Tour v473
NLY
ANNALY CAP MGMT INC REIT
$23.08 +0.13%
$23.11 (+0.13%)🌙
as of 07/30 07:14 PM
7/30 19:14

Option Volume

Detail
Current (07/30) 4,842
Calls: 2,562 (53%)
Puts: 2,280 (47%)
Prior (07/29) 12,140
Calls: 1,416 (12%)
Puts: 10,724 (88%)
Current vs Prior -60.12%
Calls: +80.93% (Calls)
Puts: -78.74% (Puts)
Prior 7-Day Total 58,566
Calls: 31,061 (53%)
Puts: 27,505 (47%)
Prior 7-Day Average 8,366
Calls: 4,437 (53%)
Puts: 3,929 (47%)
Current vs Prior 7-Day Avg -42.13%
Calls: -42.26%
Puts: -41.97%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/30) $261.5K
Calls: $121.4K (46%)
Puts: $140.1K (54%)
Prior (07/29) $515.5K
Calls: $104.1K (20%)
Puts: $411.5K (80%)
Current vs Prior -49.27%
Calls: +16.70%
Puts: -65.95%
Prior 7-Day Total $2.54M
Calls: $1.31M (52%)
Puts: $1.23M (48%)
Prior 7-Day Average $363.2K
Calls: $187.8K (52%)
Puts: $175.4K (48%)
Current vs Prior 7-Day Avg -28.00%
Calls: -35.34%
Puts: -20.14%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/30) 0.89
Prior (07/29) 7.57
Current vs Prior -88.25%
Prior 7-Day Average 1.58
Current vs Prior 7-Day Avg -43.57%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/30) 71,131
Calls: 39,528 (56%)
Puts: 31,603 (44%)
Prior (07/29) 60,534
Calls: 42,915 (71%)
Puts: 17,619 (29%)
Current vs Prior +17.51%
Prior 7-Day Total 511,294
Calls: 317,409 (62%)
Puts: 193,885 (38%)
Prior 7-Day Average 73,042
Calls: 45,344 (62%)
Puts: 27,697 (38%)
Current vs Prior 7-Day Avg -2.62%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 2.64% | 2.95%4.46% | 7.02%
Prior 6.72% | 3.38%5.25% | 8.37%
Current vs Prior -60.70% | -12.93%-14.99% | -16.17%
Prior 7-Day Avg 3.97% | 3.91%5.39% | 8.42%
Current vs 7-Day Avg -33.45% | -24.59%-17.20% | -16.68%
Prior 7-Day Eod 6.72% | 3.38%5.25% | 8.37%
Current vs 7-Day Eod -60.70% | -12.93%-14.99% | -16.17%
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 12.90% | 12.33%
Calls: 17.65% | 13.95%
Puts: 8.16% | 10.71%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Below-average activity with volume down 60% vs prior. P/C ratio dropping 88% - sentiment shifting bullish.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 8.7%, best 8.7%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.50Jul 314.404.80$4.608.7%40.934
PUTS (0)
No puts meet the criteria

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

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 19 found (avg delta 0.84, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$19.00Jul 313.754.20$3.9811.3%20.9813
$21.50Jul 311.301.85$1.5834.8%160.9660
$19.50Jul 313.253.75$3.5014.3%30.953
$18.50Jul 314.404.80$4.608.7%40.934
$22.00Aug 70.631.41$1.0276.5%10.92--
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.50Jul 310.180.59$0.39105.1%21.00--
$25.00Jul 311.732.36$2.0530.7%21.00--
$27.00Jul 313.354.30$3.8324.8%21.00--
$26.50Jul 313.253.80$3.5315.6%20.80--

Most actively traded options today. High liquidity = easy entry/exit. 50 active (total vol 3.0K, top 1.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.50Aug 210.030.28$0.16156.2%1.0K0.30156
$23.00Aug 210.290.57$0.4365.1%6550.537.0K
$24.00Jul 310.000.01$0.01100.0%1010.03--
$23.00Aug 70.120.41$0.27107.4%1000.541.2K
$23.00Jul 310.090.34$0.22113.6%710.642.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Aug 210.300.38$0.3423.5%3880.479.2K
$21.00Aug 280.000.34$0.17200.0%1300.1447
$20.50Aug 280.000.19$0.10190.0%700.0987
$20.00Aug 280.000.20$0.10200.0%600.0840
$22.50Jul 310.010.08$0.05140.0%360.141.3K

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 142.5%, max 252.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$24.50Aug 7Sep 445.1%18.1%149.2%26569
$24.00Jul 31Sep 438.2%15.5%146.2%10532
$23.00Jul 31Aug 2136.9%16.0%130.9%7269.7K
$19.50Jul 31Aug 14210.9%93.0%126.8%53
$22.50Jul 31Aug 2852.9%23.4%125.7%384.0K
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$22.00Jul 31Sep 475.0%21.3%252.5%15468
$22.50Jul 31Sep 452.9%17.0%211.1%371.3K
$23.00Jul 31Aug 2136.9%16.0%130.9%4089.4K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 12 found (best R:R 8.09, avg 2.05)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$24.50$25.50Aug 7$0.11$0.89$0.118.09$24.61
$23.00$23.50Aug 7$0.17$0.33$0.171.94$23.17
$23.00$23.50Jul 31$0.20$0.30$0.201.50$23.20
$21.50$23.00Aug 14$0.78$0.72$0.780.92$22.28
$23.00$23.50Aug 21$0.27$0.23$0.270.85$23.27
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$23.00$22.00Aug 7$0.17$0.83$0.174.88$22.83
$22.50$22.00Aug 28$0.17$0.33$0.171.94$22.33
$23.00$22.50Aug 21$0.19$0.31$0.191.63$22.81
$23.50$23.00Jul 31$0.28$0.22$0.280.79$23.22
$27.00$26.50Jul 31$0.30$0.20$0.300.67$26.70

