Tour v397
NLY
ANNALY CAP MGMT INC REIT
$22.45 +0.63%
$22.49 (+0.18%)🌙
as of 07/25 03:12 AM
7/24 03:12

Option Volume

Detail
Current (07/25) 6,510
Calls: 1,704 (26%)
Puts: 4,806 (74%)
Prior (07/23) 4,939
Calls: 1,742 (35%)
Puts: 3,197 (65%)
Current vs Prior +31.81%
Calls: -2.18% (Calls)
Puts: +50.33% (Puts)
Prior 7-Day Total 69,348
Calls: 33,178 (48%)
Puts: 36,170 (52%)
Prior 7-Day Average 9,906
Calls: 4,739 (48%)
Puts: 5,167 (52%)
Current vs Prior 7-Day Avg -34.29%
Calls: -64.05%
Puts: -6.99%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/25) $189.8K
Calls: $75.5K (40%)
Puts: $114.3K (60%)
Prior (07/23) $431.7K
Calls: $75.2K (17%)
Puts: $356.5K (83%)
Current vs Prior -56.03%
Calls: +0.45%
Puts: -67.94%
Prior 7-Day Total $2.85M
Calls: $1.56M (55%)
Puts: $1.29M (45%)
Prior 7-Day Average $407.8K
Calls: $223.1K (55%)
Puts: $184.7K (45%)
Current vs Prior 7-Day Avg -53.46%
Calls: -66.14%
Puts: -38.14%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/25) 2.82
Prior (07/23) 1.84
Current vs Prior +53.68%
Prior 7-Day Average 1.27
Current vs Prior 7-Day Avg +121.69%
Sentiment BEARISH

Open Interest

Detail
Current (07/25) 68,373
Calls: 44,745 (65%)
Puts: 23,628 (35%)
Prior (07/23) 63,901
Calls: 41,797 (65%)
Puts: 22,104 (35%)
Current vs Prior +7.00%
Prior 7-Day Total 579,302
Calls: 346,879 (60%)
Puts: 232,423 (40%)
Prior 7-Day Average 82,757
Calls: 49,554 (60%)
Puts: 33,203 (40%)
Current vs Prior 7-Day Avg -17.38%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 3.61% | 4.59%5.79% | 8.86%
Prior 2.96% | 3.23%4.53% | 7.98%
Current vs Prior +21.96% | +42.16%+27.91% | +11.10%
Prior 7-Day Avg 3.23% | 4.02%4.38% | 8.04%
Current vs 7-Day Avg +11.53% | +14.23%+32.28% | +10.21%
Prior 7-Day Eod 2.96% | 3.23%4.53% | 7.98%
Current vs 7-Day Eod +21.96% | +42.16%+27.91% | +11.10%
Sentiment BEARISHBEARISH

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 16.04% | 11.55%
Calls: 19.64% | 9.76%
Puts: 12.44% | 13.34%
Current vs 7-Day Avg -19.55% | +6.79%
Liquidity Expensive
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🤖 AI Insights

Moderately bearish flow with 60% put dollar volume ($114.3K). Light premium activity with dollar volume down 56% vs prior. Extreme bearish P/C ratio of 2.82 - heavy put buying. P/C ratio rising 54% - 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 BEARISH
7-Day Avg BULLISH
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
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 1 of results (avg 9.8%, best 9.8%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$19.00Aug 213.403.75$3.589.8%40.92--
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.61, cheapest $0.56)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Aug 280.510.62$0.5619.6%10.492
$22.00Aug 70.620.69$0.6610.6%40.724
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 28 found (avg delta 0.83, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.50Jul 241.442.13$1.7938.5%91.00--
$21.00Jul 241.261.50$1.3817.4%21.0012
$21.00Jul 311.121.80$1.4646.6%100.95--
$19.00Jul 243.154.05$3.6025.0%10.94--
$22.00Jul 240.410.50$0.4520.0%170.94--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Jul 240.410.67$0.5448.1%350.96--
$22.50Jul 240.030.21$0.12150.0%3.2K0.843.4K
$23.00Jul 310.360.76$0.5671.4%50.82--
$23.00Aug 70.310.88$0.6095.0%20.7423
$22.50Jul 310.240.31$0.2825.0%950.541.3K

