Tour v388
NLY
ANNALY CAP MGMT INC REIT
$22.42 -1.02%
7/22 20:08

Option Volume

Detail
Current (07/22) 13,038
Calls: 9,749 (75%)
Puts: 3,289 (25%)
Prior (07/21) 8,506
Calls: 5,390 (63%)
Puts: 3,116 (37%)
Current vs Prior +53.28%
Calls: +80.87% (Calls)
Puts: +5.55% (Puts)
Prior 7-Day Total 62,061
Calls: 29,054 (47%)
Puts: 33,007 (53%)
Prior 7-Day Average 8,865
Calls: 4,150 (47%)
Puts: 4,715 (53%)
Current vs Prior 7-Day Avg +47.06%
Calls: +134.88%
Puts: -30.25%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/22) $454.3K
Calls: $334.2K (74%)
Puts: $120.1K (26%)
Prior (07/21) $270.3K
Calls: $194.5K (72%)
Puts: $75.8K (28%)
Current vs Prior +68.09%
Calls: +71.88%
Puts: +58.36%
Prior 7-Day Total $2.48M
Calls: $1.50M (60%)
Puts: $982.7K (40%)
Prior 7-Day Average $355.0K
Calls: $214.6K (60%)
Puts: $140.4K (40%)
Current vs Prior 7-Day Avg +27.98%
Calls: +55.75%
Puts: -14.48%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/22) 0.34
Prior (07/21) 0.58
Current vs Prior -41.64%
Prior 7-Day Average 1.09
Current vs Prior 7-Day Avg -69.17%
Sentiment BULLISH

Open Interest

Detail
Current (07/22) 77,978
Calls: 46,046 (59%)
Puts: 31,932 (41%)
Prior (07/21) 105,193
Calls: 54,362 (52%)
Puts: 50,831 (48%)
Current vs Prior -25.87%
Prior 7-Day Total 570,821
Calls: 351,528 (62%)
Puts: 219,293 (38%)
Prior 7-Day Average 81,545
Calls: 50,218 (62%)
Puts: 31,327 (38%)
Current vs Prior 7-Day Avg -4.38%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 3.26% | 3.48%5.84% | 8.56%
Prior 3.62% | 4.19%5.78% | 8.79%
Current vs Prior -10.06% | -17.05%+1.03% | -2.53%
Prior 7-Day Avg 3.24% | 4.36%3.79% | 7.86%
Current vs 7-Day Avg +0.52% | -20.15%+54.25% | +8.99%
Prior 7-Day Eod 3.62% | 4.19%5.78% | 8.79%
Current vs 7-Day Eod -10.06% | -17.05%+1.03% | -2.53%
Sentiment BULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 12.90% | 12.33%
Calls: 17.65% | 13.95%
Puts: 8.16% | 10.71%
Prior 12.90% | 12.33%
Calls: 17.65% | 13.95%
Puts: 8.16% | 10.71%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 17.81% | 10.80%
Calls: 21.36% | 7.49%
Puts: 14.26% | 14.11%
Current vs 7-Day Avg -27.58% | +14.20%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 74% call dollar volume ($334.2K). Elevated premium activity with dollar volume up 68% vs prior. Above-average activity with volume up 53% vs prior. Extreme bullish P/C ratio of 0.34 - heavy call buying (9,749 calls vs 3,289 puts).

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 BULLISH
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 1 of results (avg 7.9%, best 7.9%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Aug 210.730.79$0.767.9%120.662.2K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 8 found (avg $0.56, cheapest $0.29)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Aug 210.460.56$0.5119.6%180.509
$22.00Aug 210.780.87$0.8310.8%190.66824
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Aug 210.270.31$0.2913.8%1160.343.7K
$22.50Aug 70.330.39$0.3616.7%40.52--
$22.50Aug 210.440.51$0.4814.6%410.5138
$22.50Aug 280.480.57$0.5217.3%140.506
$23.00Aug 70.660.74$0.7011.4%10.72--

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 36 found (avg delta 0.82, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.50Jul 243.804.85$4.3224.3%60.99--
$20.00Jul 242.152.57$2.3617.8%30.987
$20.50Jul 241.692.06$1.8819.7%40.9726
$21.00Jul 241.351.71$1.5323.5%100.963
$21.50Jul 240.831.24$1.0339.8%200.964
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Jul 242.303.15$2.7231.2%21.001
$25.50Jul 242.204.15$3.1861.3%11.00--
$24.00Jul 240.752.15$1.4596.6%10.95--
$24.00Jul 310.762.19$1.4896.6%10.91--
$23.00Jul 240.340.85$0.6085.0%460.893.1K

