# ANNALY CAPITAL MGMNT INC (NLY) Option Chains

> NLY option chain: calls and puts by expiration with bid, ask, last and theoretical price, volume, open interest, implied volatility and Greeks.

Data as of Nov 11, 2026 (end of day).

## NLY quote

| Field | Value |
|---|---|
| Last | 18.33 |
| Change | -0.39 |
| Open | 18.64 |
| Previous | 18.72 |
| High | 18.72 |
| Low | 18.32 |
| Bid | - |
| Ask | - |
| Volume | 8,282,852 |
| Trades | - |
| Dividend | - |
| Yield | - |
| Ex-Div | - |
| Split Date | Sep 26, 2022 |
| Impl Vol | 23.6% |
| Hist Vol | 20.8% |
| Opt Volume | 5,082 |
| Open Int | 197,874 |

Calls and puts, near-the-money strikes, expirations through the end of the second month out. Stock price: 18.33.

All expirations: 2026-11-13, 2026-11-20, 2026-11-27, 2026-12-04, 2026-12-11, 2026-12-18, 2026-12-24, 2027-01-15, 2027-04-16, 2027-05-21, 2027-08-20, 2027-11-19, 2028-01-21, 2029-01-19.

**Price** is the last trade, **TPrice** the theoretical value (Black-Scholes on historical volatility), **IVol** the implied volatility. **NS** is the contract type: S standard, W weekly, Q quarterly, FR fixed return, NS non-standard (adjusted). A contract's daily price history: `/quotes/option-prices.md?optsym=<Symbol>`.

Change the view with query parameters: `expirations` (1, 2, 3, 6, 9 or -1 for all), `expiry` (YYYY-MM-DD, one expiration), `range` (ntm, otm, itm, all), `putcall` (C, P), `strike` (one strike across expirations), `date` (an earlier session, subscribers). Example: `/quotes/stock-option-chains/NLY.md?expirations=-1&range=all`.

## Expires Nov 13, 2026

### Calls

| Strike | Symbol | Bid | Ask | Price | TPrice | Vol | OI | IVol | Delta | Theta | Vega | Gamma | Rho | NS |
|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---|
| 17.00 | NLY 261113C00017000 | 1.27 | 1.68 | 1.49 | 1.33 | 1 | 9 | 116.39% | 0.8205 | -0.1034 | 0.0036 | 0.1658 | 0.0007 | W |
| 17.50 | NLY 261113C00017500 | 0.35 | 1.66 | 1.16 | 0.83 | 0 | 3 | 125.60% | 0.7071 | -0.1465 | 0.0047 | 0.2018 | 0.0006 | W |
| 18.00 | NLY 261113C00018000 | 0.21 | 1.05 | 0.45 | 0.33 | 11 | 96 | 46.85% | 0.7058 | -0.0548 | 0.0047 | 0.5421 | 0.0007 | W |
| 18.50 | NLY 261113C00018500 | 0.07 | 0.11 | 0.09 | 0.02 | 449 | 524 | 29.59% | 0.3407 | -0.0368 | 0.0050 | 0.9134 | 0.0003 | W |
| 19.00 | NLY 261113C00019000 | 0.01 | 0.02 | 0.01 | 0.00 | 299 | 1,336 | 33.36% | 0.0748 | -0.0160 | 0.0019 | 0.3119 | 0.0001 | W |
| 19.50 | NLY 261113C00019500 | 0.01 | 0.04 | 0.01 | 0.03 | 20 | 823 | 56.88% | 0.0738 | -0.0270 | 0.0019 | 0.1811 | 0.0001 | W |

