Tour v477
NLY
ANNALY CAP MGMT INC REIT
$22.72 -1.56%
$22.82 (+0.44%)🌙
as of 07/31 06:55 PM
7/31 18:55

Option Volume

Detail
Current (07/31) 11,554
Calls: 2,583 (22%)
Puts: 8,971 (78%)
Prior (07/30) 4,842
Calls: 2,562 (53%)
Puts: 2,280 (47%)
Current vs Prior +138.62%
Calls: +0.82% (Calls)
Puts: +293.46% (Puts)
Prior 7-Day Total 54,902
Calls: 28,233 (51%)
Puts: 26,669 (49%)
Prior 7-Day Average 7,843
Calls: 4,033 (51%)
Puts: 3,809 (49%)
Current vs Prior 7-Day Avg +47.31%
Calls: -35.96%
Puts: +135.47%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/31) $435.1K
Calls: $98.2K (23%)
Puts: $336.8K (77%)
Prior (07/30) $261.5K
Calls: $121.4K (46%)
Puts: $140.1K (54%)
Current vs Prior +66.35%
Calls: -19.10%
Puts: +140.42%
Prior 7-Day Total $2.53M
Calls: $1.24M (49%)
Puts: $1.29M (51%)
Prior 7-Day Average $362.0K
Calls: $177.4K (49%)
Puts: $184.6K (51%)
Current vs Prior 7-Day Avg +20.19%
Calls: -44.61%
Puts: +82.44%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/31) 3.47
Prior (07/30) 0.89
Current vs Prior +290.27%
Prior 7-Day Average 1.62
Current vs Prior 7-Day Avg +114.18%
Sentiment BEARISH

Open Interest

Detail
Current (07/31) 90,774
Calls: 55,327 (61%)
Puts: 35,447 (39%)
Prior (07/30) 71,131
Calls: 39,528 (56%)
Puts: 31,603 (44%)
Current vs Prior +27.62%
Prior 7-Day Total 477,232
Calls: 302,575 (63%)
Puts: 174,657 (37%)
Prior 7-Day Average 68,176
Calls: 43,225 (63%)
Puts: 24,951 (37%)
Current vs Prior 7-Day Avg +33.15%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 2.90% | 3.70%4.75% | 8.19%
Prior 2.64% | 2.95%4.46% | 7.02%
Current vs Prior +39.89% | +50.88%+6.52% | +16.63%
Prior 7-Day Avg 3.83% | 3.73%5.20% | 8.17%
Current vs 7-Day Avg -3.52% | +19.23%-8.61% | +0.18%
Prior 7-Day Eod 2.64% | 2.95%4.46% | 7.02%
Current vs 7-Day Eod +39.89% | +50.88%+6.52% | +16.63%
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 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

Strong bearish conviction with 77% of dollar volume in puts ($336.8K) vs calls ($98.2K). Elevated premium activity with dollar volume up 66% vs prior. Unusually high activity with volume up 139% vs prior - elevated interest. Extreme bearish P/C ratio of 3.47 - heavy put buying.

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 BEARISH
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
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 -- of results (avg --%, best --%)

No options available for this category

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. 21 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Jul 310.000.53$0.27196.3%1440.934.0K
$22.00Jul 310.580.92$0.7545.3%40.91--
$21.50Aug 281.041.97$1.5161.6%100.87--
$22.00Aug 70.611.20$0.9164.8%30.85--
$22.00Aug 140.761.28$1.0251.0%10.79--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.50Jul 310.490.87$0.6855.9%71.007
$25.50Jul 312.033.45$2.7451.8%10.87--
$25.50Aug 72.153.05$2.6034.6%20.82--
$27.00Aug 73.504.85$4.1832.3%20.811
$26.50Jul 312.974.15$3.5633.1%20.78--

