Annaly Capital Management... (NLY)
NYSE: NLY
· Real-Time Price · USD
20.82
0.08 (0.39%)
At close: Aug 20, 2025, 2:24 PM
NLY Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for NLY across all expirations is 95,428.1 shares per 1% move, with 255,889.8 from calls and 160,461.7 from puts. The put-call GEX ratio of 0.63 reflects balanced positioning between puts and calls. The highest gamma concentration is at the Aug 22, 25 expiration with 38,200.07 net GEX, which may act as a magnet point for price action. Near-term exposure for Aug 22, 25 suggests potential support from positive gamma hedging flows.
NLY GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 22, 25 | 47,688.31 | -9,488.24 | 38,200.07 | 0.20 |
| Aug 29, 25 | 14,944.62 | -6,252.63 | 8,691.99 | 0.42 |
| Sep 5, 25 | 42,205.2 | -11,341.74 | 30,863.46 | 0.27 |
| Sep 12, 25 | 3,086.9 | -801.06 | 2,285.84 | 0.26 |
| Sep 19, 25 | 37,699.77 | -23,077.6 | 14,622.17 | 0.61 |
| Sep 26, 25 | 1,518.3 | -339.62 | 1,178.68 | 0.22 |
| Oct 17, 25 | 40,548.64 | -74,625.38 | -34,076.74 | 1.84 |
| Nov 21, 25 | 1,344.02 | -191.24 | 1,152.78 | 0.14 |
| Jan 16, 26 | 54,633.53 | -27,739.5 | 26,894.03 | 0.51 |
| Apr 17, 26 | 2,584.51 | -25.47 | 2,559.04 | 0.01 |
| Jan 15, 27 | 9,636 | -6,579.22 | 3,056.78 | 0.68 |