### Puts

| Strike | Symbol | Bid | Ask | Price | TPrice | Vol | OI | IVol | Delta | Theta | Vega | Gamma | Rho | NS |
|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---|
| 17.00 | NLY 261113P00017000 | 0.00 | 0.25 | 0.01 | 0.01 | 0 | 695 | 56.00% | -0.0330 | -0.0140 | 0.0010 | 0.0970 | 0.0000 | W |
| 17.50 | NLY 261113P00017500 | 0.00 | 0.10 | 0.01 | 0.01 | 0 | 182 | 37.68% | -0.0469 | -0.0125 | 0.0013 | 0.1918 | 0.0000 | W |
| 18.00 | NLY 261113P00018000 | 0.04 | 0.05 | 0.04 | 0.00 | 39 | 710 | 29.49% | -0.1995 | -0.0280 | 0.0038 | 0.6988 | -0.0002 | W |
| 18.50 | NLY 261113P00018500 | 0.15 | 0.26 | 0.21 | 0.19 | 209 | 618 | 19.06% | -0.7413 | -0.0209 | 0.0044 | 1.2513 | -0.0008 | W |
| 19.00 | NLY 261113P00019000 | 0.33 | 1.23 | 0.60 | 0.67 | 21 | 113 | 20.79% | -0.9900 | -0.0019 | 0.0004 | 0.0948 | -0.0010 | W |
| 19.50 | NLY 261113P00019500 | 0.67 | 1.75 | 0.80 | 1.17 | 0 | 21 | 20.79% | -1.0000 | 0.0000 | 0.0000 | 0.0005 | -0.0011 | W |

## Expires Nov 20, 2026

### Calls

| Strike | Symbol | Bid | Ask | Price | TPrice | Vol | OI | IVol | Delta | Theta | Vega | Gamma | Rho | NS |
|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---|
| 17.00 | NLY 261120C00017000 | 0.73 | 2.06 | 1.60 | 1.36 | 1 | 22 | 68.36% | 0.7751 | -0.0328 | 0.0086 | 0.1524 | 0.0031 | S |
| 17.50 | NLY 261120C00017500 | 0.82 | 1.57 | 1.34 | 0.88 | 0 | 79 | 76.86% | 0.6717 | -0.0445 | 0.0104 | 0.1634 | 0.0027 | S |
| 18.00 | NLY 261120C00018000 | 0.42 | 0.78 | 0.59 | 0.45 | 22 | 2,298 | 35.46% | 0.6385 | -0.0213 | 0.0108 | 0.3671 | 0.0027 | S |
| 18.50 | NLY 261120C00018500 | 0.20 | 0.59 | 0.26 | 0.16 | 368 | 2,721 | 29.31% | 0.4297 | -0.0184 | 0.0113 | 0.4656 | 0.0019 | S |
| 19.00 | NLY 261120C00019000 | 0.05 | 0.09 | 0.08 | 0.04 | 124 | 4,713 | 26.06% | 0.1959 | -0.0115 | 0.0080 | 0.3686 | 0.0009 | S |
| 19.50 | NLY 261120C00019500 | 0.03 | 0.04 | 0.03 | 0.01 | 16 | 1,381 | 29.09% | 0.0916 | -0.0077 | 0.0047 | 0.1965 | 0.0004 | S |

### Puts

| Strike | Symbol | Bid | Ask | Price | TPrice | Vol | OI | IVol | Delta | Theta | Vega | Gamma | Rho | NS |
|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---|
| 17.00 | NLY 261120P00017000 | 0.02 | 0.03 | 0.03 | 0.00 | 22 | 4,742 | 31.72% | -0.0620 | -0.0062 | 0.0035 | 0.1340 | -0.0003 | S |
| 17.50 | NLY 261120P00017500 | 0.04 | 0.06 | 0.05 | 0.01 | 121 | 445 | 26.56% | -0.1287 | -0.0089 | 0.0060 | 0.2748 | -0.0006 | S |
| 18.00 | NLY 261120P00018000 | 0.13 | 0.15 | 0.14 | 0.09 | 101 | 5,811 | 24.09% | -0.3086 | -0.0136 | 0.0101 | 0.5078 | -0.0014 | S |
| 18.50 | NLY 261120P00018500 | 0.32 | 0.40 | 0.34 | 0.30 | 466 | 1,270 | 21.32% | -0.6019 | -0.0131 | 0.0111 | 0.6287 | -0.0028 | S |
| 19.00 | NLY 261120P00019000 | 0.46 | 0.94 | 0.62 | 0.67 | 56 | 3,300 | 12.07% | -0.9702 | -0.0013 | 0.0020 | 0.1950 | -0.0046 | S |
| 19.50 | NLY 261120P00019500 | 0.78 | 1.38 | 0.98 | 1.14 | 15 | 17 | 20.79% | -0.9699 | -0.0022 | 0.0020 | 0.1142 | -0.0047 | S |

