NLY · Annaly Capital Management Inc

Track NLY — free

$23.33 -0.06 (-0.26%) At close · Aug 14

Market Cap

$17.58B

753.71M

Options Chain

Underlying $23.33 · at close Aug 14, 2026 Options Calculator

Positioning

Aug 21, 2026 · 5 days to expiry · 58 contracts · mixed snapshot sessions · Jun 2, 2026–Aug 14, 2026; 21 unknown

Put / call OI

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dated and unknown snapshot sessions

Open interest

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dated and unknown snapshot sessions

Volume

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dated and unknown snapshot sessions

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 5d Aug 28 12d Sep 4 19d Sep 11 26d Sep 18 33d Sep 25 40d Oct 2 47d Oct 16 61d Jan 15 152d Jan 21 523d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
1	2	414.5%	0.901	$9.18		$0.18	-0.024	236.9%	1	20
Call · $14 In the money Snapshot session Aug 11, 2026 Last $9.18 Breakeven $23.18 Implied vol 414.5% Delta 0.901 ≈90% ITM Gamma 0.015 Theta -0.191 Vega 0.005 Open interest 1 Model this call Put · $14 Snapshot session Jun 2, 2026 Last $0.18 Breakeven $13.82 Implied vol 236.9% Delta -0.024 ≈2% ITM Gamma 0.009 Theta -0.036 Vega 0.002 Open interest 20 Model this put
2	4	234%	0.959	$8.40		—	-0.027	207.7%	—	0
Call · $15 In the money Snapshot session Aug 13, 2026 Last $8.40 Breakeven $23.40 Implied vol 234% Delta 0.959 ≈96% ITM Gamma 0.014 Theta -0.051 Vega 0.002 Open interest 2 Model this call Put · $15 Snapshot session Unknown Last — Breakeven — Implied vol 207.7% Delta -0.027 ≈3% ITM Gamma 0.011 Theta -0.035 Vega 0.002 Open interest 0 Model this put
0	—	146.2%	0.992	—		—	-0.115	313.2%	—	0
Call · $16 In the money Snapshot session Unknown Last — Breakeven — Implied vol 146.2% Delta 0.992 ≈99% ITM Gamma 0.008 Theta -0.006 Vega 0.001 Open interest 0 Model this call Put · $16 Snapshot session Unknown Last — Breakeven — Implied vol 313.2% Delta -0.115 ≈11% ITM Gamma 0.022 Theta -0.165 Vega 0.006 Open interest 0 Model this put
1	2	169%	0.955	$6.45		$0.07	-0.076	202.2%	1	2
Call · $17 In the money Snapshot session Aug 13, 2026 Last $6.45 Breakeven $23.45 Implied vol 169% Delta 0.955 ≈95% ITM Gamma 0.021 Theta -0.04 Vega 0.002 Open interest 1 Model this call Put · $17 Snapshot session Jun 30, 2026 Last $0.07 Breakeven $16.93 Implied vol 202.2% Delta -0.076 ≈8% ITM Gamma 0.026 Theta -0.078 Vega 0.004 Open interest 2 Model this put
0	—	156.5%	0.951	—		—	—	—	—	0
Call · $17.5 In the money Snapshot session Unknown Last — Breakeven — Implied vol 156.5% Delta 0.951 ≈95% ITM Gamma 0.024 Theta -0.039 Vega 0.002 Open interest 0 Model this call Put · $17.5 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
3	2	152.5%	0.939	$5.40		$0.06	-0.041	130.9%	1	64
Call · $18 In the money Snapshot session Aug 12, 2026 Last $5.40 Breakeven $23.40 Implied vol 152.5% Delta 0.939 ≈94% ITM Gamma 0.03 Theta -0.046 Vega 0.004 Open interest 3 Model this call Put · $18 Snapshot session Jul 15, 2026 Last $0.06 Breakeven $17.94 Implied vol 130.9% Delta -0.041 ≈4% ITM Gamma 0.024 Theta -0.031 Vega 0.003 Open interest 64 Model this put
3	2	139%	0.933	$4.87		—	—	—	—	0
Call · $18.5 In the money Snapshot session Aug 13, 2026 Last $4.87 Breakeven $23.37 Implied vol 139% Delta 0.933 ≈93% ITM Gamma 0.035 Theta -0.045 Vega 0.004 Open interest 3 Model this call Put · $18.5 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
1	2	120%	0.938	$4.40		$0.07	-0.028	94.7%	2	9
Call · $19 In the money Snapshot session Aug 12, 2026 Last $4.40 Breakeven $23.40 Implied vol 120% Delta 0.938 ≈94% ITM Gamma 0.039 Theta -0.036 Vega 0.004 Open interest 1 Model this call Put · $19 Snapshot session Jul 22, 2026 Last $0.07 Breakeven $18.93 Implied vol 94.7% Delta -0.028 ≈3% ITM Gamma 0.025 Theta -0.017 Vega 0.003 Open interest 9 Model this put
