NLY Short Volume
Annaly Capital Management, Inc. (NLY) operates in the Real Estate sector, specifically the REIT - Mortgage industry, with a market capitalization near $17.58B, listed on NYSE, employing roughly 212 people, carrying a beta of 1.24 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
- 2026-08-14
- Short Volume
- 924.1K
- Total Volume
- 1.9M
- Short %
- 48.85%
- 30-Day Avg Short %
- 57.93%
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 |
|---|---|---|---|---|---|---|---|
| PUT | $23.00 | Aug 21, 2026 | 59 | 8.5K | 14.7% | $0.04 | $0.07 |
| CALL | $23.00 | Aug 21, 2026 | 220 | 7.4K | 14.7% | $0.37 | $0.48 |
| CALL | $23.50 | Aug 21, 2026 | 434 | 3.7K | 13.4% | $0.09 | $0.13 |
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 Aug 14, 2026, Annaly Capital Management, Inc. (NLY) short volume is 924.1K shares against 1.9M total reported volume, or 48.85% 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.