## Expires Nov 27, 2026

### Calls

| Strike | Symbol | Bid | Ask | Price | TPrice | Vol | OI | IVol | Delta | Theta | Vega | Gamma | Rho | NS |
|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---|
| 17.00 | NLY 261127C00017000 | 0.77 | 2.29 | 1.47 | 1.45 | 2 | 1 | 34.53% | 0.8689 | -0.0115 | 0.0082 | 0.1615 | 0.0063 | W |
| 17.50 | NLY 261127C00017500 | 0.48 | 1.60 | 1.19 | 0.98 | 0 | 20 | 44.05% | 0.7195 | -0.0200 | 0.0130 | 0.1998 | 0.0053 | W |
| 18.00 | NLY 261127C00018000 | 0.20 | 0.67 | 0.69 | 0.58 | 100 | 70 | 12.24% | 0.7979 | -0.0067 | 0.0109 | 0.6019 | 0.0062 | W |
| 18.50 | NLY 261127C00018500 | 0.27 | 0.48 | 0.31 | 0.28 | 1 | 114 | 23.81% | 0.4591 | -0.0128 | 0.0152 | 0.4347 | 0.0036 | W |
| 19.00 | NLY 261127C00019000 | 0.03 | 0.15 | 0.14 | 0.11 | 49 | 236 | 23.72% | 0.2609 | -0.0101 | 0.0125 | 0.3571 | 0.0020 | W |
| 19.50 | NLY 261127C00019500 | 0.01 | 0.06 | 0.06 | 0.04 | 11 | 1,463 | 21.09% | 0.0942 | -0.0045 | 0.0064 | 0.2076 | 0.0007 | W |

### Puts

| Strike | Symbol | Bid | Ask | Price | TPrice | Vol | OI | IVol | Delta | Theta | Vega | Gamma | Rho | NS |
|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---|
| 17.00 | NLY 261127P00017000 | 0.03 | 0.06 | 0.08 | 0.01 | 2 | 115 | 28.18% | -0.0880 | -0.0051 | 0.0061 | 0.1477 | -0.0007 | W |
| 17.50 | NLY 261127P00017500 | 0.02 | 0.30 | 0.08 | 0.04 | 6 | 132 | 24.20% | -0.1600 | -0.0065 | 0.0093 | 0.2621 | -0.0013 | W |
| 18.00 | NLY 261127P00018000 | 0.16 | 0.41 | 0.18 | 0.13 | 33 | 432 | 22.21% | -0.3180 | -0.0085 | 0.0137 | 0.4187 | -0.0026 | W |
| 18.50 | NLY 261127P00018500 | 0.33 | 0.62 | 0.37 | 0.33 | 18 | 423 | 19.98% | -0.5534 | -0.0077 | 0.0152 | 0.5162 | -0.0046 | W |
| 19.00 | NLY 261127P00019000 | 0.46 | 1.14 | 0.70 | 0.66 | 1 | 39 | 18.84% | -0.7945 | -0.0038 | 0.0110 | 0.3949 | -0.0067 | W |
| 19.50 | NLY 261127P00019500 | 0.77 | 1.53 | 0.66 | 1.08 | 0 | 3 | 20.79% | -0.9101 | -0.0010 | 0.0063 | 0.2052 | -0.0078 | W |

