Tour v394
NLY
ANNALY CAP MGMT INC REIT
$22.31 -0.49%
$22.45 (+0.63%)🌙
as of 07/23 06:53 PM
7/23 18:53

Option Volume

Detail
Current (07/23) 4,939
Calls: 1,742 (35%)
Puts: 3,197 (65%)
Prior (07/22) 13,038
Calls: 9,749 (75%)
Puts: 3,289 (25%)
Current vs Prior -62.12%
Calls: -82.13% (Calls)
Puts: -2.80% (Puts)
Prior 7-Day Total 69,608
Calls: 35,411 (51%)
Puts: 34,197 (49%)
Prior 7-Day Average 9,944
Calls: 5,058 (51%)
Puts: 4,885 (49%)
Current vs Prior 7-Day Avg -50.33%
Calls: -65.56%
Puts: -34.56%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/23) $431.7K
Calls: $75.2K (17%)
Puts: $356.5K (83%)
Prior (07/22) $454.3K
Calls: $334.2K (74%)
Puts: $120.1K (26%)
Current vs Prior -4.98%
Calls: -77.50%
Puts: +196.93%
Prior 7-Day Total $2.69M
Calls: $1.69M (63%)
Puts: $1.00M (37%)
Prior 7-Day Average $384.6K
Calls: $241.5K (63%)
Puts: $143.1K (37%)
Current vs Prior 7-Day Avg +12.24%
Calls: -68.86%
Puts: +149.07%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/23) 1.84
Prior (07/22) 0.34
Current vs Prior +443.99%
Prior 7-Day Average 1.05
Current vs Prior 7-Day Avg +74.12%
Sentiment BEARISH

Open Interest

Detail
Current (07/23) 63,901
Calls: 41,797 (65%)
Puts: 22,104 (35%)
Prior (07/22) 77,978
Calls: 46,046 (59%)
Puts: 31,932 (41%)
Current vs Prior -18.05%
Prior 7-Day Total 585,027
Calls: 352,636 (60%)
Puts: 232,391 (40%)
Prior 7-Day Average 83,575
Calls: 50,376 (60%)
Puts: 33,198 (40%)
Current vs Prior 7-Day Avg -23.54%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 2.96% | 3.23%4.53% | 7.98%
Prior 3.26% | 3.48%5.84% | 8.56%
Current vs Prior -9.14% | -7.24%-22.52% | -6.83%
Prior 7-Day Avg 3.21% | 4.20%4.13% | 7.95%
Current vs 7-Day Avg -7.83% | -23.18%+9.66% | +0.33%
Prior 7-Day Eod 3.26% | 3.48%5.84% | 8.56%
Current vs 7-Day Eod -9.14% | -7.24%-22.52% | -6.83%
Sentiment BULLISHBULLISH

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 16.92% | 11.17%
Calls: 20.50% | 8.62%
Puts: 13.35% | 13.72%
Current vs 7-Day Avg -23.78% | +10.37%
Liquidity Expensive
+
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🤖 AI Insights

Strong bearish conviction with 83% of dollar volume in puts ($356.5K) vs calls ($75.2K). Below-average activity with volume down 62% vs prior. Extreme bearish P/C ratio of 1.84 - heavy put buying. P/C ratio rising 444% - increased hedging/bearish positioning.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
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 -- of results (avg --%, best --%)

No options available for this category

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

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 21 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.50Jul 242.924.75$3.8447.7%71.009
$20.00Jul 241.434.30$2.87100.0%71.009
$19.00Jul 242.575.30$3.9369.5%10.917
$21.50Jul 240.001.72$0.86200.0%20.90--
$21.00Aug 210.572.16$1.37116.1%10.87--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Jul 240.001.64$0.82200.0%70.96--
$23.00Aug 70.000.90$0.45200.0%70.79--
$22.50Jul 240.120.39$0.26103.8%470.773.5K
$23.00Aug 210.351.12$0.74104.1%60.722.2K
$23.00Aug 280.411.18$0.8096.2%40.67--

