Tour v422
NLY
ANNALY CAP MGMT INC REIT
$22.57 +0.53%
$22.64 (+0.31%)🌙
as of 07/27 06:53 PM
7/27 18:53

Option Volume

Detail
Current (07/27) 4,650
Calls: 3,603 (77%)
Puts: 1,047 (23%)
Prior (07/24) 6,510
Calls: 1,704 (26%)
Puts: 4,806 (74%)
Current vs Prior -28.57%
Calls: +111.44% (Calls)
Puts: -78.21% (Puts)
Prior 7-Day Total 57,490
Calls: 29,738 (52%)
Puts: 27,752 (48%)
Prior 7-Day Average 8,212
Calls: 4,248 (52%)
Puts: 3,964 (48%)
Current vs Prior 7-Day Avg -43.38%
Calls: -15.19%
Puts: -73.59%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/27) $197.5K
Calls: $127.7K (65%)
Puts: $69.8K (35%)
Prior (07/24) $189.8K
Calls: $75.5K (40%)
Puts: $114.3K (60%)
Current vs Prior +4.02%
Calls: +69.05%
Puts: -38.95%
Prior 7-Day Total $2.29M
Calls: $1.28M (56%)
Puts: $1.00M (44%)
Prior 7-Day Average $326.6K
Calls: $183.5K (56%)
Puts: $143.1K (44%)
Current vs Prior 7-Day Avg -39.54%
Calls: -30.42%
Puts: -51.24%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/27) 0.29
Prior (07/24) 2.82
Current vs Prior -89.70%
Prior 7-Day Average 1.31
Current vs Prior 7-Day Avg -77.78%
Sentiment BULLISH

Open Interest

Detail
Current (07/27) 56,398
Calls: 35,293 (63%)
Puts: 21,105 (37%)
Prior (07/24) 68,373
Calls: 44,745 (65%)
Puts: 23,628 (35%)
Current vs Prior -17.51%
Prior 7-Day Total 575,745
Calls: 338,668 (59%)
Puts: 237,077 (41%)
Prior 7-Day Average 82,249
Calls: 48,381 (59%)
Puts: 33,868 (41%)
Current vs Prior 7-Day Avg -31.43%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 3.32% | 4.16%5.45% | 8.77%
Prior 3.61% | 4.59%5.79% | 8.86%
Current vs Prior -7.90% | -9.22%-5.89% | -1.03%
Prior 7-Day Avg 3.37% | 4.08%4.82% | 8.23%
Current vs 7-Day Avg -1.33% | +2.09%+13.01% | +6.60%
Prior 7-Day Eod 3.61% | 4.59%5.79% | 8.86%
Current vs 7-Day Eod -7.90% | -9.22%-5.89% | -1.03%
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 15.15% | 11.92%
Calls: 18.77% | 10.90%
Puts: 11.52% | 12.95%
Current vs 7-Day Avg -14.84% | +3.44%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 65% call dollar volume ($127.7K). Extreme bullish P/C ratio of 0.29 - heavy call buying (3,603 calls vs 1,047 puts). P/C ratio dropping 90% - sentiment shifting bullish. Call-heavy open interest (35,293 calls vs 21,105 puts) suggests bullish positioning.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
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 2 of results (avg 7.0%, best 6.0%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.50Jul 314.054.30$4.186.0%20.92--
$19.00Jul 313.553.85$3.708.1%20.896
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 3 found (avg $0.27, cheapest $0.24)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Jul 310.250.30$0.2817.9%2360.584.1K
$23.00Aug 210.270.32$0.3016.7%1490.373.7K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Aug 210.220.26$0.2416.7%60.303.6K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 16 found (avg delta 0.77, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Jul 312.472.94$2.7117.3%20.971
$21.50Jul 311.051.29$1.1720.5%1970.96319
$21.00Jul 311.172.23$1.7062.4%20.94--
$18.50Jul 314.054.30$4.186.0%20.92--
$19.50Jul 312.603.35$2.9825.2%20.92--
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Jul 310.310.63$0.4768.1%80.80115
$23.50Aug 280.771.21$0.9944.4%500.75--
$23.00Aug 210.590.74$0.6722.4%50.632.2K