## Expires Dec 4, 2026

### Calls

| Strike | Symbol | Bid | Ask | Price | TPrice | Vol | OI | IVol | Delta | Theta | Vega | Gamma | Rho | NS |
|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---|
| 17.00 | NLY 261204C00017000 | 0.85 | 2.11 | 1.56 | 1.58 | 0 | 1 | 39.68% | 0.7905 | -0.0115 | 0.0133 | 0.1577 | 0.0081 | W |
| 18.00 | NLY 261204C00018000 | 0.60 | 0.75 | 0.73 | 0.73 | 4 | 128 | 30.11% | 0.6104 | -0.0116 | 0.0177 | 0.2769 | 0.0066 | W |
| 18.50 | NLY 261204C00018500 | 0.15 | 0.43 | 0.43 | 0.42 | 7 | 56 | 19.93% | 0.4379 | -0.0079 | 0.0181 | 0.4297 | 0.0049 | W |
| 19.00 | NLY 261204C00019000 | 0.10 | 0.23 | 0.20 | 0.21 | 2 | 161 | 24.54% | 0.2913 | -0.0084 | 0.0158 | 0.3039 | 0.0032 | W |
| 19.50 | NLY 261204C00019500 | 0.05 | 0.11 | 0.09 | 0.09 | 20 | 386 | 23.95% | 0.1595 | -0.0058 | 0.0112 | 0.2204 | 0.0018 | W |

### Puts

| Strike | Symbol | Bid | Ask | Price | TPrice | Vol | OI | IVol | Delta | Theta | Vega | Gamma | Rho | NS |
|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---|
| 17.00 | NLY 261204P00017000 | 0.05 | 0.11 | 0.10 | 0.01 | 2 | 43 | 29.03% | -0.1418 | -0.0065 | 0.0103 | 0.1681 | -0.0017 | W |
| 17.50 | NLY 261204P00017500 | 0.02 | 0.26 | 0.10 | 0.05 | 0 | 91 | 21.17% | -0.1838 | -0.0056 | 0.0122 | 0.2728 | -0.0022 | W |
| 18.00 | NLY 261204P00018000 | 0.21 | 0.28 | 0.28 | 0.15 | 1 | 107 | 21.39% | -0.3564 | -0.0079 | 0.0172 | 0.3789 | -0.0043 | W |
| 18.50 | NLY 261204P00018500 | 0.42 | 0.50 | 0.45 | 0.33 | 2 | 63 | 19.54% | -0.5639 | -0.0076 | 0.0181 | 0.4381 | -0.0068 | W |
| 19.00 | NLY 261204P00019000 | 0.31 | 1.25 | 0.56 | 0.61 | 0 | 3 | 20.79% | -0.7451 | -0.0066 | 0.0148 | 0.3357 | -0.0091 | W |
| 19.50 | NLY 261204P00019500 | 0.90 | 1.24 | 1.10 | 0.99 | 1 | 15 | 20.79% | -0.8764 | -0.0041 | 0.0094 | 0.2137 | -0.0109 | W |

## Expires Dec 11, 2026

### Calls

| Strike | Symbol | Bid | Ask | Price | TPrice | Vol | OI | IVol | Delta | Theta | Vega | Gamma | Rho | NS |
|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---|
| 18.00 | NLY 261211C00018000 | 0.70 | 0.83 | 0.80 | 0.91 | 20 | 50 | 29.77% | 0.6022 | -0.0102 | 0.0203 | 0.2467 | 0.0084 | W |
| 18.50 | NLY 261211C00018500 | 0.23 | 1.03 | 0.59 | 0.58 | 9 | 3 | 31.79% | 0.4791 | -0.0112 | 0.0209 | 0.2385 | 0.0067 | W |
| 19.00 | NLY 261211C00019000 | 0.03 | 0.50 | 0.58 | 0.33 | 0 | 8 | 24.97% | 0.3221 | -0.0079 | 0.0188 | 0.2733 | 0.0046 | W |
| 19.50 | NLY 261211C00019500 | 0.03 | 0.19 | 0.15 | 0.17 | 5 | 60 | 25.24% | 0.2075 | -0.0063 | 0.0150 | 0.2158 | 0.0030 | W |

