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