ANNALY CAPITAL MANAGEMENT INC (NLY) Options Statistics & Positioning

ANNALY CAPITAL MANAGEMENT INC (NLY) options trade at a 30-day at-the-money implied volatility of 29.1%, an IV rank of 31 out of 100 over the past year. The options market prices a ±$1.47 (±8.1%) move in NLY for the front expiration. Max pain sits at $21 and the put/call open interest ratio is 1.09. Statistics are computed by OptiView from delayed OPRA options data and refresh every trading day.

Data as of Oct 9, 2026, 3:55 PM ET · OPRA data 15 minutes delayed · For information only — not investment advice.

Last close

$18.29

52-week range

$17.94 – $24.35

ATM IV (30d)

29.1%

IV rank

31 / 100

Low

Expected move

±$1.47 (±8.1%)

Put/call OI

1.09

Max pain

$21

↑ 14.8% above close

Next earnings

Nov 1, 2026

What's NLY's IV rank right now?Where's the max pain for NLY?Explain what gamma exposure means for NLY.

Most Active NLY Contracts

Contract	Expiration	DTE	Last	IV	Volume
NLY $18.5 call	Oct 16, 2026	7d	$0.16	24.1%	5,095
NLY $18 put	Nov 20, 2026	42d	$0.49	19.8%	1,470
NLY $18 call	Oct 16, 2026	7d	$0.43	26.2%	597
NLY $18 put	May 21, 2027	224d	$1.80	19.8%	450
NLY $10 put	Jan 21, 2028	469d	$0.27	30.9%	301

See all active NLY contracts →

Explore NLY Options Statistics

NLY Implied Volatility

29.1% ATM IV (30d)

An IV rank of 31 places implied volatility in the lower part of its 52-week range.

Full implied volatility analysis →

NLY Open Interest

1.09 put/call OI ratio

93,571 calls and 101,618 puts outstanding across all expirations.

Full open interest analysis →

NLY Max Pain

$21 max pain

14.8% above the last close — see how max pain has moved over the past year.

Full max pain analysis →

NLY Gamma Exposure

-$107.63M net GEX

Negative dealer gamma — hedging can currently amplify price swings.

Full gamma exposure analysis →

NLY Options Volume

11,492 contracts traded

Put/call volume ratio 0.47 — plus contracts running far above their usual volume.

Full volume & flow analysis →

NLY Most Active Options

$18.5 top volume strike

The 25 most actively traded NLY contracts with price, IV, greeks, and volume vs. average.

Full active contracts analysis →

Upcoming Earnings

NLY's next expected earnings date is Nov 1, 2026. Options currently price a ±$1.47 (±8.1%) move for the front expiration.

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NLY Options FAQ

When is NLY's next earnings date?

NLY's next expected earnings date is Nov 1, 2026. Options currently price a ±$1.47 (±8.1%) move for the front expiration.

How often is NLY options data on this page updated?

All NLY statistics on this page are computed by OptiView from delayed OPRA options data and refresh every trading day after the session close.

Where can I see NLY max pain, open interest, and implied volatility in detail?

OptiView publishes dedicated NLY pages for implied volatility, max pain, open interest, gamma exposure, options volume, and the most active contracts — each with charts, history, and a plain-English explanation of what the numbers mean.

Methodology. IV rank compares the current 30-day at-the-money implied volatility with its highest and lowest values over the past 52 weeks. Max pain is the strike that minimizes the total payout to option holders at expiration. The call and put walls are the strikes carrying the largest call and put open interest across all expirations. Net gamma exposure (GEX) is measured from the dealer perspective. All statistics are derived from delayed OPRA options data.

Options trading involves significant risk, and losses can exceed your initial investment. Always consult a licensed financial professional before making investment decisions. OptiView does not provide financial advice; all figures on this page are descriptive statistics, not recommendations.