0	—	107.4%	0.932	—		$0.08	-0.087	116.2%	2	0
Call · $19.5 In the money Snapshot session Unknown Last — Breakeven — Implied vol 107.4% Delta 0.932 ≈93% ITM Gamma 0.047 Theta -0.035 Vega 0.004 Open interest 0 Model this call Put · $19.5 Snapshot session Jul 22, 2026 Last $0.08 Breakeven $19.42 Implied vol 116.2% Delta -0.087 ≈9% ITM Gamma 0.049 Theta -0.05 Vega 0.005 Open interest 0 Model this put
1	2	106.1%	0.901	$3.20		$0.01	-0.026	68.8%	8	491
Call · $20 In the money Snapshot session Aug 11, 2026 Last $3.20 Breakeven $23.20 Implied vol 106.1% Delta 0.901 ≈90% ITM Gamma 0.061 Theta -0.046 Vega 0.005 Open interest 1 Model this call Put · $20 Snapshot session Aug 13, 2026 Last $0.01 Breakeven $19.99 Implied vol 68.8% Delta -0.026 ≈3% ITM Gamma 0.032 Theta -0.012 Vega 0.001 Open interest 491 Model this put
0	2	—	—	$2.98		$0.03	-0.04	63.2%	1	23
Call · $20.5 In the money Snapshot session Aug 13, 2026 Last $2.98 Breakeven $23.48 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $20.5 Snapshot session Jul 31, 2026 Last $0.03 Breakeven $20.47 Implied vol 63.2% Delta -0.04 ≈4% ITM Gamma 0.049 Theta -0.015 Vega 0.003 Open interest 23 Model this put
3	1	88.7%	0.852	$2.13		$0.01	-0.047	53.3%	5	580
Call · $21 In the money Snapshot session Aug 13, 2026 Last $2.13 Breakeven $23.13 Implied vol 88.7% Delta 0.852 ≈85% ITM Gamma 0.096 Theta -0.052 Vega 0.007 Open interest 3 Model this call Put · $21 Snapshot session Aug 12, 2026 Last $0.01 Breakeven $20.99 Implied vol 53.3% Delta -0.047 ≈5% ITM Gamma 0.066 Theta -0.014 Vega 0.003 Open interest 580 Model this put
17	19	74.8%	0.83	$1.91		$0.04	-0.042	39.9%	1	43
Call · $21.5 In the money Snapshot session Aug 12, 2026 Last $1.91 Breakeven $23.41 Implied vol 74.8% Delta 0.83 ≈83% ITM Gamma 0.125 Theta -0.047 Vega 0.007 Open interest 17 Model this call Put · $21.5 Snapshot session Aug 14, 2026 Last $0.04 Breakeven $21.46 Implied vol 39.9% Delta -0.042 ≈4% ITM Gamma 0.082 Theta -0.01 Vega 0.003 Open interest 43 Model this put
451	2	46.4%	0.864	$1.30		$0.02	-0.085	35.8%	5	13.7k
Call · $22 In the money Snapshot session Aug 14, 2026 Last $1.30 Breakeven $23.30 Implied vol 46.4% Delta 0.864 ≈86% ITM Gamma 0.181 Theta -0.024 Vega 0.007 Open interest 451 Model this call Put · $22 Snapshot session Aug 13, 2026 Last $0.02 Breakeven $21.98 Implied vol 35.8% Delta -0.085 ≈8% ITM Gamma 0.157 Theta -0.015 Vega 0.005 Open interest 13.7k Model this put
186	15	50%	0.733	$0.90		$0.02	-0.087	21.8%	54	7.8k
Call · $22.5 In the money Snapshot session Aug 14, 2026 Last $0.90 Breakeven $23.40 Implied vol 50% Delta 0.733 ≈73% ITM Gamma 0.243 Theta -0.041 Vega 0.009 Open interest 186 Model this call Put · $22.5 Snapshot session Aug 14, 2026 Last $0.02 Breakeven $22.48 Implied vol 21.8% Delta -0.087 ≈9% ITM Gamma 0.263 Theta -0.01 Vega 0.005 Open interest 7.8k Model this put
7.4k	232	23%	0.691	$0.45		$0.07	-0.22	14%	84	8.5k
Call · $23 In the money Snapshot session Aug 14, 2026 Last $0.45 Breakeven $23.45 Implied vol 23% Delta 0.691 ≈69% ITM Gamma 0.58 Theta -0.019 Vega 0.01 Open interest 7.4k Model this call Put · $23 Snapshot session Aug 14, 2026 Last $0.07 Breakeven $22.93 Implied vol 14% Delta -0.22 ≈22% ITM Gamma 0.772 Theta -0.012 Vega 0.008 Open interest 8.5k Model this put
Underlying $23.33
3.7k	463	17.8%	0.343	$0.10		$0.29	-0.998	0.2%	88	26
Call · $23.5 Snapshot session Aug 14, 2026 Last $0.10 Breakeven $23.60 Implied vol 17.8% Delta 0.343 ≈34% ITM Gamma 0.774 Theta -0.016 Vega 0.011 Open interest 3.7k Model this call Put · $23.5 In the money Snapshot session Aug 14, 2026 Last $0.29 Breakeven $23.21 Implied vol 0.2% Delta -0.998 ≈100% ITM Gamma 0 Theta -0.005 Vega 0 Open interest 26 Model this put
1.8k	50	18.2%	0.086	$0.02		$0.96	-0.802	29%	2	10