Most actively traded options today. High liquidity = easy entry/exit. 68 active (total vol 10.3K, top 7.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Aug 140.190.26$0.2330.4%4620.38798
$23.00Aug 70.090.16$0.1353.8%2770.331.2K
$23.00Aug 210.130.30$0.2277.3%2590.367.5K
$23.00Jul 310.000.23$0.12191.7%2120.322.6K
$22.00Aug 210.551.25$0.9077.8%2000.76814
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Aug 210.160.57$0.37110.8%7.1K0.43721
$23.00Aug 210.450.58$0.5225.0%4880.649.1K
$22.00Sep 40.220.29$0.2626.9%2060.28218
$22.50Aug 70.110.17$0.1442.9%1620.342.1K
$22.50Jul 310.000.01$0.01100.0%1050.071.3K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 13 strikes (avg 1942.7%, max 9698.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$24.50Jul 31Aug 211986.9%20.3%9698.5%1465
$24.00Jul 31Sep 4355.6%20.3%1647.5%101.3K
$22.00Jul 31Aug 21331.1%19.3%1619.5%204814
$23.00Jul 31Aug 28325.8%19.2%1593.3%2313.4K
$23.50Jul 31Sep 11236.4%20.9%1032.0%201.7K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$20.50Jul 31Sep 111845.2%46.1%3899.0%313
$23.00Jul 31Aug 21325.8%16.7%1854.4%5649.3K
$22.00Jul 31Sep 4331.1%20.2%1543.3%207218
$25.50Jul 31Aug 71271.1%85.8%1381.8%3--
$22.50Jul 31Sep 1192.2%19.8%366.5%1081.3K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 17 found (best R:R 8.09, avg 2.29)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$23.00$23.50Jul 31$0.11$0.39$0.113.55$23.11
$22.50$23.00Jul 31$0.15$0.35$0.152.33$22.65
$23.00$23.50Aug 28$0.19$0.31$0.191.63$23.19
$22.50$23.00Aug 28$0.25$0.25$0.251.00$22.75
$22.50$23.00Aug 14$0.26$0.24$0.260.92$22.76
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$22.00$21.00Sep 4$0.11$0.89$0.118.09$21.89
$22.00$21.50Aug 28$0.11$0.39$0.113.55$21.89
$22.50$22.00Aug 14$0.12$0.38$0.123.17$22.38
$22.50$21.00Sep 11$0.37$1.13$0.373.05$22.13
$20.50$19.50Jul 31$0.27$0.73$0.272.70$20.23

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 23 found (best R:R 6.35, avg 1.39)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$24.50$25.00Jul 31$0.40$0.40$0.104.00$24.90
$22.50$23.00Aug 21$0.34$0.34$0.162.13$22.84
$22.00$22.50Aug 21$0.34$0.34$0.162.12$22.34
$22.50$23.00Aug 7$0.27$0.27$0.231.17$22.77
$22.50$23.00Aug 14$0.26$0.26$0.241.08$22.76
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$25.50$23.00Aug 7$2.16$2.16$0.346.35$23.34
$23.00$22.50Jul 31$0.38$0.38$0.123.17$22.62
$20.50$20.00Sep 11$0.36$0.36$0.142.57$20.14
$23.00$22.50Aug 7$0.30$0.30$0.201.50$22.70
$23.50$23.00Jul 31$0.29$0.29$0.211.38$23.21