### Puts

| Strike | Symbol | Bid | Ask | Price | TPrice | Vol | OI | IVol | Delta | Theta | Vega | Gamma | Rho | NS |
|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---|
| 17.00 | NLY 261211P00017000 | 0.03 | 0.30 | 0.10 | 0.02 | 0 | 12 | 25.44% | -0.1417 | -0.0050 | 0.0118 | 0.1679 | -0.0022 | W |
| 17.50 | NLY 261211P00017500 | 0.04 | 0.43 | 0.20 | 0.06 | 10 | 43 | 25.05% | -0.2468 | -0.0069 | 0.0166 | 0.2398 | -0.0039 | W |
| 18.00 | NLY 261211P00018000 | 0.31 | 0.35 | 0.30 | 0.14 | 16 | 13 | 23.06% | -0.3777 | -0.0076 | 0.0200 | 0.3137 | -0.0060 | W |
| 18.50 | NLY 261211P00018500 | 0.47 | 0.55 | 0.51 | 0.30 | 8 | 123 | 20.06% | -0.5508 | -0.0069 | 0.0208 | 0.3756 | -0.0087 | W |
| 19.00 | NLY 261211P00019000 | 0.75 | 0.89 | 0.74 | 0.54 | 1 | 1 | 18.90% | -0.7361 | -0.0053 | 0.0172 | 0.3294 | -0.0118 | W |
| 19.50 | NLY 261211P00019500 | 0.66 | 1.55 | 1.00 | 0.87 | 0 | 5 | 20.79% | -0.8425 | -0.0042 | 0.0127 | 0.2207 | -0.0137 | W |

## Expires Dec 18, 2026

### Calls

| Strike | Symbol | Bid | Ask | Price | TPrice | Vol | OI | IVol | Delta | Theta | Vega | Gamma | Rho | NS |
|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---|
| 16.00 | NLY 261218C00016000 | 2.15 | 3.45 | 3.08 | 2.92 | 0 | 193 | 76.29% | 0.7529 | -0.0192 | 0.0184 | 0.0710 | 0.0109 | S |
| 17.00 | NLY 261218C00017000 | 0.95 | 2.27 | 1.68 | 1.98 | 5 | 46 | 37.91% | 0.7545 | -0.0096 | 0.0184 | 0.1424 | 0.0123 | S |
| 18.00 | NLY 261218C00018000 | 0.70 | 0.85 | 0.80 | 1.12 | 90 | 1,406 | 26.75% | 0.6030 | -0.0083 | 0.0225 | 0.2471 | 0.0104 | S |
| 19.00 | NLY 261218C00019000 | 0.28 | 0.56 | 0.32 | 0.49 | 205 | 2,090 | 25.04% | 0.3427 | -0.0073 | 0.0215 | 0.2516 | 0.0060 | S |
| 20.00 | NLY 261218C00020000 | 0.08 | 0.11 | 0.11 | 0.16 | 60 | 2,277 | 24.12% | 0.1376 | -0.0042 | 0.0128 | 0.1562 | 0.0025 | S |
| 21.00 | NLY 261218C00021000 | 0.02 | 0.04 | 0.05 | 0.04 | 131 | 712 | 25.29% | 0.0501 | -0.0021 | 0.0060 | 0.0700 | 0.0009 | S |

