Price Alert

Annaly Capital Management... (NLY)

NYSE: NLY · Real-Time Price · USD

20.93

-0.26 (-1.23%)

At close: Sep 02, 2025, 3:05 PM

NLY Option Overview

Overview for all option chains of NLY. As of August 31, 2025, NLY options have an IV of 89.5% and an IV rank of 122.17%. The volume is 7,710 contracts, which is 223.09% of average daily volume of 3,456 contracts. The volume put-call ratio is 0.19, indicating a bullish sentiment in the market.

Implied Volatility

Implied Volatility (30d)

89.5%

IV Rank

122.17%

Historical Volatility

17.04%

IV Low

45.55% on Oct 01, 2024

IV High

81.52% on Aug 28, 2025

Open Interest (OI)

Today's Open Interest

143,160

Put-Call Ratio

0.97

Put Open Interest

70,478

Call Open Interest

72,682

Open Interest Avg (30-day)

123,600

Today vs Open Interest Avg (30-day)

115.83%

Option Volume

Today's Volume

7,710

Put-Call Ratio

0.19

Put Volume

1,231

Call Volume

6,479

Volume Avg (30-day)

3,456

Today vs Volume Avg (30-day)

223.09%

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 05, 2025	1,758	64	0.04	6,937	5,498	0.79	143.46%	20.5
Sep 12, 2025	301	49	0.16	3,265	738	0.23	103.66%	20
Sep 19, 2025	349	69	0.2	8,699	6,559	0.75	75.35%	20
Sep 26, 2025	3,433	17	0	690	127	0.18	65.64%	19.5
Oct 03, 2025	165	4	0.02	64	107	1.67	69.34%	21
Oct 10, 2025	5	50	10	2	0	0	48.57%	16
Oct 17, 2025	120	138	1.15	12,094	30,632	2.53	49.34%	20
Nov 21, 2025	42	180	4.29	3,412	275	0.08	32.04%	21
Jan 16, 2026	195	498	2.55	26,902	19,371	0.72	41.24%	20
Apr 17, 2026	42	156	3.71	2,051	466	0.23	31.47%	21
Jan 15, 2027	69	6	0.09	8,566	6,705	0.78	29.54%	18