Most actively traded options today. High liquidity = easy entry/exit. 59 active (total vol 3.5K, top 970)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Jul 310.040.08$0.0666.7%9700.21982
$23.00Aug 70.120.21$0.1656.2%6220.30809
$23.00Aug 140.190.25$0.2227.3%4310.35256
$22.50Jul 310.250.30$0.2817.9%2360.584.1K
$21.50Jul 311.051.29$1.1720.5%1970.96319
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Aug 140.130.20$0.1741.2%1000.26--
$22.50Jul 310.140.20$0.1735.3%700.431.2K
$23.50Aug 280.771.21$0.9944.4%500.75--
$20.00Sep 40.010.31$0.16187.5%420.1220
$21.50Aug 210.110.19$0.1553.3%320.2020

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 10 strikes (avg 20.7%, max 48.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$24.00Jul 31Sep 428.3%19.1%48.3%314
$22.50Jul 31Aug 2123.0%19.6%17.4%2484.2K
$22.00Jul 31Aug 725.9%22.5%15.2%3--
$23.00Jul 31Aug 2821.3%19.5%9.1%9871.7K
$23.50Jul 31Sep 419.8%19.7%0.3%511.4K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$21.00Aug 7Aug 2834.7%25.0%38.7%3138
$22.00Jul 31Aug 2125.9%20.5%26.6%183.9K
$22.50Jul 31Aug 2823.0%18.6%23.3%801.3K
$21.50Jul 31Aug 2127.6%22.7%21.4%511.3K
$23.00Jul 31Aug 2121.3%20.0%6.4%132.3K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 21 found (best R:R 4.00, avg 2.04)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$23.50$24.00Aug 21$0.10$0.40$0.104.00$23.60
$23.50$24.00Aug 28$0.10$0.40$0.104.00$23.60
$23.50$24.00Sep 4$0.11$0.39$0.113.55$23.61
$23.00$23.50Aug 14$0.12$0.38$0.123.17$23.12
$23.00$23.50Aug 21$0.13$0.37$0.132.85$23.13
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$22.50$21.00Aug 28$0.30$1.20$0.304.00$22.20
$22.50$22.00Jul 31$0.12$0.38$0.123.17$22.38
$22.50$22.00Aug 14$0.15$0.35$0.152.33$22.35
$22.50$22.00Aug 21$0.18$0.32$0.181.78$22.32
$22.50$22.00Aug 7$0.21$0.29$0.211.38$22.29

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 21 found (best R:R 1.50, avg 0.69)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$19.50$20.00Jul 31$0.27$0.27$0.231.17$19.77
$22.50$23.00Aug 14$0.27$0.27$0.231.17$22.77
$22.50$23.00Aug 21$0.26$0.26$0.241.08$22.76
$22.50$23.00Aug 7$0.23$0.23$0.270.85$22.73
$22.50$23.00Jul 31$0.22$0.22$0.280.79$22.72
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$23.00$22.50Jul 31$0.30$0.30$0.201.50$22.70
$23.50$22.50Aug 28$0.56$0.56$0.441.27$22.94
$23.00$22.50Aug 21$0.25$0.25$0.251.00$22.75
$22.50$22.00Aug 7$0.21$0.21$0.290.72$22.29
$22.50$22.00Aug 21$0.18$0.18$0.320.56$22.32