### Puts

| Strike | Symbol | Bid | Ask | Price | TPrice | Vol | OI | IVol | Delta | Theta | Vega | Gamma | Rho | NS |
|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---|
| 16.00 | NLY 261218P00016000 | 0.01 | 0.07 | 0.06 | 0.00 | 1 | 423 | 30.45% | -0.0729 | -0.0033 | 0.0081 | 0.0779 | -0.0014 | S |
| 17.00 | NLY 261218P00017000 | 0.11 | 0.14 | 0.12 | 0.02 | 177 | 854 | 24.42% | -0.1556 | -0.0046 | 0.0139 | 0.1677 | -0.0030 | S |
| 18.00 | NLY 261218P00018000 | 0.36 | 0.39 | 0.36 | 0.13 | 318 | 18,981 | 22.83% | -0.3854 | -0.0068 | 0.0223 | 0.2871 | -0.0075 | S |
| 19.00 | NLY 261218P00019000 | 0.75 | 1.00 | 0.81 | 0.46 | 36 | 2,860 | 16.59% | -0.7410 | -0.0041 | 0.0189 | 0.3346 | -0.0146 | S |
| 20.00 | NLY 261218P00020000 | 1.46 | 1.75 | 1.64 | 1.09 | 1 | 295 | 20.79% | -0.8998 | -0.0027 | 0.0103 | 0.1453 | -0.0185 | S |
| 21.00 | NLY 261218P00021000 | 2.07 | 3.70 | 2.37 | 1.93 | 10 | 103 | 20.79% | -0.9785 | -0.0007 | 0.0031 | 0.0432 | -0.0209 | S |

## Expires Dec 24, 2026

### Calls

| Strike | Symbol | Bid | Ask | Price | TPrice | Vol | OI | IVol | Delta | Theta | Vega | Gamma | Rho | NS |
|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---|
| 18.50 | NLY 261224C00018500 | 0.26 | 0.85 | 0.61 | 0.97 | 10 | 1 | 27.56% | 0.4776 | -0.0079 | 0.0250 | 0.2287 | 0.0096 | W |
| 19.00 | NLY 261224C00019000 | 0.26 | 0.43 | 0.38 | 0.66 | 8 | 28 | 25.99% | 0.3584 | -0.0070 | 0.0234 | 0.2278 | 0.0073 | W |
| 19.50 | NLY 261224C00019500 | 0.03 | 0.27 | 0.23 | 0.43 | 11 | 7 | 25.39% | 0.2512 | -0.0059 | 0.0200 | 0.1990 | 0.0052 | W |

### Puts

| Strike | Symbol | Bid | Ask | Price | TPrice | Vol | OI | IVol | Delta | Theta | Vega | Gamma | Rho | NS |
|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---|
| 17.00 | NLY 261224P00017000 | 0.01 | 0.91 | 0.13 | 0.02 | 0 | 59 | 23.26% | -0.1620 | -0.0042 | 0.0154 | 0.1674 | -0.0037 | W |
| 17.50 | NLY 261224P00017500 | 0.03 | 0.55 | 0.22 | 0.05 | 0 | 98 | 21.89% | -0.2555 | -0.0051 | 0.0202 | 0.2328 | -0.0058 | W |
| 18.00 | NLY 261224P00018000 | 0.16 | 0.63 | 0.39 | 0.11 | 1 | 20 | 21.74% | -0.3879 | -0.0060 | 0.0240 | 0.2792 | -0.0088 | W |
| 18.50 | NLY 261224P00018500 | 0.55 | 0.90 | 0.60 | 0.21 | 101 | 545 | 20.35% | -0.5365 | -0.0058 | 0.0249 | 0.3087 | -0.0123 | W |
| 19.00 | NLY 261224P00019000 | 0.82 | 1.12 | 0.75 | 0.38 | 1 | 20 | 22.63% | -0.6611 | -0.0059 | 0.0228 | 0.2549 | -0.0154 | W |
| 19.50 | NLY 261224P00019500 | 1.17 | 1.48 | 1.20 | 0.62 | 3 | 11 | 13.29% | -0.9048 | -0.0015 | 0.0103 | 0.1949 | -0.0210 | W |

