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

TypeStrikeExpirationVolumeOIIVBidAsk
CALL$22.00May 29, 202680916220.1%$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.