NLY Short Volume
Annaly Capital Management, Inc. (NLY) operates in the Real Estate sector, specifically the REIT - Mortgage industry, with a market capitalization near $16.24B, listed on NYSE, employing roughly 191 people, carrying a beta of 1.27 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
- 2026-05-15
- Short Volume
- 1.6M
- Total Volume
- 2.8M
- Short %
- 57.07%
- 30-Day Avg Short %
- 58.79%
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 | $22.00 | May 29, 2026 | 809 | 162 | 20.1% | $0.21 | $0.31 |
Top 1 contracts from the ORATS-sourced nightly 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 May 15, 2026, Annaly Capital Management, Inc. (NLY) short volume is 1.6M shares against 2.8M total reported volume, or 57.07% 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.