## Expires Jan 15, 2027

### Calls

| Strike | Symbol | Bid | Ask | Price | TPrice | Vol | OI | IVol | Delta | Theta | Vega | Gamma | Rho | NS |
|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---|
| 16.00 | NLY 270115C00016000 | 1.95 | 3.65 | 3.05 | 4.13 | 0 | 18 | 55.95% | 0.7587 | -0.0107 | 0.0242 | 0.0723 | 0.0193 | S |
| 17.00 | NLY 270115C00017000 | 1.00 | 2.54 | 1.96 | 3.25 | 0 | 209 | 39.15% | 0.7083 | -0.0083 | 0.0266 | 0.1136 | 0.0196 | S |
| 18.00 | NLY 270115C00018000 | 0.85 | 0.96 | 0.91 | 2.39 | 65 | 1,288 | 23.58% | 0.5974 | -0.0057 | 0.0300 | 0.2126 | 0.0179 | S |
| 19.00 | NLY 270115C00019000 | 0.35 | 0.60 | 0.40 | 1.60 | 165 | 1,217 | 21.49% | 0.3685 | -0.0049 | 0.0292 | 0.2270 | 0.0113 | S |
| 20.00 | NLY 270115C00020000 | 0.16 | 0.21 | 0.17 | 0.96 | 31 | 6,529 | 22.00% | 0.1898 | -0.0036 | 0.0210 | 0.1594 | 0.0059 | S |
| 21.00 | NLY 270115C00021000 | 0.01 | 0.09 | 0.09 | 0.50 | 53 | 503 | 21.14% | 0.0714 | -0.0017 | 0.0105 | 0.0834 | 0.0022 | S |

### Puts

| Strike | Symbol | Bid | Ask | Price | TPrice | Vol | OI | IVol | Delta | Theta | Vega | Gamma | Rho | NS |
|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|---|
| 16.00 | NLY 270115P00016000 | 0.16 | 0.40 | 0.20 | 0.00 | 18 | 1,539 | 32.77% | -0.1445 | -0.0044 | 0.0176 | 0.0897 | -0.0051 | S |
| 17.00 | NLY 270115P00017000 | 0.37 | 0.55 | 0.35 | 0.01 | 10 | 1,032 | 33.44% | -0.2703 | -0.0065 | 0.0256 | 0.1280 | -0.0096 | S |
| 18.00 | NLY 270115P00018000 | 0.77 | 0.89 | 0.81 | 0.04 | 25 | 7,288 | 31.96% | -0.4169 | -0.0073 | 0.0302 | 0.1580 | -0.0151 | S |
| 19.00 | NLY 270115P00019000 | 1.02 | 1.91 | 1.48 | 0.14 | 11 | 623 | 35.94% | -0.5614 | -0.0082 | 0.0305 | 0.1420 | -0.0210 | S |
| 20.00 | NLY 270115P00020000 | 2.16 | 2.46 | 2.31 | 0.38 | 1 | 4,211 | 41.28% | -0.6586 | -0.0088 | 0.0284 | 0.1152 | -0.0256 | S |
| 21.00 | NLY 270115P00021000 | 2.33 | 3.65 | 3.12 | 0.81 | 60 | 2,145 | 43.17% | -0.7426 | -0.0080 | 0.0250 | 0.0969 | -0.0298 | S |

## More for NLY

- [Quote](https://www.optionistics.com/quotes/stock-quotes/NLY.md)
- [Option chain](https://www.optionistics.com/quotes/stock-option-chains/NLY.md)
- [Price history](https://www.optionistics.com/quotes/stock-prices/NLY.md)
- [10 day snapshot](https://www.optionistics.com/snapshot.md?symbol=NLY)
- [Strike Pegger (max pain)](https://www.optionistics.com/quotes/strike-pegger/NLY.md)
- [Volatility skew](https://www.optionistics.com/screener/volatility-skew/NLY.md)
- [Put/call ratio](https://www.optionistics.com/screener/put-call-ratio/NLY.md)
- [Trade finder](https://www.optionistics.com/screener/stock-trade-finder/NLY.md)

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From [Optionistics](https://www.optionistics.com), options analytics since 2005. Site map for AI agents: https://www.optionistics.com/llms.txt