Tour v452
NLY
ANNALY CAP MGMT INC REIT
$23.20 +2.79%
$23.11 (-0.39%)🌙
as of 07/28 06:53 PM
7/28 18:53

Option Volume

Detail
Current (07/28) 8,783
Calls: 7,457 (85%)
Puts: 1,326 (15%)
Prior (07/27) 4,650
Calls: 3,603 (77%)
Puts: 1,047 (23%)
Current vs Prior +88.88%
Calls: +106.97% (Calls)
Puts: +26.65% (Puts)
Prior 7-Day Total 55,636
Calls: 30,311 (54%)
Puts: 25,325 (46%)
Prior 7-Day Average 7,948
Calls: 4,330 (54%)
Puts: 3,617 (46%)
Current vs Prior 7-Day Avg +10.51%
Calls: +72.21%
Puts: -63.35%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/28) $483.6K
Calls: $403.4K (83%)
Puts: $80.2K (17%)
Prior (07/27) $197.5K
Calls: $127.7K (65%)
Puts: $69.8K (35%)
Current vs Prior +144.89%
Calls: +215.90%
Puts: +14.94%
Prior 7-Day Total $2.07M
Calls: $1.13M (55%)
Puts: $941.8K (45%)
Prior 7-Day Average $296.2K
Calls: $161.7K (55%)
Puts: $134.5K (45%)
Current vs Prior 7-Day Avg +63.23%
Calls: +149.45%
Puts: -40.39%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/28) 0.18
Prior (07/27) 0.29
Current vs Prior -38.81%
Prior 7-Day Average 1.19
Current vs Prior 7-Day Avg -85.00%
Sentiment BULLISH

Open Interest

Detail
Current (07/28) 78,917
Calls: 52,251 (66%)
Puts: 26,666 (34%)
Prior (07/27) 56,398
Calls: 35,293 (63%)
Puts: 21,105 (37%)
Current vs Prior +39.93%
Prior 7-Day Total 551,147
Calls: 321,794 (58%)
Puts: 229,353 (42%)
Prior 7-Day Average 78,735
Calls: 45,970 (58%)
Puts: 32,764 (42%)
Current vs Prior 7-Day Avg +0.23%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 4.31% | 4.31%5.09% | 7.63%
Prior 3.32% | 4.16%5.45% | 8.77%
Current vs Prior +29.71% | +3.49%-6.67% | -13.03%
Prior 7-Day Avg 3.48% | 4.10%5.24% | 8.45%
Current vs 7-Day Avg +23.76% | +5.26%-2.95% | -9.74%
Prior 7-Day Eod 3.32% | 4.16%5.45% | 8.77%
Current vs 7-Day Eod +29.71% | +3.49%-6.67% | -13.03%
Sentiment BEARISHBULLISH

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 14.26% | 12.29%
Calls: 17.91% | 12.03%
Puts: 10.61% | 12.56%
Current vs 7-Day Avg -9.53% | +0.29%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 83% of dollar volume in calls ($403.4K) vs puts ($80.2K). Massive premium surge with dollar volume up 145% vs prior. Dollar volume significantly above 7-day average (63% higher). Above-average activity with volume up 89% vs prior.

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 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 9.4%, best 9.4%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.50Jul 311.631.79$1.719.4%291.00124
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 4 found (avg $0.50, cheapest $0.16)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.00Aug 210.140.17$0.1618.8%330.251.5K
$23.00Aug 70.410.48$0.4415.9%1010.571.1K
$23.00Aug 210.560.66$0.6116.4%3.2K0.593.9K
$22.50Jul 310.720.87$0.8018.8%630.894.1K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 17 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.50Jul 311.631.79$1.719.4%291.00124
$21.00Jul 311.902.28$2.0918.2%100.9512
$22.50Jul 310.720.87$0.8018.8%630.894.1K
$19.00Aug 283.704.50$4.1019.5%20.86--
$19.00Aug 73.455.05$4.2537.6%20.851
PUTS (0)
No puts meet the criteria

