# Volatility Strike Skew for NLY

> Implied volatility strike skew chart for NLY with option volume overlay.

Data as of Oct 20, 2026 (end of day). **Data is delayed**: the latest session is Nov 10, 2026. [Subscribe](https://www.optionistics.com/subscribe) to get the latest end-of-day data.

Volume-weighted call and put implied volatility per strike for the chosen expiration, with option volume bars.

## NLY quote

Quote as of Nov 10, 2026.

| Field | Value |
|---|---|
| Last | 18.72 |
| Change | -0.23 |
| Open | 18.75 |
| Previous | 18.95 |
| High | 18.95 |
| Low | 18.65 |
| Bid | - |
| Ask | - |
| Volume | 11,378,211 |
| Trades | - |
| Dividend | - |
| Yield | - |
| Ex-Div | - |
| Split Date | Sep 26, 2022 |
| Impl Vol | 24.8% |
| Hist Vol | 20.7% |
| Opt Volume | 18,007 |
| Open Int | 184,773 |

On Oct 20, 2026, NLY options across all expirations averaged 33.4% implied volatility for calls and 36.2% for puts (volume-weighted): puts trade 2.9 points above calls, the usual downside skew.

Strike skew, all expirations, near the money, volume accumulated over 1 day.

All expirations: 2026-10-23, 2026-10-30, 2026-11-06, 2026-11-13, 2026-11-20, 2026-11-27, 2026-12-18, 2027-01-15, 2027-04-16, 2027-05-21, 2027-08-20, 2027-11-19, 2028-01-21, 2029-01-19.

Change the view with query parameters: `view` (strike, time), `expiration` (strike skew: all or YYYY-MM-DD), `zoom` (strike skew: in, out, all), `strike` (time skew: one strike or all), `days` (1-5 or 10 sessions of volume), `date` (an earlier session: 2026-10-20, 2026-10-19, 2026-10-16, 2026-10-15, 2026-10-14, 2026-10-13). Example: `/screener/volatility-skew/NLY.md?view=time`.

| Strike | Volume | Call IVol | Put IVol |
|---|---:|---:|---:|
| All | 22,391 | 33.4% | 36.2% |
| 13.00 | 24 | 142.8% | 55.3% |
| 14.00 | 14 | 51.6% | 37.0% |
| 15.00 | 1,636 | 30.7% | 39.6% |
| 16.00 | 218 | 30.9% | 38.7% |
| 16.50 | 15 | 49.2% | 55.0% |
| 17.00 | 4,033 | 26.6% | 32.0% |
| 17.50 | 338 | 26.3% | 39.1% |
| 18.00 | 5,297 | 37.7% | 36.0% |
| 18.50 | 6,739 | 35.9% | 30.8% |
| 19.00 | 1,164 | 31.2% | 36.2% |
| 19.50 | 187 | 37.7% | 36.7% |
| 20.00 | 748 | 20.4% | 39.2% |
| 20.50 | 5 | 25.6% | 30.6% |
| 21.00 | 520 | 23.2% | 160.3% |
| 21.50 | 112 | 37.4% | - |
| 22.00 | 572 | 18.3% | 95.5% |
| 22.50 | 9 | 32.6% | 106.8% |
| 23.00 | 91 | 28.9% | 96.1% |
| 23.50 | 1 | - | 344.6% |
| 24.00 | 9 | 38.7% | - |
| 24.50 | 1 | - | 361.3% |
| 25.00 | 658 | 22.0% | 66.5% |

## 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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