Tour v456
NLY
ANNALY CAP MGMT INC REIT
$23.05 -0.65%
$23.08 (+0.13%)🌙
as of 07/29 06:56 PM
7/29 18:56

Option Volume

Detail
Current (07/29) 12,140
Calls: 1,416 (12%)
Puts: 10,724 (88%)
Prior (07/28) 8,783
Calls: 7,457 (85%)
Puts: 1,326 (15%)
Current vs Prior +38.22%
Calls: -81.01% (Calls)
Puts: +708.75% (Puts)
Prior 7-Day Total 52,384
Calls: 33,726 (64%)
Puts: 18,658 (36%)
Prior 7-Day Average 7,483
Calls: 4,818 (64%)
Puts: 2,665 (36%)
Current vs Prior 7-Day Avg +62.23%
Calls: -70.61%
Puts: +302.34%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/29) $515.5K
Calls: $104.1K (20%)
Puts: $411.5K (80%)
Prior (07/28) $483.6K
Calls: $403.4K (83%)
Puts: $80.2K (17%)
Current vs Prior +6.61%
Calls: -74.20%
Puts: +413.06%
Prior 7-Day Total $2.23M
Calls: $1.35M (60%)
Puts: $882.4K (40%)
Prior 7-Day Average $318.9K
Calls: $192.9K (60%)
Puts: $126.1K (40%)
Current vs Prior 7-Day Avg +61.65%
Calls: -46.05%
Puts: +226.44%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/29) 7.57
Prior (07/28) 0.18
Current vs Prior +4159.06%
Prior 7-Day Average 0.93
Current vs Prior 7-Day Avg +715.67%
Sentiment BEARISH

Open Interest

Detail
Current (07/29) 60,534
Calls: 42,915 (71%)
Puts: 17,619 (29%)
Prior (07/28) 78,917
Calls: 52,251 (66%)
Puts: 26,666 (34%)
Current vs Prior -23.29%
Prior 7-Day Total 552,908
Calls: 326,689 (59%)
Puts: 226,219 (41%)
Prior 7-Day Average 78,986
Calls: 46,669 (59%)
Puts: 32,317 (41%)
Current vs Prior 7-Day Avg -23.36%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 6.72% | 3.38%5.25% | 8.37%
Prior 4.31% | 4.31%5.09% | 7.63%
Current vs Prior +56.01% | -21.49%+3.21% | +9.75%
Prior 7-Day Avg 3.56% | 4.06%5.48% | 8.51%
Current vs 7-Day Avg +88.98% | -16.63%-4.26% | -1.55%
Prior 7-Day Eod 4.31% | 4.31%5.09% | 7.63%
Current vs 7-Day Eod +56.01% | -21.49%+3.21% | +9.75%
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 13.37% | 12.67%
Calls: 17.05% | 13.17%
Puts: 9.70% | 12.17%
Current vs 7-Day Avg -3.52% | -2.67%
Liquidity Expensive
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🤖 AI Insights

Strong bearish conviction with 80% of dollar volume in puts ($411.5K) vs calls ($104.1K). Dollar volume significantly above 7-day average (62% higher). Extreme bearish P/C ratio of 7.57 - heavy put buying. P/C ratio rising 4159% - 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 1 of results (avg 9.1%, best 9.1%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Aug 210.420.46$0.449.1%7.4K0.482.2K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.48, cheapest $0.44)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Aug 210.470.57$0.5219.2%1420.527.0K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Aug 210.420.46$0.449.1%7.4K0.482.2K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 14 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.50Jul 310.761.90$1.3385.7%830.9598
$19.00Jul 313.506.15$4.8354.9%70.939
$22.00Jul 310.893.05$1.97109.6%100.9237
$20.00Jul 312.314.25$3.2859.1%20.92--
$22.00Aug 211.051.50$1.2735.4%10.79--
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$27.00Jul 313.055.85$4.4562.9%11.00--
$24.00Aug 210.831.15$0.9932.3%30.7963
$23.50Aug 210.361.01$0.6994.2%160.66--
$23.00Aug 70.230.35$0.2941.4%2240.5150

