Annaly Capital Management... (NLY)
NYSE: NLY
· Real-Time Price · USD
20.75
0.05 (0.24%)
At close: Oct 03, 2025, 3:59 PM
20.82
0.31%
Pre-market: Oct 06, 2025, 04:00 AM EDT
NLY Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for NLY across all expirations is 321,523.49 shares per 1% move, with 422,031.98 from calls and 100,508.49 from puts. The put-call GEX ratio of 0.24 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.
NLY GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Oct 10, 25 | 21,451.41 | -7,604.28 | 13,847.13 | 0.35 |
| Oct 17, 25 | 170,813.96 | -51,833.83 | 118,980.13 | 0.30 |
| Oct 24, 25 | 1,145.19 | -898.28 | 246.91 | 0.78 |
| Oct 31, 25 | 23,214.45 | -929.48 | 22,284.97 | 0.04 |
| Nov 7, 25 | 9,126.71 | -168.79 | 8,957.92 | 0.02 |
| Nov 14, 25 | 91.78 | 0 | 91.78 | 0.00 |
| Nov 21, 25 | 39,077.51 | -5,700.56 | 33,376.95 | 0.15 |
| Dec 19, 25 | 7,357.32 | -1,410.9 | 5,946.42 | 0.19 |
| Jan 16, 26 | 119,309.37 | -23,125.63 | 96,183.74 | 0.19 |
| Apr 17, 26 | 16,357.21 | -3,186.17 | 13,171.04 | 0.19 |
| Jan 15, 27 | 13,658.11 | -5,614.16 | 8,043.95 | 0.41 |
| Jan 21, 28 | 428.96 | -36.41 | 392.55 | 0.08 |