Tour v381
NLY
ANNALY CAP MGMT INC REIT
$22.65 -0.22%
$22.88 (+1.02%)🌙
as of 07/21 06:01 PM
7/21 18:01

Option Volume

Detail
Current (07/21) 8,506
Calls: 5,390 (63%)
Puts: 3,116 (37%)
Prior (07/20) 5,958
Calls: 4,081 (68%)
Puts: 1,877 (32%)
Current vs Prior +42.77%
Calls: +32.08% (Calls)
Puts: +66.01% (Puts)
Prior 7-Day Total 57,788
Calls: 26,139 (45%)
Puts: 31,649 (55%)
Prior 7-Day Average 8,255
Calls: 3,734 (45%)
Puts: 4,521 (55%)
Current vs Prior 7-Day Avg +3.04%
Calls: +44.34%
Puts: -31.08%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/21) $270.3K
Calls: $194.5K (72%)
Puts: $75.8K (28%)
Prior (07/20) $205.4K
Calls: $139.6K (68%)
Puts: $65.7K (32%)
Current vs Prior +31.61%
Calls: +39.27%
Puts: +15.33%
Prior 7-Day Total $2.34M
Calls: $1.40M (60%)
Puts: $940.7K (40%)
Prior 7-Day Average $334.4K
Calls: $200.0K (60%)
Puts: $134.4K (40%)
Current vs Prior 7-Day Avg -19.17%
Calls: -2.76%
Puts: -43.59%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/21) 0.58
Prior (07/20) 0.46
Current vs Prior +25.69%
Prior 7-Day Average 1.11
Current vs Prior 7-Day Avg -48.06%
Sentiment BULLISH

Open Interest

Detail
Current (07/21) 105,193
Calls: 54,362 (52%)
Puts: 50,831 (48%)
Prior (07/20) 102,148
Calls: 52,195 (51%)
Puts: 49,953 (49%)
Current vs Prior +2.98%
Prior 7-Day Total 535,413
Calls: 335,295 (63%)
Puts: 200,118 (37%)
Prior 7-Day Average 76,487
Calls: 47,899 (63%)
Puts: 28,588 (37%)
Current vs Prior 7-Day Avg +37.53%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 3.62% | 4.19%5.78% | 8.79%
Prior 3.83% | 4.45%5.90% | 8.94%
Current vs Prior -5.54% | -5.73%-2.02% | -1.75%
Prior 7-Day Avg 3.21% | 4.38%3.45% | 7.73%
Current vs 7-Day Avg +12.81% | -4.30%+67.68% | +13.70%
Prior 7-Day Eod 3.83% | 4.45%5.90% | 8.94%
Current vs 7-Day Eod -5.54% | -5.73%-2.02% | -1.75%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 12.90% | 12.33%
Calls: 17.65% | 13.95%
Puts: 8.16% | 10.71%
Prior 16.19% | 14.70%
Calls: 13.46% | 8.47%
Puts: 18.92% | 20.93%
Current vs Prior -20.32% | -16.12%
Prior 7-Day Avg 18.70% | 10.42%
Calls: 22.22% | 6.35%
Puts: 15.17% | 14.50%
Current vs 7-Day Avg -31.02% | +18.30%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 72% call dollar volume ($194.5K). Bullish P/C ratio of 0.58.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH

📈 Options Analysis

🎯 Tightest Spreads
💰 Best Value Under $1
📊 High Delta (ITM)
🔥 High Volume
Backwardation
📈 Debit Spreads
📉 Credit Spreads
📅 Calendar Spreads
Straddles
🔀 Strangles
🦅 Iron Condors
🦋 Butterflies
⚖️ Ratio Spreads
🛡️ Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 2 of results (avg 8.7%, best 7.7%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Jul 240.120.13$0.137.7%1.5K0.301.8K
$19.50Jul 242.953.25$3.109.7%71.002
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 10 found (avg $0.53, cheapest $0.13)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Jul 240.120.13$0.137.7%1.5K0.301.8K
$22.50Aug 70.470.56$0.5217.3%100.5738
$22.00Jul 310.710.86$0.7819.2%60.766
$22.00Aug 210.901.04$0.9714.4%2040.70641
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Aug 210.230.28$0.2619.2%1.4K0.303.2K
$22.50Aug 280.400.49$0.4520.0%30.446
$23.00Jul 240.420.50$0.4617.4%590.703.1K
$23.00Jul 310.490.56$0.5313.2%100.66104
$23.00Aug 70.540.62$0.5813.8%--0.6216

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 25 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$19.50Jul 242.953.25$3.109.7%71.002
$20.00Jul 242.113.20$2.6641.0%41.004
$21.00Jul 241.381.93$1.6533.3%10.942
$20.50Jul 241.832.51$2.1731.3%20.9224
$19.00Jul 242.894.60$3.7545.6%90.912
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.00Jul 240.801.53$1.1762.4%10.95--
$26.50Jul 242.814.25$3.5340.8%10.91--
$24.00Jul 310.611.55$1.0887.0%10.91--
$24.00Aug 210.871.62$1.2560.0%--0.8365
$23.50Aug 280.961.10$1.0313.6%--0.7040