Most actively traded options today. High liquidity = easy entry/exit. 50 active (total vol 11.2K, top 7.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Aug 210.470.57$0.5219.2%1420.527.0K
$23.00Aug 140.210.50$0.3680.6%1070.48--
$22.50Aug 210.750.93$0.8421.4%970.6968
$23.00Jul 310.130.27$0.2070.0%940.572.7K
$21.50Jul 310.761.90$1.3385.7%830.9598
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Aug 210.420.46$0.449.1%7.4K0.482.2K
$22.00Aug 210.140.20$0.1735.3%1.1K0.213.6K
$22.50Aug 210.180.30$0.2450.0%1.0K0.31115
$23.00Aug 70.230.35$0.2941.4%2240.5150
$22.50Aug 70.100.27$0.1989.5%1730.302.1K

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 59.0%, max 118.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$22.50Jul 31Aug 2143.8%20.1%118.6%1084.1K
$22.00Jul 31Aug 2147.5%23.7%99.9%1137
$24.00Jul 31Sep 428.4%17.1%66.0%5--
$23.50Jul 31Sep 427.8%18.1%53.6%571.7K
$23.00Jul 31Aug 2124.1%19.7%22.1%2369.7K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$22.50Jul 31Aug 2143.8%20.1%118.6%1.0K1.4K
$22.00Jul 31Sep 447.5%23.8%99.2%52267
$21.00Aug 7Sep 433.5%26.8%25.1%38141
$23.00Jul 31Aug 2124.1%19.7%22.1%7.4K2.3K
$21.50Aug 7Sep 432.3%28.4%13.9%962.0K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 13 found (best R:R 4.00, avg 1.97)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$23.50$24.00Aug 28$0.13$0.37$0.132.85$23.63
$23.00$23.50Aug 14$0.14$0.36$0.142.57$23.14
$23.00$23.50Jul 31$0.15$0.35$0.152.33$23.15
$23.00$23.50Aug 7$0.17$0.33$0.171.94$23.17
$23.50$24.00Sep 4$0.18$0.32$0.181.78$23.68
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$22.00$21.50Aug 21$0.10$0.40$0.104.00$21.90
$21.50$21.00Sep 4$0.12$0.38$0.123.17$21.38
$22.50$22.00Aug 7$0.14$0.36$0.142.57$22.36
$23.00$22.50Aug 21$0.20$0.30$0.201.50$22.80
$23.50$23.00Aug 21$0.25$0.25$0.251.00$23.25

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 13 found (best R:R 1.78, avg 0.73)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$22.50$23.00Aug 21$0.32$0.32$0.181.78$22.82
$23.00$23.50Aug 21$0.29$0.29$0.211.38$23.29
$23.50$24.00Sep 4$0.18$0.18$0.320.56$23.68
$23.00$23.50Aug 7$0.17$0.17$0.330.52$23.17
$23.00$23.50Jul 31$0.15$0.15$0.350.43$23.15
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$24.00$23.50Aug 21$0.30$0.30$0.201.50$23.70
$23.50$23.00Aug 21$0.25$0.25$0.251.00$23.25
$23.00$22.50Aug 21$0.20$0.20$0.300.67$22.80
$22.50$22.00Aug 7$0.14$0.14$0.360.39$22.36
$21.50$21.00Sep 4$0.12$0.12$0.380.32$21.38