Most actively traded options today. High liquidity = easy entry/exit. 73 active (total vol 4.9K, top 3.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Jul 240.000.01$0.01100.0%2640.16941
$23.00Jul 310.040.08$0.0666.7%1910.18971
$22.50Jul 310.200.25$0.2321.7%1350.474.1K
$23.00Jul 240.000.01$0.01100.0%1150.042.5K
$24.00Aug 140.020.05$0.0475.0%700.0857
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Jul 240.030.21$0.12150.0%3.2K0.843.4K
$22.50Jul 310.240.31$0.2825.0%950.541.3K
$22.00Jul 310.080.14$0.1154.5%620.26223
$21.00Jul 310.010.03$0.02100.0%450.0583
$22.00Jul 240.000.02$0.01200.0%370.07320

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 18 strikes (avg 1393.2%, max 4257.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$18.50Jul 24Aug 283120.1%71.6%4257.5%5--
$18.00Jul 24Sep 42146.9%65.7%3167.2%7--
$19.00Jul 24Aug 211246.9%41.2%2925.4%5--
$24.00Jul 24Sep 4425.8%20.4%1985.3%44655
$19.50Jul 24Aug 71591.3%85.8%1754.4%6--
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$21.00Jul 24Aug 28426.2%24.3%1650.5%7179
$21.50Jul 24Aug 7407.3%24.6%1557.4%4--
$23.00Jul 24Aug 7184.7%18.5%898.5%3723
$22.00Jul 24Sep 4183.3%20.1%812.5%38320
$22.50Jul 24Aug 2134.5%18.6%84.9%3.3K3.5K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 21 found (best R:R 7.70, avg 2.70)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$25.00$26.50Jul 24$0.28$1.22$0.284.36$25.28
$23.00$24.00Aug 21$0.22$0.78$0.223.55$23.22
$23.00$24.00Aug 28$0.22$0.78$0.223.55$23.22
$23.00$23.50Aug 14$0.12$0.38$0.123.17$23.12
$23.50$24.00Aug 7$0.13$0.37$0.132.85$23.63
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$22.00$20.00Aug 21$0.23$1.77$0.237.70$21.77
$22.00$21.00Aug 14$0.15$0.85$0.155.67$21.85
$22.00$20.50Sep 4$0.26$1.24$0.264.77$21.74
$22.00$21.00Aug 28$0.19$0.81$0.194.26$21.81
$22.50$22.00Jul 24$0.11$0.39$0.113.55$22.39

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 24 found (best R:R 5.52, avg 1.15)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$18.00$19.50Jul 31$1.27$1.27$0.235.52$19.27
$19.00$23.00Aug 21$3.31$3.31$0.694.80$22.31
$18.50$19.00Jul 24$0.40$0.40$0.104.00$18.90
$18.00$24.00Sep 4$3.87$3.87$2.131.82$21.87
$22.00$22.50Jul 31$0.30$0.30$0.201.50$22.30
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$23.00$22.50Jul 31$0.28$0.28$0.221.27$22.72
$23.00$22.00Aug 7$0.43$0.43$0.570.75$22.57
$22.50$22.00Aug 21$0.20$0.20$0.300.67$22.30
$22.50$22.00Aug 14$0.19$0.19$0.310.61$22.31
$22.50$22.00Jul 31$0.17$0.17$0.330.52$22.33