Most actively traded options today. High liquidity = easy entry/exit. 57 active (total vol 6.9K, top 3.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Aug 210.560.66$0.6116.4%3.2K0.593.9K
$23.00Jul 310.300.45$0.3839.5%1.8K0.701.8K
$23.50Aug 70.000.24$0.12200.0%2230.30723
$23.50Jul 310.000.20$0.10200.0%2190.291.4K
$23.50Aug 280.310.55$0.4355.8%2180.41115
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Sep 40.010.28$0.15180.0%2000.181
$22.50Jul 310.000.08$0.04200.0%340.131.3K
$21.50Aug 70.000.35$0.18194.4%310.172.0K
$23.00Aug 70.010.57$0.29193.1%280.4323
$23.00Jul 310.000.15$0.08187.5%260.31--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 11 strikes (avg 53.5%, max 228.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$19.00Jul 31Aug 28228.4%69.5%228.8%7--
$22.50Jul 31Aug 2129.5%20.5%44.5%734.1K
$23.50Jul 31Sep 427.2%20.7%31.7%3251.5K
$23.00Jul 31Aug 2817.7%16.9%4.7%1.9K2.5K
$24.50Aug 7Aug 2819.2%18.6%3.6%35557
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$22.00Jul 31Sep 444.5%18.6%138.9%206266
$22.50Jul 31Aug 2829.5%16.0%84.6%361.3K
$21.00Aug 7Aug 2838.8%31.4%23.3%10184
$20.50Aug 21Aug 2831.3%27.3%15.0%1587
$23.00Jul 31Sep 417.7%16.0%10.4%28--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 16 found (best R:R 9.00, avg 2.92)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$23.00$23.50Aug 28$0.14$0.36$0.142.57$23.14
$22.50$23.00Aug 21$0.16$0.34$0.162.12$22.66
$23.50$24.00Sep 4$0.18$0.32$0.181.78$23.68
$23.00$23.50Aug 14$0.19$0.31$0.191.63$23.19
$22.50$23.00Aug 7$0.24$0.26$0.241.08$22.74
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$22.50$21.00Aug 21$0.15$1.35$0.159.00$22.35
$22.00$21.00Aug 28$0.12$0.88$0.127.33$21.88
$22.50$22.00Aug 7$0.10$0.40$0.104.00$22.40
$21.00$20.50Aug 28$0.11$0.39$0.113.55$20.89
$23.00$22.50Aug 7$0.12$0.38$0.123.17$22.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 19 found (best R:R 7.51, avg 1.21)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$19.00$23.00Aug 28$3.53$3.53$0.477.51$22.53
$21.00$21.50Jul 31$0.38$0.38$0.123.17$21.38
$23.00$23.50Aug 21$0.36$0.36$0.142.57$23.36
$23.00$23.50Aug 7$0.32$0.32$0.181.78$23.32
$23.50$24.00Aug 28$0.30$0.30$0.201.50$23.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$21.50$21.00Aug 7$0.14$0.14$0.360.39$21.36
$23.00$22.50Aug 21$0.13$0.13$0.370.35$22.87
$23.00$22.00Sep 4$0.25$0.25$0.750.33$22.75
$23.00$22.50Aug 7$0.12$0.12$0.380.32$22.88
$21.00$20.50Aug 28$0.11$0.11$0.390.28$20.89

