Setting separate lock and home screen wallpapers

[EpicManifesto]

Hello everybody, I have posted here before because I have recently acquired a nexus 6 and am currently a recovery iPhone user trying to find his way on android. I was wondering if there was a way to set a separate wallpaper for my lock screen and for my home screen?

 

[B. Diddy]

That option isn't available on all devices. My Nexus 5 on Lollipop doesn't allow it.