Most actively traded options today. High liquidity = easy entry/exit. 69 active (total vol 7.3K, top 1.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Jul 240.120.13$0.137.7%1.5K0.301.8K
$23.00Aug 280.380.50$0.4427.3%5460.4376
$22.50Jul 240.300.41$0.3630.6%4400.59231
$23.00Jul 310.160.21$0.1926.3%3930.341.0K
$24.00Jul 240.010.02$0.0250.0%2310.05600
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Aug 210.230.28$0.2619.2%1.4K0.303.2K
$22.50Jul 240.180.22$0.2020.0%5450.413.5K
$22.00Jul 240.030.08$0.0683.3%2590.16167
$20.50Jul 240.000.10$0.05200.0%1970.0710
$21.00Jul 240.010.03$0.02100.0%1690.0588

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 21 strikes (avg 80.6%, max 160.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$25.00Jul 24Aug 2855.1%21.1%160.7%26112
$26.50Jul 24Aug 28125.1%56.1%123.1%333
$26.00Jul 24Aug 28113.8%52.1%118.6%252
$24.00Jul 24Aug 2838.4%20.0%92.7%238702
$22.50Jul 24Aug 2133.2%18.8%76.9%449231
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$20.50Jul 24Aug 2877.5%30.0%158.1%19738
$21.00Jul 24Aug 2850.9%24.1%110.8%169131
$21.50Jul 24Aug 2144.7%21.9%104.7%24154
$24.00Jul 24Aug 2138.4%20.2%90.6%165
$20.00Jul 24Aug 2868.4%36.6%86.8%7216

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 30 found (best R:R 5.67, avg 2.02)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$23.50$24.00Aug 21$0.10$0.40$0.104.00$23.60
$23.00$23.50Jul 31$0.11$0.39$0.113.55$23.11
$24.50$25.50Aug 14$0.22$0.78$0.223.55$24.72
$23.50$24.00Aug 28$0.11$0.39$0.113.55$23.61
$23.00$23.50Aug 7$0.13$0.37$0.132.85$23.13
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$22.00$21.00Aug 28$0.15$0.85$0.155.67$21.85
$21.00$20.50Aug 7$0.11$0.39$0.113.55$20.89
$22.50$22.00Jul 24$0.14$0.36$0.142.57$22.36
$22.50$22.00Jul 31$0.14$0.36$0.142.57$22.36
$22.50$22.00Aug 7$0.14$0.36$0.142.57$22.36

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 33 found (best R:R 16.86, avg 1.30)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$22.00$22.50Jul 31$0.36$0.36$0.142.57$22.36
$22.00$22.50Aug 21$0.33$0.33$0.171.94$22.33
$22.50$23.00Aug 21$0.26$0.26$0.241.08$22.76
$22.50$23.00Aug 7$0.25$0.25$0.251.00$22.75
$22.50$23.00Jul 24$0.23$0.23$0.270.85$22.73
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$26.50$24.00Jul 24$2.36$2.36$0.1416.86$24.14
$24.00$23.00Jul 24$0.71$0.71$0.292.45$23.29
$24.00$23.00Aug 21$0.58$0.58$0.421.38$23.42
$23.50$22.50Aug 28$0.58$0.58$0.421.38$22.92
$24.00$23.00Jul 31$0.55$0.55$0.451.22$23.45

