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 17.8%, an IV rank of 15 out of 100 over the past year. The options market prices a ±$1.22 (±5.3%) move in NLY for the front expiration. Max pain sits at $23 and the put/call open interest ratio is 0.77. Statistics are computed by OptiView from delayed OPRA options data and refresh every trading day.

Data as of Aug 24, 2026, 3:55 PM ET · OPRA data 15 minutes delayed · For information only — not investment advice.

Last close

$23.30

52-week range

$20.21 – $24.35

ATM IV (30d)

17.8%

IV rank

15 / 100

Low

Expected move

±$1.22 (±5.3%)

Put/call OI

0.77

Call-heavy

Max pain

$23

↓ 1.3% below close

Next earnings

Nov 1, 2026

Most Active NLY Contracts

Contract	Expiration	DTE	Last	IV	Volume
NLY $24 call	Sep 18, 2026	25d	$0.13	17.5%	489
NLY $25 call	Jan 21, 2028	515d	$0.60	20.1%	486
NLY $23.5 call	Aug 28, 2026	4d	$0.07	19.0%	397
NLY $24 call	Sep 11, 2026	18d	$0.08	24.2%	365
NLY $21.5 put	Sep 25, 2026	32d	$0.07	39.1%	203

See all active NLY contracts →

Explore NLY Options Statistics

NLY Implied Volatility

17.8% ATM IV (30d)

An IV rank of 15 places implied volatility in the lower part of its 52-week range.

Full implied volatility analysis →

NLY Open Interest

0.77 put/call OI ratio

58,001 calls and 44,443 puts outstanding across all expirations.

Full open interest analysis →

NLY Max Pain

$23 max pain

1.3% below the last close — see how max pain has moved over the past year.

Full max pain analysis →

NLY Gamma Exposure

$200.88M net GEX

Positive dealer gamma — hedging currently leans against price swings.

Full gamma exposure analysis →

NLY Options Volume

5,177 contracts traded

Put/call volume ratio 0.51 — plus contracts running far above their usual volume.

Full volume & flow analysis →

NLY Most Active Options

$24 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 ±$1.22 (±5.3%) 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 ±$1.22 (±5.3%) 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.