Annaly Capital Management... (NLY)
NYSE: NLY
· Real-Time Price · USD
20.44
-0.31 (-1.52%)
At close: Oct 06, 2025, 3:59 PM
20.58
0.67%
After-hours: Oct 06, 2025, 05:58 PM EDT
NLY Delta Exposure By Expiry
The total Delta Exposure (DEX) for NLY across all expirations shows 678,790.2 net shares that market makers must hedge, with 928,432.17 from calls and 249,641.97 from puts. The put-call delta ratio of 0.27 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.
NLY DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 10, 25 | 42,568.78 | -9,617.24 | 32,951.54 | 0.23 |
| Oct 17, 25 | 282,755.38 | -83,044.38 | 199,711 | 0.29 |
| Oct 24, 25 | 13,717.55 | -1,812.37 | 11,905.18 | 0.13 |
| Oct 31, 25 | 31,248.02 | -2,017.6 | 29,230.42 | 0.06 |
| Nov 7, 25 | 10,442.17 | -333.22 | 10,108.95 | 0.03 |
| Nov 14, 25 | 100.79 | 0 | 100.79 | 0.00 |
| Nov 21, 25 | 62,411.54 | -13,239.36 | 49,172.18 | 0.21 |
| Dec 19, 25 | 16,720.48 | -3,393.53 | 13,326.95 | 0.20 |
| Jan 16, 26 | 329,511.44 | -80,338.89 | 249,172.55 | 0.24 |
| Apr 17, 26 | 55,574.8 | -15,953.94 | 39,620.86 | 0.29 |
| Jan 15, 27 | 80,196.68 | -39,596.73 | 40,599.95 | 0.49 |
| Jan 21, 28 | 3,184.54 | -294.71 | 2,889.83 | 0.09 |