Former Commandant of Station Alpha, Dalek Thay was a member of the Cult of Skaro and was the first Dalek to encounter the Cybermen during the Battle of Canary Wharf in 2007. Thay was tricked into identifying himself by the Cybermen after both sides refused to "identify first." Thay spoke in a slightly low-pitched voice with a slight nasal croak .(DW: Doomsday)
In 1930 in New York City, Thay originally had strong feelings against the Final Experiment, claiming that it was against the Dalek ideology of racial purity, but eventually conceded that it was necessary for survival. To complete the Empire State Building before the gamma strike would hit Earth, three of the back plates of Thay's casing were removed and attached to the building's mast, being replaced with iron as the bonded polycarbide of the plates was required to attract the gamma strike. (DW: Daleks in Manhattan)
When the Doctor witnessed Dalek Sec become a Human-Dalek and freed multiple prisoners, Thay, Caan and the Pig-slaves tried to recapture them, failing to do so Caan ordered th slaves to return to base once alone, Caan asked Thay's opinion of Sec he stated the cult was created to follow Sec but confirmed he had doubts. During the creation of the Dalek-Humans Thay rebelled against Sec and the Doctor with Jast and Caan, Thay justified Jast's statement that Sec had lost his authority by stating he was no longer Dalek. While confronting the Doctor in the theatre, Thay claimed the Time Lord had to die, Sec (now imprisoned in chains on Thay's manipulator arm) through himself infront of Thay's death ray causing his extermination. The Dalek-Humans, after the Doctor explained that the Dalek-Humans weren't Daleks and that his Gallifreyan DNA was mixed with their Dalek and Human DNA in the "Final Experiment", questioned orders and revolted against their Dalek masters, Thay immediatley opened fire on the hybrids claiming " If they will not obey then they must die!" the resulting fire fight destroyed Thay and Jast. (DW: Evolution of the Daleks)
Personality
Dalek Thay had the second lowest pitch voice of the Cult with a nasal croak, and always seemed to want the Dalek race to be "pure" as demonstrated during the Final Experiment, when he protested to Sec's bonding with Mr Diagoras and later when the Doctor and Sec spoke of how Davros was wrong and that it would be better to no longer be the "supreme beings". He seemed very loyal Dalek Sec until his hybridisation, and to Dalek Caan when they revolted against Dalek Sec and did not hesitate to exterminate anyone who stood in their way.