Most actively traded options today. High liquidity = easy entry/exit. 61 active (total vol 2.3K, top 420)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Aug 210.090.29$0.19105.3%2500.273.7K
$22.50Jul 240.000.08$0.04200.0%1850.23939
$22.50Jul 310.100.34$0.22109.1%1450.434.1K
$24.00Aug 210.040.07$0.0650.0%1100.101.4K
$24.00Aug 70.000.04$0.02200.0%1070.05--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Aug 210.180.36$0.2766.7%4200.393.8K
$22.00Jul 240.000.08$0.04200.0%1810.21251
$20.50Aug 280.010.32$0.17182.4%600.1528
$22.50Jul 240.120.39$0.26103.8%470.773.5K
$20.00Aug 280.001.59$0.80198.8%400.264

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 13 strikes (avg 289.9%, max 974.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$21.00Jul 24Aug 21215.1%20.0%974.4%313
$23.50Jul 24Aug 2185.8%18.1%375.0%371.5K
$21.50Jul 24Jul 3162.6%27.2%130.2%78364
$22.00Jul 24Aug 1430.3%17.0%78.4%35--
$23.00Jul 24Aug 2834.7%20.0%73.3%1183.1K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$21.00Jul 24Aug 21215.1%20.0%974.4%14177
$19.50Jul 24Aug 28389.3%46.7%733.4%211
$21.50Jul 24Aug 762.6%17.9%249.0%3--
$23.00Jul 24Aug 2834.7%20.0%73.3%11--
$22.00Jul 24Aug 2830.3%19.1%58.6%192279

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 19 found (best R:R 6.14, avg 2.25)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$23.00$23.50Aug 21$0.10$0.40$0.104.00$23.10
$22.50$23.00Aug 21$0.12$0.38$0.123.17$22.62
$22.50$23.00Jul 31$0.15$0.35$0.152.33$22.65
$22.00$22.50Jul 31$0.16$0.34$0.162.12$22.16
$22.00$22.50Aug 14$0.17$0.33$0.171.94$22.17
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$22.00$20.50Aug 28$0.21$1.29$0.216.14$21.79
$22.00$21.00Aug 21$0.17$0.83$0.174.88$21.83
$22.00$21.50Jul 31$0.12$0.38$0.123.17$21.88
$22.50$22.00Jul 31$0.14$0.36$0.142.57$22.36
$22.50$22.00Aug 21$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. 22 found (best R:R 8.09, avg 1.23)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$21.00$22.00Aug 7$0.89$0.89$0.118.09$21.89
$22.00$22.50Jul 24$0.36$0.36$0.142.57$22.36
$21.00$22.50Aug 21$1.06$1.06$0.442.41$22.06
$22.00$22.50Aug 7$0.33$0.33$0.171.94$22.33
$22.50$23.00Aug 28$0.31$0.31$0.191.63$22.81
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$23.00$22.50Aug 21$0.33$0.33$0.171.94$22.67
$20.50$20.00Aug 21$0.30$0.30$0.201.50$20.20
$22.50$22.00Jul 24$0.22$0.22$0.280.79$22.28
$23.00$22.00Aug 28$0.42$0.42$0.580.72$22.58
$23.00$22.00Aug 7$0.32$0.32$0.680.47$22.68