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $0.11, cheapest $0.05)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$24.00Jul 31Aug 7$0.06355.6%34.4%
$22.50Jul 31Aug 7$0.1392.2%19.4%
$22.00Jul 31Aug 7$0.16331.1%23.1%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$21.50Aug 7Aug 14$0.0531.7%27.7%
$22.50Jul 31Aug 7$0.1392.2%19.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 16 found (cheapest 1.23% of stock, avg 4.06%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$22.50Jul 31$0.27$0.01$0.28$22.22$22.781.23%
$23.00Jul 31$0.12$0.39$0.51$22.49$23.512.24%
$22.50Aug 7$0.40$0.14$0.54$21.96$23.042.38%
$23.00Aug 7$0.13$0.44$0.57$22.43$23.572.51%
$23.50Jul 31$0.01$0.68$0.69$22.81$24.193.04%
$22.50Aug 14$0.49$0.24$0.73$21.77$23.233.21%
$23.00Aug 21$0.22$0.52$0.74$22.26$23.743.26%
$23.00Aug 14$0.23$0.52$0.75$22.25$23.753.30%
$22.00Jul 31$0.75$0.03$0.78$21.22$22.783.43%
$22.50Aug 21$0.56$0.37$0.93$21.57$23.434.09%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 66 found (cheapest 0.35% of stock, avg 1.58%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$24.50$20.50Aug 21$0.03$0.05$0.08$20.42$24.58
$23.50$21.50Aug 7$0.06$0.05$0.11$21.39$23.61
$23.50$22.00Aug 7$0.06$0.06$0.12$21.88$23.62
$24.00$21.50Aug 7$0.07$0.05$0.12$21.38$24.12
$24.00$20.50Aug 21$0.07$0.05$0.12$20.38$24.12
$23.00$22.50Jul 31$0.12$0.01$0.13$22.37$23.13
$24.00$22.00Aug 7$0.07$0.06$0.13$21.87$24.13
$24.50$21.00Aug 21$0.03$0.10$0.13$20.87$24.63
$23.00$22.00Jul 31$0.12$0.03$0.15$21.85$23.15
$24.00$20.00Aug 28$0.11$0.05$0.16$19.84$24.16

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 7 found (best R:R 3.00, avg credit $0.46)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
20/2022/22Jul 31$0.75$0.253.00$19.75$22.75
22/2222/23Aug 28$0.36$0.142.57$21.64$22.86
22/2223/24Aug 28$0.35$0.152.33$22.15$23.35
20/2024/25Jul 31$0.67$0.332.03$19.83$25.17
22/2223/24Aug 28$0.30$0.201.50$21.70$23.30
20/2022/23Jul 31$0.42$0.580.72$20.08$22.92
20/2023/24Jul 31$0.38$0.620.61$20.12$23.38

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 15 found (best R:R 7.33, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$22.50$23.00$23.50Aug 28$0.06$0.447.33
$23.00$23.50$24.00Aug 7$0.08$0.425.25
$23.00$23.50$24.00Jul 31$0.11$0.393.55
$23.00$23.50$24.00Aug 28$0.15$0.352.33
$22.50$23.00$23.50Aug 7$0.20$0.301.50
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$21.50$22.00$22.50Aug 7$0.07$0.436.14
$21.00$21.50$22.00Aug 7$0.08$0.425.25
$21.50$22.00$22.50Aug 14$0.10$0.404.00
$22.00$22.50$23.00Aug 14$0.16$0.342.12
$22.00$22.50$23.00Aug 7$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. 29 found (best net $-0.19, 15 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$23.00$23.501:2Aug 21-$0.06$0.44
$23.50$24.001:2Aug 28-$0.07$0.43
$23.50$24.001:2Aug 7-$0.08$0.42
$22.50$23.001:2Aug 28-$0.09$0.41
$22.00$22.501:2Aug 21-$0.22$0.28
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$21.50$20.501:2Aug 28-$0.19$0.81
$22.00$20.501:2Jul 31-$0.77$0.73
$27.00$25.501:2Aug 7-$1.02$0.48
$22.00$21.501:2Aug 14-$0.08$0.42
$23.50$23.001:2Jul 31-$0.10$0.40

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 7 found (best yield 1.06%, avg 0.60%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$23.00Aug 28$0.240.401.2%1.06%2.29%19826
$23.00Aug 14$0.190.381.2%0.84%2.07%462798
$23.50Sep 11$0.140.313.4%0.62%4.05%1--
$23.00Aug 21$0.130.361.2%0.57%1.80%2597.5K
$23.00Aug 7$0.090.331.2%0.40%1.63%2771.2K
$23.50Aug 21$0.090.223.4%0.40%3.83%211.1K
$24.00Aug 28$0.070.165.6%0.31%5.94%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 2,583
Total Puts 8,971
Put/Call Ratio 3.47
Net Difference -6,388

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 28,233
Total Puts 26,669
Average Put/Call Ratio 1.62
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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