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 14 found (avg debit $0.17, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$22.50Jul 24Jul 31$0.0633.2%22.4%
$23.00Jul 24Jul 31$0.0632.5%22.7%
$25.00Jul 24Aug 21$0.0855.1%26.4%
$21.00Jul 24Jul 31$0.1450.9%36.1%
$25.50Jul 24Aug 14$0.1558.3%41.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$21.00Jul 24Jul 31$0.0550.9%36.1%
$23.00Jul 24Jul 31$0.0732.5%22.7%
$22.00Jul 24Jul 31$0.0832.7%24.9%
$22.50Jul 24Jul 31$0.0833.2%22.4%
$19.00Jul 24Jul 31$0.22143.6%108.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 25 found (cheapest 2.47% of stock, avg 7.08%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$22.50Jul 24$0.36$0.20$0.56$21.94$23.062.47%
$23.00Jul 24$0.13$0.46$0.59$22.41$23.592.60%
$22.50Jul 31$0.42$0.28$0.70$21.80$23.203.09%
$23.00Jul 31$0.19$0.53$0.72$22.28$23.723.18%
$22.00Jul 24$0.79$0.06$0.85$21.15$22.853.75%
$22.50Aug 7$0.52$0.33$0.85$21.65$23.353.75%
$23.00Aug 7$0.27$0.58$0.85$22.15$23.853.75%
$22.00Jul 31$0.78$0.14$0.92$21.08$22.924.06%
$22.50Aug 14$0.55$0.39$0.94$21.56$23.444.15%
$23.00Aug 21$0.38$0.67$1.05$21.95$24.054.64%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 130 found (cheapest 0.35% of stock, avg 1.99%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$23.50$21.50Jul 24$0.04$0.04$0.08$21.42$23.58
$23.50$22.00Jul 24$0.04$0.06$0.10$21.90$23.60
$24.00$21.50Jul 31$0.04$0.09$0.13$21.37$24.13
$26.00$21.50Jul 24$0.10$0.04$0.14$21.36$26.14
$26.50$21.50Jul 24$0.10$0.04$0.14$21.36$26.64
$23.50$19.00Jul 24$0.04$0.11$0.15$18.85$23.65
$26.00$22.00Jul 24$0.10$0.06$0.16$21.84$26.16
$26.50$22.00Jul 24$0.10$0.06$0.16$21.84$26.66
$24.50$20.00Aug 21$0.09$0.07$0.16$19.84$24.66
$25.00$20.00Aug 21$0.09$0.07$0.16$19.84$25.16

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 16 found (best R:R 3.76, avg credit $0.34)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
22/2424/25Aug 28$0.79$0.213.76$22.71$25.29
22/2224/25Aug 28$0.37$0.132.85$22.13$24.87
20/2122/23Aug 7$0.36$0.142.57$20.64$22.86
22/2324/24Aug 21$0.34$0.162.13$22.66$23.84
22/2223/24Aug 21$0.33$0.171.94$22.17$23.33
22/2223/24Aug 28$0.33$0.171.94$22.17$23.33
22/2224/24Aug 14$0.31$0.191.63$22.19$23.81
22/2223/24Aug 7$0.27$0.231.17$22.23$23.27
22/2224/24Aug 21$0.27$0.231.17$22.23$23.77
22/2224/24Aug 28$0.27$0.231.17$22.23$23.77

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 33 found (best R:R 7.33, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$23.00$23.50$24.00Aug 7$0.06$0.447.33
$23.00$23.50$24.00Aug 21$0.06$0.447.33
$23.00$23.50$24.00Aug 28$0.06$0.447.33
$23.00$23.50$24.00Jul 24$0.07$0.436.14
$23.00$23.50$24.00Jul 31$0.07$0.436.14
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$21.50$22.00$22.50Aug 7$0.07$0.436.14
$22.00$22.50$23.00Aug 21$0.07$0.436.14
$21.50$22.00$22.50Aug 21$0.08$0.425.25
$21.50$22.00$22.50Jul 31$0.09$0.414.56
$19.00$19.50$20.00Jul 24$0.10$0.404.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 46 found (best net $-0.02, 34 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$24.00$26.001:2Jul 31-$0.02$1.98
$22.00$22.501:2Jul 31-$0.06$0.44
$23.00$23.501:2Aug 21-$0.06$0.44
$24.00$24.501:2Aug 21-$0.06$0.44
$24.50$25.001:2Aug 21-$0.09$0.41
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$21.00$19.501:2Jul 31-$0.59$0.91
$24.00$23.001:2Aug 21-$0.09$0.91
$22.00$21.001:2Aug 14-$0.14$0.86
$21.50$21.001:2Jul 31-$0.05$0.45
$21.50$21.001:2Aug 21-$0.07$0.43

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 13 found (best yield 1.68%, avg 0.80%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$23.00Aug 28$0.380.431.6%1.68%3.22%54676
$23.00Aug 21$0.340.411.6%1.50%3.05%1413.5K
$23.00Aug 14$0.280.391.6%1.24%2.78%20013
$23.00Aug 7$0.230.381.6%1.02%2.56%101923
$23.50Aug 28$0.210.303.8%0.93%4.68%1135
$23.50Aug 21$0.170.283.8%0.75%4.50%2363
$23.00Jul 31$0.160.341.6%0.71%2.25%3931.0K
$23.00Jul 24$0.120.301.6%0.53%2.08%1.5K1.8K
$24.00Aug 28$0.110.206.0%0.49%6.45%7102
$23.50Aug 7$0.100.223.8%0.44%4.19%--702

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Current Put/Call Breakdown

Total Calls 5,390
Total Puts 3,116
Put/Call Ratio 0.58
Net Difference 2,274

Prior's Put/Call Breakdown

Total Calls 4,081
Total Puts 1,877
Put/Call Ratio 0.46
Net Difference 2,204

Prior 7-Day Put/Call Summary

Total Calls 26,139
Total Puts 31,649
Average Put/Call Ratio 1.11
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
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Upcoming Earnings - 2 Weeks Prior

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
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Chart Title

Price — Past 7 Days

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