Tour v487
NLY
ANNALY CAP MGMT INC REIT
$22.78 +0.26%
$22.87 (+0.40%)🌙
as of 08/03 06:43 PM
8/3 18:43

Option Volume

Detail
Current (08/03) 3,978
Calls: 2,687 (68%)
Puts: 1,291 (32%)
Prior (07/31) 11,554
Calls: 2,583 (22%)
Puts: 8,971 (78%)
Current vs Prior -65.57%
Calls: +4.03% (Calls)
Puts: -85.61% (Puts)
Prior 7-Day Total 53,418
Calls: 21,067 (39%)
Puts: 32,351 (61%)
Prior 7-Day Average 7,631
Calls: 3,009 (39%)
Puts: 4,621 (61%)
Current vs Prior 7-Day Avg -47.87%
Calls: -10.72%
Puts: -72.07%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/03) $164.4K
Calls: $76.4K (46%)
Puts: $88.0K (54%)
Prior (07/31) $435.1K
Calls: $98.2K (23%)
Puts: $336.8K (77%)
Current vs Prior -62.22%
Calls: -22.23%
Puts: -73.88%
Prior 7-Day Total $2.51M
Calls: $1.01M (40%)
Puts: $1.51M (60%)
Prior 7-Day Average $359.2K
Calls: $143.6K (40%)
Puts: $215.6K (60%)
Current vs Prior 7-Day Avg -54.24%
Calls: -46.81%
Puts: -59.20%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/03) 0.48
Prior (07/31) 3.47
Current vs Prior -86.17%
Prior 7-Day Average 2.07
Current vs Prior 7-Day Avg -76.78%
Sentiment BULLISH

Open Interest

Detail
Current (08/03) 83,270
Calls: 41,242 (50%)
Puts: 42,028 (50%)
Prior (07/31) 90,774
Calls: 55,327 (61%)
Puts: 35,447 (39%)
Current vs Prior -8.27%
Prior 7-Day Total 490,028
Calls: 311,856 (64%)
Puts: 178,172 (36%)
Prior 7-Day Average 70,004
Calls: 44,550 (64%)
Puts: 25,453 (36%)
Current vs Prior 7-Day Avg +18.95%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 3.51% | 3.95%4.61% | 8.30%
Prior 3.70% | 4.45%4.75% | 8.19%
Current vs Prior -5.01% | -11.13%-3.03% | +1.35%
Prior 7-Day Avg 3.89% | 3.87%5.05% | 8.12%
Current vs 7-Day Avg -9.83% | +2.18%-8.65% | +2.21%
Prior 7-Day Eod 3.70% | 4.45%4.75% | 8.19%
Current vs 7-Day Eod -5.01% | -11.13%-3.03% | +1.35%
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

Light premium activity with dollar volume down 62% vs prior. Below-average activity with volume down 66% vs prior. Extreme bullish P/C ratio of 0.48 - heavy call buying (2,687 calls vs 1,291 puts). P/C ratio dropping 86% - 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 BEARISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 9.1%, best 9.1%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$19.50Aug 73.153.45$3.309.1%20.89--
$18.50Aug 74.154.55$4.359.2%40.94--
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 7 found (avg $0.56, cheapest $0.32)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Aug 140.450.52$0.4914.3%50.64--
$22.50Aug 210.530.62$0.5715.8%70.62144
$22.50Sep 110.730.85$0.7915.2%10.59--
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Aug 70.290.35$0.3218.8%30.69163
$23.00Aug 140.370.44$0.4117.1%30.6214
$23.00Aug 210.440.52$0.4816.7%1260.598.6K
$23.50Aug 280.820.92$0.8711.5%1000.7390

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 17 found (avg delta 0.78, highest 0.96)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.50Aug 70.741.60$1.1773.5%20.95--
$18.50Aug 74.154.55$4.359.2%40.94--
$19.00Aug 73.253.95$3.6019.4%50.942
$22.00Aug 70.751.02$0.8930.3%30.914
$19.50Aug 73.153.45$3.309.1%20.89--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.50Aug 72.964.75$3.8646.4%10.96--
$23.50Aug 280.820.92$0.8711.5%1000.7390
$23.00Aug 70.290.35$0.3218.8%30.69163
$23.00Aug 140.370.44$0.4117.1%30.6214
$23.00Aug 210.440.52$0.4816.7%1260.598.6K