Most actively traded options today. High liquidity = easy entry/exit. 88 active (total vol 10.6K, top 4.9K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Jul 310.210.28$0.2528.0%4.9K0.4653
$22.50Jul 240.080.12$0.1040.0%9220.41499
$23.00Jul 240.000.05$0.03166.7%9170.112.7K
$21.50Jul 310.981.09$1.0410.6%4420.87--
$23.50Jul 240.000.01$0.01100.0%2750.031.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Jul 240.150.19$0.1723.5%6070.593.7K
$20.00Aug 70.000.35$0.18194.4%3180.1321
$22.00Jul 240.020.05$0.0475.0%2790.15300
$20.00Aug 210.040.10$0.0785.7%1980.08361
$21.00Aug 70.040.08$0.0666.7%1400.1030

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 19 strikes (avg 71.4%, max 235.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$19.00Jul 24Aug 14170.0%50.6%235.7%106
$24.00Jul 24Aug 2850.2%20.1%150.0%13755
$21.00Jul 24Aug 2853.1%22.3%138.6%153
$23.50Jul 24Aug 2832.7%19.7%65.8%3951.8K
$21.50Jul 24Aug 1434.4%22.1%55.8%284
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$20.00Jul 24Aug 2878.1%26.7%192.5%7222
$21.00Jul 24Aug 2153.1%23.8%123.4%71732
$21.50Jul 24Aug 2834.4%21.7%58.7%17159
$24.00Jul 24Jul 3150.2%31.7%58.2%2--
$23.00Jul 24Aug 2128.5%19.6%45.7%585.3K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 19 found (best R:R 7.82, avg 2.34)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$23.00$23.50Aug 14$0.11$0.39$0.113.55$23.11
$23.00$23.50Aug 28$0.15$0.35$0.152.33$23.15
$23.00$23.50Aug 21$0.16$0.34$0.162.13$23.16
$22.50$23.00Jul 31$0.16$0.34$0.162.12$22.66
$22.50$23.00Aug 7$0.19$0.31$0.191.63$22.69
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$21.50$20.00Aug 28$0.17$1.33$0.177.82$21.33
$22.00$21.00Aug 14$0.16$0.84$0.165.25$21.84
$22.00$21.50Aug 28$0.11$0.39$0.113.55$21.89
$22.50$22.00Jul 24$0.13$0.37$0.132.85$22.37
$22.50$22.00Jul 31$0.17$0.33$0.171.94$22.33

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 27 found (best R:R 5.67, avg 1.39)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$21.50$22.50Aug 14$0.74$0.74$0.262.85$22.24
$21.00$21.50Jul 31$0.36$0.36$0.142.57$21.36
$20.50$21.00Jul 24$0.35$0.35$0.152.33$20.85
$21.00$22.50Aug 7$1.04$1.04$0.462.26$22.04
$21.00$23.00Aug 28$1.30$1.30$0.701.86$22.30
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$24.00$23.00Jul 24$0.85$0.85$0.155.67$23.15
$24.00$23.00Jul 31$0.81$0.81$0.194.26$23.19
$23.00$22.50Jul 31$0.37$0.37$0.132.85$22.63
$23.00$22.50Aug 7$0.34$0.34$0.162.12$22.66
$23.00$22.50Aug 21$0.28$0.28$0.221.27$22.72