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 7 found (avg debit $0.18, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$21.50Jul 24Jul 31$0.07407.3%25.2%
$21.00Jul 24Jul 31$0.08426.2%29.8%
$22.00Jul 24Jul 31$0.08183.3%22.5%
$22.50Jul 24Jul 31$0.2234.5%20.8%
$18.50Jul 24Aug 28$0.533120.1%71.6%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$22.00Jul 24Jul 31$0.10183.3%22.5%
$22.50Jul 24Jul 31$0.1634.5%20.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 13 found (cheapest 0.58% of stock, avg 4.75%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$22.50Jul 24$0.01$0.12$0.13$22.37$22.630.58%
$22.00Jul 24$0.45$0.01$0.46$21.54$22.462.05%
$22.50Jul 31$0.23$0.28$0.51$21.99$23.012.27%
$23.00Jul 24$0.01$0.54$0.55$22.45$23.552.45%
$23.00Jul 31$0.06$0.56$0.62$22.38$23.622.76%
$22.00Jul 31$0.53$0.11$0.64$21.36$22.642.85%
$23.00Aug 7$0.14$0.60$0.74$22.26$23.743.30%
$22.00Aug 7$0.66$0.17$0.83$21.17$22.833.70%
$21.50Jul 24$0.91$0.03$0.94$20.56$22.444.19%
$21.50Jul 31$0.98$0.04$1.02$20.48$22.524.54%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 58 found (cheapest 0.09% of stock, avg 1.53%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$22.50$22.00Jul 24$0.01$0.01$0.02$21.98$22.52
$22.50$21.50Jul 24$0.01$0.03$0.04$21.46$22.54
$23.50$21.00Jul 31$0.02$0.02$0.04$20.96$23.54
$23.50$21.50Jul 31$0.02$0.04$0.06$21.44$23.56
$23.00$21.00Jul 31$0.06$0.02$0.08$20.92$23.08
$23.00$21.50Jul 31$0.06$0.04$0.10$21.40$23.10
$26.50$22.00Jul 24$0.10$0.01$0.11$21.89$26.61
$24.00$20.00Aug 14$0.04$0.07$0.11$19.89$24.11
$24.00$20.00Aug 21$0.05$0.06$0.11$19.89$24.11
$24.00$20.50Aug 14$0.04$0.08$0.12$20.38$24.12

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 9 found (best R:R 1.63, avg credit $0.44)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
22/2223/24Aug 14$0.31$0.191.63$22.19$23.31
22/2324/24Aug 7$0.56$0.441.27$22.44$24.06
22/2325/26Jul 24$0.70$0.800.88$22.30$25.70
21/2222/23Aug 28$0.43$0.570.75$21.57$22.93
22/2223/24Aug 21$0.42$0.580.72$22.08$23.42
21/2223/24Aug 28$0.41$0.590.69$21.59$23.41
21/2223/24Aug 14$0.27$0.730.37$21.73$23.27
22/2225/26Jul 24$0.39$1.110.35$22.11$25.39
20/2223/24Aug 21$0.45$1.550.29$21.55$23.45

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 12 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$23.00$23.50$24.00Aug 14$0.06$0.447.33
$22.00$22.50$23.00Jul 31$0.13$0.372.85
$22.50$23.00$23.50Jul 31$0.13$0.372.85
$21.50$22.00$22.50Jul 31$0.15$0.352.33
$20.00$20.50$21.00Jul 24$0.26$0.240.92
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$21.00$21.50$22.00Jul 31$0.05$0.459.00
$21.50$22.00$22.50Jul 31$0.10$0.404.00
$22.00$22.50$23.00Jul 31$0.11$0.393.55
$21.50$22.00$22.50Jul 24$0.13$0.372.85
$22.00$22.50$23.00Jul 24$0.31$0.190.61

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 34 found (best net $-1.11, 15 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$21.50$22.001:2Jul 31-$0.08$0.42
$22.50$23.001:2Aug 28-$0.08$0.42
$24.00$24.501:2Aug 28-$0.14$0.36
$22.00$22.501:2Aug 7-$0.16$0.34
$23.00$23.501:2Aug 7-$0.16$0.34
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$21.00$18.501:2Jul 24-$1.11$1.39
$20.50$20.001:2Aug 14-$0.06$0.44
$21.00$20.501:2Aug 14-$0.06$0.44
$22.50$22.001:2Aug 14-$0.06$0.44
$21.00$20.501:2Aug 28-$0.07$0.43

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 10 found (best yield 2.27%, avg 0.91%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$22.50Aug 28$0.510.490.2%2.27%2.49%12
$22.50Aug 7$0.300.520.2%1.34%1.56%1237
$23.00Aug 28$0.280.352.5%1.25%3.70%26658
$23.00Aug 21$0.230.342.5%1.02%3.47%43.7K
$22.50Jul 31$0.200.470.2%0.89%1.11%1354.1K
$23.00Aug 14$0.170.312.5%0.76%3.21%8248
$23.00Aug 7$0.110.282.5%0.49%2.94%23--
$24.00Sep 4$0.100.186.9%0.45%7.35%4--
$23.50Aug 14$0.070.174.7%0.31%4.99%25--
$24.00Aug 28$0.070.146.9%0.31%7.22%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 1,704
Total Puts 4,806
Put/Call Ratio 2.82
Net Difference -3,102

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 33,178
Total Puts 36,170
Average Put/Call Ratio 1.27
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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