Most actively traded options today. High liquidity = easy entry/exit. 64 active (total vol 2.7K, top 573)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Aug 70.070.12$0.1050.0%5730.321.3K
$23.50Aug 210.100.16$0.1346.2%3340.231.1K
$23.50Aug 280.150.20$0.1827.8%3230.26343
$23.50Aug 140.050.08$0.0742.9%2450.17400
$23.00Aug 140.170.22$0.2025.0%1600.38509
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Aug 210.440.52$0.4816.7%1260.598.6K
$20.00Aug 210.010.05$0.03133.3%1080.04476
$23.50Aug 280.820.92$0.8711.5%1000.7390
$22.50Aug 210.220.30$0.2630.8%470.387.6K
$22.50Aug 140.160.22$0.1931.6%340.3665

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 12 strikes (avg 33.8%, max 127.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$21.50Aug 7Aug 2833.2%23.8%39.2%1210
$22.50Aug 7Sep 1122.1%18.5%18.9%35134
$24.00Aug 14Sep 1121.4%18.2%17.6%23142
$23.50Aug 7Sep 1120.7%18.9%9.5%130905
$25.00Aug 21Sep 424.1%22.3%8.0%15218
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$21.00Aug 7Aug 2171.9%31.7%127.0%5139
$20.00Aug 7Aug 2161.2%34.5%77.4%109806
$21.50Aug 7Sep 433.2%21.7%53.1%152.1K
$22.00Aug 7Sep 1126.2%20.4%28.6%25126
$22.50Aug 7Sep 1122.1%18.5%18.9%262.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 20 found (best R:R 8.09, avg 2.24)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$23.50$24.00Sep 4$0.11$0.39$0.113.55$23.61
$23.00$23.50Aug 14$0.13$0.37$0.132.85$23.13
$23.50$24.00Sep 11$0.13$0.37$0.132.85$23.63
$23.00$23.50Aug 21$0.16$0.34$0.162.13$23.16
$23.00$23.50Aug 28$0.17$0.33$0.171.94$23.17
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$21.00$20.00Aug 7$0.11$0.89$0.118.09$20.89
$22.00$21.50Sep 4$0.10$0.40$0.104.00$21.90
$22.50$22.00Aug 21$0.11$0.39$0.113.55$22.39
$22.50$22.00Aug 28$0.13$0.37$0.132.85$22.37
$22.50$22.00Sep 11$0.13$0.37$0.132.85$22.37

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 22 found (best R:R 4.77, avg 0.99)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$21.50$23.00Aug 28$1.24$1.24$0.264.77$22.74
$22.50$23.00Aug 7$0.38$0.38$0.123.17$22.88
$19.00$19.50Aug 7$0.30$0.30$0.201.50$19.30
$22.50$23.00Aug 14$0.29$0.29$0.211.38$22.79
$21.50$22.00Aug 7$0.28$0.28$0.221.27$21.78
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$23.50$22.50Aug 28$0.54$0.54$0.461.17$22.96
$23.00$22.50Aug 7$0.22$0.22$0.280.79$22.78
$23.00$22.50Aug 14$0.22$0.22$0.280.79$22.78
$23.00$22.50Aug 21$0.22$0.22$0.280.79$22.78
$22.50$22.00Aug 28$0.13$0.13$0.370.35$22.37

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $0.12, cheapest $0.05)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$23.50Aug 7Aug 14$0.0520.7%18.8%
$24.50Aug 21Aug 28$0.0719.8%23.8%
$23.00Aug 7Aug 14$0.1020.0%18.9%
$21.50Aug 7Aug 28$0.4233.2%23.8%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$22.00Aug 7Aug 14$0.0726.2%23.4%
$22.50Aug 7Aug 14$0.0922.1%19.5%
$23.00Aug 7Aug 14$0.0920.0%18.9%
$20.50Aug 14Aug 28$0.0935.8%34.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 14 found (cheapest 1.84% of stock, avg 6.29%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$23.00Aug 7$0.10$0.32$0.42$22.58$23.421.84%
$22.50Aug 7$0.48$0.10$0.58$21.92$23.082.55%
$23.00Aug 14$0.20$0.41$0.61$22.39$23.612.68%
$22.50Aug 14$0.49$0.19$0.68$21.82$23.182.99%
$23.00Aug 21$0.29$0.48$0.77$22.23$23.773.38%
$22.50Aug 21$0.57$0.26$0.83$21.67$23.333.64%
$22.00Aug 7$0.89$0.03$0.92$21.08$22.924.04%
$23.50Aug 28$0.18$0.87$1.05$22.45$24.554.61%
$21.50Aug 7$1.17$0.02$1.19$20.31$22.695.22%
$22.50Sep 11$0.79$0.42$1.21$21.29$23.715.31%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 63 found (cheapest 0.22% of stock, avg 1.38%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$23.50$22.00Aug 7$0.02$0.03$0.05$21.95$23.55
$24.00$21.50Aug 14$0.03$0.03$0.06$21.44$24.06
$25.50$22.00Aug 7$0.04$0.03$0.07$21.93$25.57
$26.00$21.50Aug 14$0.04$0.03$0.07$21.43$26.07
$23.50$21.50Aug 14$0.07$0.03$0.10$21.40$23.60
$23.50$22.50Aug 7$0.02$0.10$0.12$22.38$23.62
$23.00$22.00Aug 7$0.10$0.03$0.13$21.87$23.13
$24.00$22.00Aug 14$0.03$0.10$0.13$21.87$24.13
$23.50$21.00Aug 7$0.02$0.12$0.14$20.86$23.64
$25.50$22.50Aug 7$0.04$0.10$0.14$22.36$25.64

