Annaly Capital Management... (NLY)
NYSE: NLY
· Real-Time Price · USD
20.75
0.05 (0.24%)
At close: Oct 03, 2025, 3:59 PM
20.75
-0.02%
After-hours: Oct 03, 2025, 07:52 PM EDT
Annaly Capital Management Greeks
Delta, Gamma, Theta, and Vega Greek Charts for NLY options.
Delta Table
| Strike Price | Delta | Gamma | Theta | Vega |
|---|---|---|---|---|
| 12.00 | 0.9947 | 0.0028 | -0.0073 | 0.0005 |
| 13.00 | 0.9465 | 0.0135 | -0.0638 | 0.0033 |
| 14.00 | 0.9931 | 0.0046 | -0.0072 | 0.0006 |
| 15.00 | 0.9314 | 0.0213 | -0.06 | 0.0040 |
| 16.00 | 0.9358 | 0.0255 | -0.0456 | 0.0038 |
| 16.50 | 0.9155 | 0.0313 | -0.0563 | 0.0047 |
| 17.00 | 0.9888 | 0.0117 | -0.0071 | 0.0009 |
| 17.50 | 0.9546 | 0.0312 | -0.0225 | 0.0029 |
| 18.00 | 0.8852 | 0.0497 | -0.0556 | 0.0059 |
| 18.50 | 0.8392 | 0.0585 | -0.0742 | 0.0074 |
| 19.00 | 0.9760 | 0.0348 | -0.0085 | 0.0017 |
| 19.50 | 0.9656 | 0.0527 | -0.0099 | 0.0023 |
| 20.00 | 0.9521 | 0.0806 | -0.0108 | 0.0030 |
| 20.50 | 0.8589 | 0.1575 | -0.0246 | 0.0068 |
| 21.00 | 0.7072 | 0.1812 | -0.0481 | 0.0105 |
| 21.50 | 0.5992 | 0.1796 | -0.0607 | 0.0118 |
| 22.00 | -0.2045 | 2.9824 | -0.0879 | 0.0223 |
| 22.50 | -0.2312 | 0.4502 | -0.1259 | 0.0227 |
| 23.00 | -0.4795 | 0.3060 | -0.1205 | 0.0168 |
| 23.50 | -0.2602 | 0.2061 | -0.2016 | 0.0229 |
| 24.00 | -0.581 | 0.1796 | -0.1251 | 0.0149 |
| 24.50 | -0.402 | 0.1716 | -0.2073 | 0.0207 |
| 25.00 | -0.422 | 0.1509 | -0.2273 | 0.0203 |
| 25.50 | -0.4613 | 0.1392 | -0.2265 | 0.0197 |
| 26.00 | -0.4747 | 0.1261 | -0.2429 | 0.0194 |
| 27.00 | -0.5102 | 0.1083 | -0.2598 | 0.0186 |
| 30.00 | -0.6691 | 0.0525 | -0.2515 | 0.0123 |