Call · $24 Snapshot session Aug 14, 2026 Last $0.02 Breakeven $24.02 Implied vol 18.2% Delta 0.086 ≈9% ITM Gamma 0.311 Theta -0.007 Vega 0.005 Open interest 1.8k Model this call Put · $24 In the money Snapshot session Aug 11, 2026 Last $0.96 Breakeven $23.04 Implied vol 29% Delta -0.802 ≈80% ITM Gamma 0.348 Theta -0.026 Vega 0.007 Open interest 10 Model this put
51	3	27.5%	0.061	$0.02		—	—	—	—	0
Call · $24.5 Snapshot session Aug 13, 2026 Last $0.02 Breakeven $24.52 Implied vol 27.5% Delta 0.061 ≈6% ITM Gamma 0.16 Theta -0.009 Vega 0.003 Open interest 51 Model this call Put · $24.5 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
201	1	37.3%	0.057	$0.03		$1.74	-0.836	58.7%	2	0
Call · $25 Snapshot session Aug 11, 2026 Last $0.03 Breakeven $25.03 Implied vol 37.3% Delta 0.057 ≈6% ITM Gamma 0.111 Theta -0.011 Vega 0.003 Open interest 201 Model this call Put · $25 In the money Snapshot session Aug 12, 2026 Last $1.74 Breakeven $23.26 Implied vol 58.7% Delta -0.836 ≈84% ITM Gamma 0.152 Theta -0.043 Vega 0.007 Open interest 0 Model this put
0	—	—	—	—		$2.69	—	—	1	1
Call · $25.5 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $25.5 In the money Snapshot session Aug 10, 2026 Last $2.69 Breakeven $22.81 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this put
54	6	48.9%	0.029	$0.01		—	-0.88	75.5%	—	0
Call · $26 Snapshot session Jul 20, 2026 Last $0.01 Breakeven $26.01 Implied vol 48.9% Delta 0.029 ≈3% ITM Gamma 0.049 Theta -0.009 Vega 0.001 Open interest 54 Model this call Put · $26 In the money Snapshot session Unknown Last — Breakeven — Implied vol 75.5% Delta -0.88 ≈88% ITM Gamma 0.095 Theta -0.045 Vega 0.005 Open interest 0 Model this put
0	—	—	—	—		$3.83	—	—	2	1
Call · $26.5 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $26.5 In the money Snapshot session Aug 5, 2026 Last $3.83 Breakeven $22.67 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this put
0	—	—	—	—		—	-0.913	88.2%	—	0
Call · $27 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $27 In the money Snapshot session Unknown Last — Breakeven — Implied vol 88.2% Delta -0.913 ≈91% ITM Gamma 0.064 Theta -0.042 Vega 0.005 Open interest 0 Model this put
0	—	—	—	—		$4.73	—	—	2	0
Call · $27.5 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $27.5 In the money Snapshot session Aug 10, 2026 Last $4.73 Breakeven $22.77 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $28 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $28 In the money Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		—	-0.959	103.1%	—	0
Call · $29 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $29 In the money Snapshot session Unknown Last — Breakeven — Implied vol 103.1% Delta -0.959 ≈96% ITM Gamma 0.03 Theta -0.028 Vega 0.003 Open interest 0 Model this put
0	—	—	—	—		—	-0.979	101.5%	—	0
Call · $30 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $30 In the money Snapshot session Unknown Last — Breakeven — Implied vol 101.5% Delta -0.979 ≈98% ITM Gamma 0.017 Theta -0.018 Vega 0.002 Open interest 0 Model this put
0	—	—	—	—		$7.70	—	—	6	0
Call · $31 Snapshot session Unknown Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $31 In the money Snapshot session Aug 14, 2026 Last $7.70 Breakeven $23.30 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put

About this data

Each contract's last price, volume, greeks, implied volatility and open interest belongs to the snapshot session shown in its details; unknown means the provider omitted the timestamp. This chain has mixed snapshot sessions · Jun 2, 2026–Aug 14, 2026; 21 unknown. Cross-contract positioning totals are shown only when every returned row has the same known session. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. The 25 strikes around the money are shown by default — switch to "All 29" for the wings.

Key facts CIK 1043219 CUSIP 035710839 13F (30d) 713 filings 685 filers Visit website Investor relations