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $0.25, cheapest $0.06)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$23.00Jul 24Jul 31$0.0634.7%20.4%
$22.50Jul 24Jul 31$0.1827.0%21.4%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$22.50Jul 24Jul 31$0.0827.0%21.4%
$22.00Jul 24Jul 31$0.1630.3%27.1%
$20.50Aug 7Aug 21$0.2637.0%41.6%
$20.00Aug 21Aug 28$0.7427.3%65.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 17 found (cheapest 1.34% of stock, avg 5.48%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$22.50Jul 24$0.04$0.26$0.30$22.20$22.801.34%
$22.00Jul 24$0.40$0.04$0.44$21.56$22.441.97%
$22.50Jul 31$0.22$0.34$0.56$21.94$23.062.51%
$23.00Aug 7$0.11$0.45$0.56$22.44$23.562.51%
$22.00Jul 31$0.38$0.20$0.58$21.42$22.582.60%
$22.00Aug 7$0.53$0.13$0.66$21.34$22.662.96%
$21.50Jul 31$0.60$0.08$0.68$20.82$22.183.05%
$22.50Aug 21$0.31$0.41$0.72$21.78$23.223.23%
$22.00Aug 14$0.51$0.29$0.80$21.20$22.803.59%
$23.00Jul 24$0.01$0.82$0.83$22.17$23.833.72%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 56 found (cheapest 0.22% of stock, avg 1.91%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$23.50$21.00Jul 31$0.02$0.03$0.05$20.95$23.55
$22.50$22.00Jul 24$0.04$0.04$0.08$21.92$22.58
$22.50$21.50Jul 24$0.04$0.05$0.09$21.41$22.59
$23.50$22.00Jul 24$0.05$0.04$0.09$21.91$23.59
$23.50$21.50Jul 24$0.05$0.05$0.10$21.40$23.60
$23.00$21.00Jul 31$0.07$0.03$0.10$20.90$23.10
$23.50$21.50Jul 31$0.02$0.08$0.10$21.40$23.60
$24.00$20.00Aug 21$0.06$0.06$0.12$19.88$24.12
$22.50$19.00Jul 24$0.04$0.11$0.15$18.85$22.65
$23.00$21.50Jul 31$0.07$0.08$0.15$21.35$23.15

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 6 found (best R:R 9.71, avg credit $0.49)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
20/2021/22Aug 21$1.36$0.149.71$19.14$22.36
22/2222/23Jul 31$0.27$0.231.17$21.73$22.77
22/2223/24Aug 21$0.24$0.260.92$22.26$23.24
20/2222/23Aug 28$0.52$0.980.53$21.48$23.02
21/2222/23Aug 21$0.29$0.710.41$21.71$22.79
21/2223/24Aug 21$0.27$0.730.37$21.73$23.27

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 14 found (best R:R 7.33, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$21.50$22.00$22.50Jul 31$0.06$0.447.33
$22.50$23.00$23.50Jul 24$0.07$0.436.14
$23.00$23.50$24.00Aug 21$0.07$0.436.14
$21.50$22.00$22.50Jul 24$0.10$0.404.00
$22.50$23.00$23.50Jul 31$0.10$0.404.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$21.00$21.50$22.00Jul 31$0.07$0.436.14
$22.00$22.50$23.00Aug 21$0.19$0.311.63
$21.50$22.00$22.50Jul 24$0.23$0.271.17
$22.00$22.50$23.00Jul 24$0.34$0.160.47
$21.00$21.50$22.00Jul 24$0.37$0.130.35

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 29 found (best net $-0.60, 13 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$23.00$24.501:2Aug 28-$0.60$0.90
$22.00$22.501:2Jul 31-$0.06$0.44
$22.50$23.001:2Aug 21-$0.07$0.43
$20.00$20.501:2Jul 24-$0.09$0.41
$23.00$23.501:2Jul 24-$0.09$0.41
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$21.50$20.501:2Aug 7-$0.14$0.86
$21.00$19.501:2Jul 24-$0.77$0.73
$22.00$21.501:2Jul 24-$0.06$0.44
$22.50$22.001:2Jul 31-$0.06$0.44
$23.00$22.501:2Aug 21-$0.08$0.42

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 4 found (best yield 1.03%, avg 0.70%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$22.50Aug 28$0.230.480.8%1.03%1.88%11
$23.00Aug 28$0.200.343.1%0.90%3.99%42616
$22.50Jul 31$0.100.430.8%0.45%1.30%1454.1K
$23.00Aug 21$0.090.273.1%0.40%3.50%2503.7K

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 1,742
Total Puts 3,197
Put/Call Ratio 1.84
Net Difference -1,455

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 35,411
Total Puts 34,197
Average Put/Call Ratio 1.05
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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