Annaly Capital Management Inc. (NLY) Options Analysis - Options Chain, Volume & Implied Volatility - Stocknear

Annaly Capital Management...

NYSE: NLY · Real-Time Price · USD
20.96
0.09 (0.43%)
At close: Sep 23, 2025, 3:59 PM
21.05
0.43%
Pre-market: Sep 24, 2025, 04:03 AM EDT

NLY Option Overview

Overview for all option chains of NLY. As of September 24, 2025, NLY options have an IV of 71.05% and an IV rank of 56.88%. The volume is 58,380 contracts, which is 762.94% of average daily volume of 7,652 contracts. The volume put-call ratio is 0.06, indicating a bullish sentiment in the market.

Implied Volatility

Implied Volatility (30d)
71.05%
IV Rank
56.88%
Historical Volatility
17.8%
IV Low
45.55% on Oct 01, 2024
IV High
90.38% on Sep 16, 2025

Open Interest (OI)

Today's Open Interest
163,436
Put-Call Ratio
0.79
Put Open Interest
71,961
Call Open Interest
91,475
Open Interest Avg (30-day)
130,147
Today vs Open Interest Avg (30-day)
125.58%

Option Volume

Today's Volume
58,380
Put-Call Ratio
0.06
Put Volume
3,148
Call Volume
55,232
Volume Avg (30-day)
7,652
Today vs Volume Avg (30-day)
762.94%

Option Chain Statistics

This table provides a comprehensive overview of all NLY options grouped by their expiration dates.

Expiration Call Vol Put Vol P/C Vol Call OI Put OI P/C OI Implied Volatility Max Pain
Sep 26, 2025 48,778 2,006 0.04 10,347 4,432 0.43 122.75% 21.5
Oct 03, 2025 3,461 363 0.1 1,999 1,055 0.53 75% 21.5
Oct 10, 2025 57 2 0.04 2,505 1,223 0.49 71.05% 21
Oct 17, 2025 1,627 212 0.13 15,462 32,658 2.11 55.11% 21
Oct 24, 2025 47 15 0.32 223 223 1 54.45% 21
Oct 31, 2025 166 50 0.3 2,058 164 0.08 55.16% 21.5
Nov 21, 2025 294 66 0.22 5,435 1,847 0.34 46.96% 21
Dec 19, 2025 267 208 0.78 203 32 0.16 38.77% 21
Jan 16, 2026 201 66 0.33 34,700 21,729 0.63 39.22% 20
Apr 17, 2026 231 156 0.68 6,705 1,682 0.25 35.51% 21
Jan 15, 2027 102 4 0.04 11,444 6,894 0.6 37.26% 20
Jan 21, 2028 1 0 0 394 22 0.06 36.96% 13