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 9 found (avg debit $0.11, cheapest $0.06)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$23.50Jul 31Aug 7$0.0619.8%23.1%
$23.00Jul 31Aug 7$0.1021.3%22.9%
$22.50Jul 31Aug 7$0.1123.0%23.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$21.50Jul 31Aug 7$0.0727.6%25.5%
$20.00Aug 21Aug 28$0.0930.2%36.7%
$22.00Jul 31Aug 7$0.1025.9%22.5%
$20.50Aug 21Aug 28$0.1127.7%33.7%
$22.50Jul 31Aug 7$0.1923.0%23.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 11 found (cheapest 1.99% of stock, avg 4.97%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$22.50Jul 31$0.28$0.17$0.45$22.05$22.951.99%
$23.00Jul 31$0.06$0.47$0.53$22.47$23.532.35%
$22.50Aug 7$0.39$0.36$0.75$21.75$23.253.32%
$22.00Aug 7$0.61$0.15$0.76$21.24$22.763.37%
$22.00Jul 31$0.75$0.05$0.80$21.20$22.803.54%
$22.50Aug 14$0.49$0.32$0.81$21.69$23.313.59%
$23.00Aug 21$0.30$0.67$0.97$22.03$23.974.30%
$22.50Aug 21$0.56$0.42$0.98$21.52$23.484.34%
$21.50Jul 31$1.17$0.01$1.18$20.32$22.685.23%
$23.50Aug 28$0.20$0.99$1.19$22.31$24.695.27%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 56 found (cheapest 0.44% of stock, avg 1.50%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$25.50$22.00Jul 31$0.05$0.05$0.10$21.90$25.60
$23.00$22.00Jul 31$0.06$0.05$0.11$21.89$23.11
$24.00$20.50Aug 21$0.07$0.07$0.14$20.36$24.14
$23.50$21.50Aug 7$0.07$0.08$0.15$21.35$23.65
$23.50$21.00Aug 7$0.07$0.08$0.15$20.85$23.65
$24.50$21.50Aug 14$0.05$0.11$0.16$21.34$24.66
$24.00$21.00Aug 21$0.07$0.09$0.16$20.84$24.16
$24.00$21.50Aug 14$0.08$0.11$0.19$21.31$24.19
$23.50$21.50Aug 14$0.10$0.11$0.21$21.29$23.71
$25.00$20.00Sep 4$0.05$0.16$0.21$19.79$25.21

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 6 found (best R:R 2.33, avg credit $0.35)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
22/2324/24Aug 21$0.35$0.152.33$22.65$23.85
22/2223/24Aug 21$0.31$0.191.63$22.19$23.31
22/2224/24Aug 21$0.28$0.221.27$22.22$23.78
22/2223/24Aug 14$0.27$0.231.17$22.23$23.27
21/2223/24Aug 28$0.47$1.030.46$22.03$23.47
21/2224/24Aug 28$0.40$1.100.36$22.10$23.90

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 18 found (best R:R 6.14, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$23.00$23.50$24.00Aug 28$0.07$0.436.14
$19.50$20.00$20.50Jul 31$0.10$0.404.00
$23.00$23.50$24.00Aug 14$0.10$0.404.00
$21.00$21.50$22.00Jul 31$0.11$0.393.55
$22.50$23.00$23.50Aug 21$0.13$0.372.85
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$21.00$21.50$22.00Aug 7$0.07$0.436.14
$22.00$22.50$23.00Aug 21$0.07$0.436.14
$21.50$22.00$22.50Jul 31$0.08$0.425.25
$21.50$22.00$22.50Aug 14$0.09$0.414.56
$21.50$22.00$22.50Aug 21$0.09$0.414.56

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 21 found (best net $-0.41, 12 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$24.00$25.501:2Jul 31-$0.09$1.41
$23.50$24.001:2Aug 14-$0.06$0.44
$22.00$22.501:2Aug 7-$0.17$0.33
$21.50$22.001:2Jul 31-$0.33$0.17
$23.50$24.001:2Aug 7$0.05$0.45
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$21.50$19.001:2Jul 31-$0.41$2.09
$21.00$20.501:2Aug 21-$0.05$0.45
$22.00$21.501:2Aug 21-$0.06$0.44
$22.50$22.001:2Aug 21-$0.06$0.44
$21.50$21.001:2Aug 7-$0.08$0.42

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 8 found (best yield 1.24%, avg 0.75%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$23.00Aug 28$0.280.411.9%1.24%3.15%17684
$23.00Aug 21$0.270.371.9%1.20%3.10%1493.7K
$23.00Aug 14$0.190.351.9%0.84%2.75%431256
$23.50Sep 4$0.180.284.1%0.80%4.92%26--
$23.50Aug 28$0.150.274.1%0.66%4.79%106--
$23.00Aug 7$0.120.301.9%0.53%2.44%622809
$23.50Aug 21$0.110.244.1%0.49%4.61%2387
$24.00Sep 4$0.060.176.3%0.27%6.60%284

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 3,603
Total Puts 1,047
Put/Call Ratio 0.29
Net Difference 2,556

Prior's Put/Call Breakdown

Total Calls 1,704
Total Puts 4,806
Put/Call Ratio 2.82
Net Difference -3,102

Prior 7-Day Put/Call Summary

Total Calls 29,738
Total Puts 27,752
Average Put/Call Ratio 1.31
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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