Annaly Capital Management... (NLY)
NLY Daily Gamma Exposure
Current Gamma Exposure (GEX) is 95.43K, which is -2006% above the 3M average of -5.01K. Over this period, GEX peaked at 96.55K on Aug 18, 2025 and bottomed at -38.65K on Jul 16, 2025, showing a shift between positive and negative gamma regimes. The exposure has been increasing recently, suggesting growing dealer hedging that could dampen volatility. Today's put-call gamma ratio of 0.63 is below the recent average of 0.88, indicating call-heavy positioning. High GEX volatility (±30.56K) suggests frequent repositioning and potential regime changes.
GEX History
| Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 19, 2025 | 255,889.8 | -160,461.7 | 95,428.1 | 0.63 |
| Aug 18, 2025 | 242,344.54 | -145,795 | 96,549.54 | 0.60 |
| Aug 15, 2025 | 219,717.61 | -142,839.87 | 76,877.74 | 0.65 |
Stop Guessing, Start Knowing.
Cut through market noise with actionable insights that actually help you make confident investment decisions. No more endless research or gut-based guessing.
- Unlimited access to all data and tools
- Unlimited access to all data and tools, giving you the edge over everyone else in the market.
- Realtime Options & Dark Pool Data
- Instant access to live options & dark pool data to spot opportunities and trade with precision before the market moves.
- Top Wallstreet Analyst Ratings
- Follow ratings from the best analysts on Wall Street to stay ahead.
- Up to 30 years financial history
- We deliver premium Wall Street data with top-tier accuracy and up to 30 years of history.