.00 632 K -2 M
18.50 502 K -262 K
19.00 1.77 M -1.05 M
19.50 475 K -1.76 K
20.00 919 K -354 K
20.50 16.1 K 0
21.00 80.3 K -371 K
21.50 3.92 K -33.2
22.00 202 K -69.4 K
22.50 0 -55.2
23.00 35.5 K -41.8 K
24.00 34.4 K -6.53 K
25.00 72 K -6.45 K
26.00 2.03 K -3.99e-9
26.50 0 -14.4
27.00 23.9 K -2.99 K
28.00 458 0
29.00 65.3 -9.17
30.00 8.7 K -681
32.00 2.24 K -84.8
35.00 1.96 K -1.49 K