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NLY: Annaly Cap Mgmt Inc - Options Greek Montage |
Enter Ticker:
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| Closing Date |
Closing Price |
One Day Return |
Ten Day Return |
One Month Historical |
Two Month Historical |
Three Month Historical |
| 11/20/2009 | $18.11 | -0.70% | 6.20% | 105.29% | 113.54% | 118.62% |
| Option Symbol (Call) |
Price (Call) |
Rho (Call) |
Vega (Call) |
Theta (Call) |
Gamma (Call) |
Delta (Call) |
Implied Volatility (Call) |
Strike |
Implied Volatility (Put) |
Delta (Put) |
Gamma (Put) |
Theta (Put) |
Vega (Put) |
Rho (Put) |
Price (Put) |
Option Symbol (Put) |
| NLY LO | $5.18 | 0.01 | 0.00 | 0.01 | 0.00 | 0.99 | 99% | 13 | 51% | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | $0.01 | NLY XO |
| NLY LP | $4.18 | 0.01 | 0.00 | 0.01 | 0.00 | 0.99 | 82% | 14 | 45% | -0.00 | 0.00 | 0.00 | 0.00 | 0.00 | $0.02 | NLY XP |
| NLY LC | $3.20 | 0.01 | 0.00 | 0.01 | 0.02 | 0.98 | 67% | 15 | 37% | -0.01 | 0.02 | -0.00 | 0.00 | 0.00 | $0.03 | NLY XC |
| NLY LQ | $2.21 | 0.01 | 0.01 | 0.00 | 0.10 | 0.91 | 51% | 16 | 30% | -0.08 | 0.10 | -0.00 | 0.01 | -0.00 | $0.06 | NLY XQ |
| NLY LR | $1.27 | 0.01 | 0.02 | -0.00 | 0.21 | 0.74 | 37% | 17 | 23% | -0.25 | 0.21 | -0.01 | 0.02 | -0.00 | $0.14 | NLY XR |
| NLY LS | $0.50 | 0.01 | 0.02 | -0.01 | 0.27 | 0.49 | 27% | 18 | 18% | -0.50 | 0.27 | -0.01 | 0.02 | -0.01 | $0.41 | NLY XS |
| NLY LT | $0.12 | 0.00 | 0.02 | -0.01 | 0.21 | 0.24 | 23% | 19 | N/A | -0.75 | 0.21 | -0.01 | 0.02 | -0.01 | $0.98 | NLY XT |
| NLY LD | $0.03 | 0.00 | 0.01 | -0.00 | 0.11 | 0.09 | 23% | 20 | N/A | -0.90 | 0.11 | -0.01 | 0.01 | -0.01 | $1.92 | NLY XD |
| NLY LF | $0.01 | 0.00 | 0.00 | -0.00 | 0.04 | 0.03 | 27% | 21 | N/A | -0.96 | 0.04 | -0.01 | 0.00 | -0.02 | $2.91 | NLY XF |
| NLY LG | $0.01 | 0.00 | 0.00 | 0.00 | 0.01 | 0.01 | 34% | 22 | N/A | -0.98 | 0.01 | -0.01 | 0.00 | -0.02 | $3.91 | NLY XG |
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