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 7 found (avg debit $0.18, cheapest $0.06)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$23.50Jul 31Aug 7$0.0627.8%20.6%
$23.00Jul 31Aug 7$0.0824.1%20.4%
$24.50Aug 7Aug 14$0.1322.3%33.2%
$22.50Jul 31Aug 21$0.2243.8%20.1%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$22.50Jul 31Aug 7$0.1043.8%26.4%
$23.00Jul 31Aug 7$0.1624.1%20.4%
$21.50Aug 7Aug 14$0.5232.3%60.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 9 found (cheapest 1.43% of stock, avg 4.41%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$23.00Jul 31$0.20$0.13$0.33$22.67$23.331.43%
$23.00Aug 7$0.28$0.29$0.57$22.43$23.572.47%
$22.50Jul 31$0.62$0.09$0.71$21.79$23.213.08%
$23.50Aug 21$0.23$0.69$0.92$22.58$24.423.99%
$23.00Aug 21$0.52$0.44$0.96$22.04$23.964.16%
$22.50Aug 21$0.84$0.24$1.08$21.42$23.584.69%
$24.00Aug 21$0.14$0.99$1.13$22.87$25.134.90%
$22.00Aug 21$1.27$0.17$1.44$20.56$23.446.25%
$22.00Jul 31$1.97$0.03$2.00$20.00$24.008.68%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 43 found (cheapest 0.35% of stock, avg 1.78%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$23.50$22.00Jul 31$0.05$0.03$0.08$21.92$23.58
$24.00$22.00Aug 7$0.04$0.05$0.09$21.91$24.09
$24.00$21.50Aug 7$0.04$0.05$0.09$21.41$24.09
$25.00$21.00Aug 21$0.06$0.06$0.12$20.88$25.12
$24.50$21.00Aug 21$0.07$0.06$0.13$20.87$24.63
$25.00$21.50Aug 21$0.06$0.07$0.13$21.37$25.13
$23.50$22.50Jul 31$0.05$0.09$0.14$22.36$23.64
$24.50$21.50Aug 21$0.07$0.07$0.14$21.36$24.64
$23.50$22.00Aug 7$0.11$0.05$0.16$21.84$23.66
$23.50$21.50Aug 7$0.11$0.05$0.16$21.34$23.66

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 3 found (best R:R 3.55, avg credit $0.33)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
22/2223/24Aug 21$0.39$0.113.55$21.61$23.39
22/2223/24Aug 7$0.31$0.191.63$22.19$23.31
21/2224/24Sep 4$0.30$0.201.50$21.20$23.80

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 11 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$24.00$24.50$25.00Aug 21$0.06$0.447.33
$23.00$23.50$24.00Aug 14$0.09$0.414.56
$23.00$23.50$24.00Aug 7$0.10$0.404.00
$23.00$23.50$24.00Jul 31$0.11$0.393.55
$22.00$22.50$23.00Aug 21$0.11$0.393.55
PUTS (4)
LowMidHighExpiryDebitMax GainR:R
$23.00$23.50$24.00Aug 21$0.05$0.459.00
$21.00$21.50$22.00Aug 21$0.09$0.414.56
$22.00$22.50$23.00Aug 21$0.13$0.372.85
$21.50$22.00$22.50Aug 7$0.14$0.362.57

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 19 found (best net $-0.05, 13 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$23.50$24.001:2Aug 21-$0.05$0.45
$23.50$24.001:2Aug 28-$0.06$0.44
$23.00$23.501:2Aug 14-$0.08$0.42
$24.00$24.501:2Aug 14-$0.11$0.39
$23.50$24.001:2Aug 14-$0.12$0.38
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$22.00$21.501:2Aug 7-$0.05$0.45
$23.00$22.501:2Aug 7-$0.09$0.41
$22.50$22.001:2Aug 21-$0.10$0.40
$23.50$23.001:2Aug 21-$0.19$0.31
$22.00$21.501:2Sep 4-$0.23$0.27

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 6 found (best yield 1.21%, avg 0.71%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$23.50Aug 28$0.280.351.9%1.21%3.17%22312
$23.50Aug 14$0.170.311.9%0.74%2.69%22--
$23.50Sep 4$0.160.391.9%0.69%2.65%14129
$23.50Aug 21$0.140.341.9%0.61%2.56%28164
$24.00Aug 28$0.140.234.1%0.61%4.73%13119
$24.00Aug 21$0.100.214.1%0.43%4.56%531.5K

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 1,416
Total Puts 10,724
Put/Call Ratio 7.57
Net Difference -9,308

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 33,726
Total Puts 18,658
Average Put/Call Ratio 0.93
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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