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 8 found (best R:R 1.50, avg credit $0.34)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
22/2223/24Aug 28$0.30$0.201.50$22.20$23.30
22/2223/24Sep 4$0.29$0.211.38$21.71$23.29
22/2223/24Aug 21$0.27$0.231.17$22.23$23.27
20/2122/22Aug 7$0.52$0.481.08$20.48$22.52
22/2224/24Sep 11$0.26$0.241.08$22.24$23.76
20/2122/23Aug 7$0.49$0.510.96$20.51$22.99
22/2224/24Sep 4$0.21$0.290.72$21.79$23.71
20/2122/22Aug 7$0.39$0.610.64$20.61$21.89

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 19 found (best R:R 7.33, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$23.00$23.50$24.00Aug 28$0.07$0.436.14
$23.00$23.50$24.00Sep 4$0.08$0.425.25
$23.00$23.50$24.00Aug 14$0.09$0.414.56
$23.00$23.50$24.00Aug 21$0.09$0.414.56
$23.50$24.00$24.50Aug 28$0.11$0.393.55
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$21.50$22.00$22.50Aug 7$0.06$0.447.33
$21.50$22.00$22.50Aug 21$0.06$0.447.33
$21.50$22.00$22.50Aug 28$0.07$0.436.14
$19.00$20.00$21.00Aug 7$0.15$0.855.67
$21.00$21.50$22.00Aug 7$0.11$0.393.55

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 25 found (best net $-0.05, 15 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$24.00$26.001:2Aug 14-$0.05$1.95
$23.50$25.501:2Aug 7-$0.06$1.94
$22.00$22.501:2Aug 7-$0.07$0.43
$24.00$24.501:2Aug 28-$0.10$0.40
$24.00$24.501:2Sep 11-$0.17$0.33
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$20.00$19.001:2Aug 7-$0.09$0.91
$21.50$20.501:2Aug 28-$0.10$0.90
$19.00$18.501:2Aug 7-$0.05$0.45
$22.00$21.501:2Aug 21-$0.05$0.45
$22.50$22.001:2Aug 28-$0.07$0.43

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 12 found (best yield 1.67%, avg 0.78%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$23.00Sep 4$0.380.441.0%1.67%2.63%26--
$23.00Aug 28$0.310.431.0%1.36%2.33%10845
$23.50Sep 11$0.250.323.2%1.10%4.26%19--
$23.00Aug 21$0.240.411.0%1.05%2.02%417.4K
$23.50Sep 4$0.190.303.2%0.83%3.99%37143
$23.00Aug 14$0.170.381.0%0.75%1.71%160509
$23.50Aug 28$0.150.263.2%0.66%3.82%323343
$24.00Sep 11$0.120.205.4%0.53%5.88%2--
$23.50Aug 21$0.100.233.2%0.44%3.60%3341.1K
$24.00Sep 4$0.100.185.4%0.44%5.79%3240

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 2,687
Total Puts 1,291
Put/Call Ratio 0.48
Net Difference 1,396

Prior's Put/Call Breakdown

Total Calls 2,583
Total Puts 8,971
Put/Call Ratio 3.47
Net Difference -6,388

Prior 7-Day Put/Call Summary

Total Calls 21,067
Total Puts 32,351
Average Put/Call Ratio 2.07
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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