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 7 found (avg debit $0.15, cheapest $0.06)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$23.00Jul 31Aug 7$0.0617.7%23.2%
$24.50Aug 7Aug 21$0.0619.2%17.9%
$19.00Jul 31Aug 7$0.17228.4%123.8%
$26.00Aug 7Aug 14$0.2558.0%64.4%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$22.50Jul 31Aug 7$0.1329.5%27.0%
$21.50Jul 31Aug 7$0.1739.8%48.6%
$23.00Jul 31Aug 7$0.2117.7%23.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 7 found (cheapest 1.98% of stock, avg 4.01%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$23.00Jul 31$0.38$0.08$0.46$22.54$23.461.98%
$23.00Aug 7$0.44$0.29$0.73$22.27$23.733.15%
$22.50Jul 31$0.80$0.04$0.84$21.66$23.343.62%
$22.50Aug 7$0.68$0.17$0.85$21.65$23.353.66%
$23.00Aug 21$0.61$0.33$0.94$22.06$23.944.05%
$22.50Aug 21$0.77$0.20$0.97$21.53$23.474.18%
$21.50Jul 31$1.71$0.01$1.72$19.78$23.227.41%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 57 found (cheapest 0.30% of stock, avg 1.31%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$24.00$21.00Aug 7$0.03$0.04$0.07$20.93$24.07
$25.50$20.50Aug 28$0.03$0.05$0.08$20.42$25.58
$27.50$22.50Jul 31$0.05$0.04$0.09$22.41$27.59
$27.50$22.00Jul 31$0.05$0.04$0.09$21.91$27.59
$24.00$22.00Aug 7$0.03$0.07$0.10$21.90$24.10
$24.50$21.00Aug 21$0.07$0.05$0.12$20.88$24.62
$24.50$20.50Aug 21$0.07$0.05$0.12$20.38$24.62
$27.50$23.00Jul 31$0.05$0.08$0.13$22.87$27.63
$23.50$22.50Jul 31$0.10$0.04$0.14$22.36$23.64
$23.50$22.00Jul 31$0.10$0.04$0.14$21.86$23.64

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 6 found (best R:R 3.17, avg credit $0.38)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
21/2222/23Aug 7$0.38$0.123.17$21.12$22.88
20/2123/24Aug 28$0.25$0.251.00$20.75$23.25
22/2324/24Sep 4$0.43$0.570.75$22.57$23.93
21/2224/24Aug 28$0.42$0.580.72$21.58$23.92
21/2223/24Aug 21$0.51$0.990.52$21.99$23.51
21/2223/24Aug 28$0.26$0.740.35$21.74$23.26

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
$24.00$24.50$25.00Aug 28$0.05$0.459.00
$23.50$24.00$24.50Aug 7$0.07$0.436.14
$19.00$19.50$20.00Jul 31$0.12$0.383.17
$20.50$21.00$21.50Jul 31$0.14$0.362.57
$22.50$23.00$23.50Jul 31$0.14$0.362.57
PUTS (1)
LowMidHighExpiryDebitMax GainR:R
$21.50$22.00$22.50Aug 7$0.21$0.291.38

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 $-0.09, 16 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$24.00$27.501:2Jul 31-$0.09$3.41
$24.00$26.001:2Aug 14-$0.56$1.44
$24.50$26.001:2Aug 7-$0.25$1.25
$23.50$24.001:2Aug 21-$0.07$0.43
$24.50$25.001:2Aug 28-$0.11$0.39
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$23.00$22.501:2Aug 7-$0.05$0.45
$21.00$20.501:2Aug 21-$0.05$0.45
$23.00$22.501:2Aug 21-$0.07$0.43
$22.00$21.501:2Aug 7-$0.29$0.21
$22.50$22.001:2Aug 28-$0.37$0.13

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 6 found (best yield 1.72%, avg 0.89%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$23.50Sep 4$0.400.431.3%1.72%3.02%10624
$23.50Aug 28$0.310.411.3%1.34%2.63%218115
$23.50Aug 14$0.210.361.3%0.91%2.20%28357
$24.00Aug 21$0.140.253.5%0.60%4.05%331.5K
$23.50Aug 21$0.100.391.3%0.43%1.72%70110
$24.00Aug 14$0.080.263.5%0.34%3.79%4193

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 7,457
Total Puts 1,326
Put/Call Ratio 0.18
Net Difference 6,131

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 30,311
Total Puts 25,325
Average Put/Call Ratio 1.19
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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