NLY Short Volume
Annaly Capital Management, Inc. (NLY) operates in the Real Estate sector, specifically the REIT - Mortgage industry, with a market capitalization near $13.69B, listed on NYSE, employing roughly 212 people, carrying a beta of 1.28 to the broader market. Annaly Capital Management, Inc. Led by David L. Finkelstein, public since 1997-10-08.
Short volume measures the number of shares sold short on a given day as reported by FINRA. Tracking short volume relative to total volume helps identify unusual bearish sentiment or short-squeeze potential.
- Latest Date
- 2026-10-14
- Short Volume
- 2.5M
- Total Volume
- 4.7M
- Short %
- 53.07%
- 30-Day Avg Short %
- 57.44%
Showing 30 days of FINRA short volume data for Annaly Capital Management, Inc..
Learn how short volume is reported and how to read the data →
NLY most-active contracts
| Type | Strike | Expiration | Volume | OI | IV | Bid | Ask |
|---|---|---|---|---|---|---|---|
| CALL | $18.50 | Oct 30, 2026 | 10.7K | 154 | 26.5% | $0.31 | $0.36 |
| CALL | $18.50 | Oct 16, 2026 | 7.2K | 5.4K | 31.0% | $0.11 | $0.14 |
| CALL | $19.00 | Nov 20, 2026 | 2.7K | 1.4K | 25.7% | $0.34 | $0.36 |
Top 3 contracts from the institutional-grade nightly options scan; ranked by volume within the broader S&P 500/400/600 + ETF universe.
Frequently asked NLY short volume questions
- What is the daily NLY short volume?
- As of Oct 14, 2026, Annaly Capital Management, Inc. (NLY) short volume is 2.5M shares against 4.7M total reported volume, or 53.07% short-side. Short volume measures shares sold short during the day; it is flow, not inventory.
- How is NLY short volume reported?
- FINRA publishes the Daily Short Sale Volume File for trades reported to FINRA TRFs and the FINRA/Nasdaq ADF on a T+1 basis. The headline figure is the count of shares that printed at the short-sale or short-exempt tick across all reporting venues for the symbol; each exchange separately publishes its own daily short-sale data file.
- What does NLY short volume tell options traders?
- Daily short-sale flow is one input that helps disambiguate dealer-hedging activity from directional bear flow when the chain shows fresh customer call inventory. It is not a clean MM-only proxy: the headline number mixes directional shorting, options-MM delta-hedging, ETF-creation arbitrage, and convertible-arb hedging. Cross-check against gamma-exposure and OI changes for a cleaner read.