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 12 found (avg debit $0.13, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$20.50Jul 24Jul 31$0.0668.9%80.4%
$23.00Jul 24Jul 31$0.0628.5%20.1%
$20.00Jul 24Jul 31$0.1578.1%53.6%
$22.50Jul 24Jul 31$0.1520.6%20.1%
$24.00Jul 24Aug 14$0.3850.2%41.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$23.00Jul 24Jul 31$0.0728.5%20.1%
$25.00Jul 24Jul 31$0.0866.9%97.2%
$22.00Jul 24Jul 31$0.0926.3%20.9%
$21.50Jul 24Aug 7$0.1034.4%23.3%
$21.00Jul 24Jul 31$0.1153.1%42.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 23 found (cheapest 1.20% of stock, avg 8.01%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$22.50Jul 24$0.10$0.17$0.27$22.23$22.771.20%
$22.50Jul 31$0.25$0.30$0.55$21.95$23.052.45%
$22.00Jul 24$0.56$0.04$0.60$21.40$22.602.68%
$22.00Jul 31$0.48$0.13$0.61$21.39$22.612.72%
$23.00Jul 24$0.03$0.60$0.63$22.37$23.632.81%
$22.50Aug 7$0.35$0.36$0.71$21.79$23.213.17%
$23.00Jul 31$0.09$0.67$0.76$22.24$23.763.39%
$23.00Aug 7$0.16$0.70$0.86$22.14$23.863.84%
$22.50Aug 21$0.51$0.48$0.99$21.51$23.494.42%
$21.50Jul 24$1.03$0.01$1.04$20.46$22.544.64%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 73 found (cheapest 0.31% of stock, avg 1.61%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$23.00$22.00Jul 24$0.03$0.04$0.07$21.93$23.07
$23.50$21.00Aug 7$0.07$0.06$0.13$20.87$23.63
$22.50$22.00Jul 24$0.10$0.04$0.14$21.86$22.64
$23.50$22.00Jul 31$0.02$0.13$0.15$21.85$23.65
$23.50$21.00Jul 31$0.02$0.13$0.15$20.85$23.65
$24.00$20.50Aug 21$0.06$0.09$0.15$20.35$24.15
$23.50$21.50Aug 7$0.07$0.11$0.18$21.32$23.68
$23.50$19.50Aug 14$0.11$0.07$0.18$19.32$23.68
$24.00$19.50Aug 21$0.06$0.12$0.18$19.32$24.18
$24.00$21.00Aug 21$0.06$0.13$0.19$20.81$24.19

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 6 found (best R:R 2.33, avg credit $0.32)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
22/2223/24Aug 21$0.35$0.152.33$22.15$23.35
22/2223/24Aug 28$0.32$0.181.78$22.18$23.32
22/2223/24Aug 28$0.26$0.241.08$21.74$23.26
21/2222/23Aug 14$0.37$0.630.59$21.63$22.87
21/2223/24Aug 14$0.27$0.730.37$21.73$23.27
20/2223/24Aug 28$0.32$1.180.27$21.18$23.32

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 30 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$22.50$23.00$23.50Jul 24$0.05$0.459.00
$22.50$23.00$23.50Aug 21$0.06$0.447.33
$22.00$22.50$23.00Jul 31$0.07$0.436.14
$23.00$23.50$24.00Aug 28$0.07$0.436.14
$24.00$25.00$26.00Jul 24$0.15$0.855.67
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$21.50$22.00$22.50Aug 28$0.06$0.447.33
$19.50$20.00$20.50Aug 21$0.07$0.436.14
$21.50$22.00$22.50Aug 7$0.09$0.414.56
$22.00$22.50$23.00Aug 21$0.09$0.414.56
$21.50$22.00$22.50Jul 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. 38 found (best net $-0.01, 24 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$26.001:2Jul 24-$0.31$0.69
$23.00$23.501:2Aug 28-$0.05$0.45
$22.50$23.001:2Aug 21-$0.07$0.43
$21.50$22.001:2Jul 24-$0.09$0.41
$22.00$22.501:2Aug 21-$0.19$0.31
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$20.00$18.501:2Jul 24-$0.01$1.49
$21.00$20.001:2Jul 24$0.00$1.00
$20.50$19.501:2Aug 14-$0.05$0.95
$22.00$21.001:2Jul 31-$0.13$0.87
$25.00$24.001:2Jul 31-$0.16$0.84

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 14 found (best yield 2.05%, avg 0.87%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$22.50Aug 21$0.460.500.4%2.05%2.41%189
$22.50Aug 14$0.380.490.4%1.69%2.05%2912
$22.50Aug 7$0.300.490.4%1.34%1.69%1348
$23.00Aug 28$0.290.372.6%1.29%3.88%16620
$23.00Aug 21$0.230.352.6%1.03%3.61%2123.6K
$22.50Jul 31$0.210.460.4%0.94%1.29%4.9K53
$23.00Aug 14$0.170.322.6%0.76%3.35%15--
$23.50Aug 28$0.150.254.8%0.67%5.49%120136
$23.00Aug 7$0.120.282.6%0.54%3.12%13822
$23.50Aug 21$0.110.204.8%0.49%5.31%1--

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 9,749
Total Puts 3,289
Put/Call Ratio 0.34
Net Difference 6,460

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 29,054
Total Puts 33,007
Average Put/Call Ratio 1.09
Ratio Trend Falling

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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