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 14 found (best R:R 8.09, avg 1.55)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$21.50$22.50Jul 31$0.89$0.89$0.118.09$22.39
$22.00$23.00Aug 7$0.75$0.75$0.253.00$22.75
$23.00$23.50Aug 14$0.30$0.30$0.201.50$23.30
$22.50$23.50Aug 28$0.60$0.60$0.401.50$23.10
$23.00$23.50Aug 21$0.27$0.27$0.231.17$23.27
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$27.00$26.50Jul 31$0.30$0.30$0.201.50$26.70
$23.50$23.00Jul 31$0.28$0.28$0.221.27$23.22
$23.00$22.50Aug 21$0.19$0.19$0.310.61$22.81
$22.50$22.00Aug 28$0.17$0.17$0.330.52$22.33
$23.00$22.00Aug 7$0.17$0.17$0.830.20$22.83

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 9 found (avg debit $0.14, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$23.00Jul 31Aug 7$0.0536.9%17.1%
$24.00Jul 31Aug 7$0.0638.2%26.7%
$23.50Jul 31Aug 7$0.0826.9%19.5%
$24.50Aug 7Aug 21$0.2245.1%39.7%
$22.50Jul 31Aug 28$0.2552.9%23.4%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$22.50Jul 31Aug 21$0.1052.9%16.0%
$21.00Aug 21Aug 28$0.1028.4%34.1%
$23.00Jul 31Aug 7$0.1136.9%17.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 7 found (cheapest 1.43% of stock, avg 3.15%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$23.00Jul 31$0.22$0.11$0.33$22.67$23.331.43%
$23.50Jul 31$0.02$0.39$0.41$23.09$23.911.78%
$23.00Aug 7$0.27$0.22$0.49$22.51$23.492.12%
$22.50Jul 31$0.69$0.05$0.74$21.76$23.243.21%
$23.00Aug 21$0.43$0.34$0.77$22.23$23.773.34%
$22.00Aug 7$1.02$0.05$1.07$20.93$23.074.64%
$22.50Aug 28$0.94$0.33$1.27$21.23$23.775.50%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 37 found (cheapest 0.26% of stock, avg 1.35%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$23.50$22.00Jul 31$0.02$0.04$0.06$21.94$23.56
$23.50$22.50Jul 31$0.02$0.05$0.07$22.43$23.57
$25.50$22.00Aug 7$0.04$0.05$0.09$21.91$25.59
$25.50$21.50Aug 7$0.04$0.06$0.10$21.40$25.60
$24.00$22.00Aug 7$0.07$0.05$0.12$21.88$24.12
$23.50$23.00Jul 31$0.02$0.11$0.13$22.87$23.63
$24.00$21.50Aug 7$0.07$0.06$0.13$21.37$24.13
$23.50$22.00Aug 7$0.10$0.05$0.15$21.85$23.65
$23.50$21.50Aug 7$0.10$0.06$0.16$21.34$23.66
$24.50$22.00Aug 7$0.15$0.05$0.20$21.80$24.70

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 1 found (best R:R 0.39, avg credit $0.28)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
22/2324/26Aug 7$0.28$0.720.39$22.72$24.78

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 12 found (best R:R 11.50, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$20.50$21.50$22.50Jul 31$0.08$0.9211.50
$19.50$20.00$20.50Jul 31$0.11$0.393.55
$23.50$24.00$24.50Aug 7$0.11$0.393.55
$18.50$19.00$19.50Jul 31$0.14$0.362.57
$23.00$23.50$24.00Aug 7$0.14$0.362.57
PUTS (3)
LowMidHighExpiryDebitMax GainR:R
$20.00$20.50$21.00Aug 28$0.07$0.436.14
$22.00$22.50$23.00Aug 21$0.15$0.352.33
$22.50$23.00$23.50Jul 31$0.22$0.281.27

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 24 found (best net $-0.57, 10 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$24.00$24.501:2Sep 4-$0.08$0.42
$23.50$24.001:2Aug 21-$0.10$0.40
$20.50$21.501:2Jul 31-$0.61$0.39
$24.00$24.501:2Aug 7-$0.23$0.27
$21.50$23.001:2Aug 14$0.29$1.21
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$26.50$25.001:2Jul 31-$0.57$0.93
$22.00$21.001:2Aug 28-$0.18$0.82
$22.00$21.501:2Aug 7-$0.07$0.43
$22.50$22.001:2Aug 21-$0.07$0.43
$20.50$20.001:2Aug 28-$0.10$0.40

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 4 found (best yield 0.56%, avg 0.43%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$23.50Aug 14$0.130.381.8%0.56%2.38%13387
$24.00Aug 21$0.100.204.0%0.43%4.42%251.5K
$23.50Aug 28$0.090.401.8%0.39%2.21%5--
$24.50Sep 4$0.080.176.2%0.35%6.50%20--

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 2,562
Total Puts 2,280
Put/Call Ratio 0.89
Net Difference 282

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 31,061
Total Puts 27,505
Average Put/Call Ratio 1.58
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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