Tour v490
NLY
ANNALY CAP MGMT INC REIT
$22.75 -0.13%
$22.78 (+0.13%)🌙
as of 08/04 06:59 PM
8/4 18:59

Option Volume

Detail
Current (08/04) 12,378
Calls: 1,140 (9%)
Puts: 11,238 (91%)
Prior (08/03) 3,978
Calls: 2,687 (68%)
Puts: 1,291 (32%)
Current vs Prior +211.16%
Calls: -57.57% (Calls)
Puts: +770.49% (Puts)
Prior 7-Day Total 52,457
Calls: 22,012 (42%)
Puts: 30,445 (58%)
Prior 7-Day Average 7,493
Calls: 3,144 (42%)
Puts: 4,349 (58%)
Current vs Prior 7-Day Avg +65.18%
Calls: -63.75%
Puts: +158.39%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/04) $230.9K
Calls: $68.3K (30%)
Puts: $162.6K (70%)
Prior (08/03) $164.4K
Calls: $76.4K (46%)
Puts: $88.0K (54%)
Current vs Prior +40.45%
Calls: -10.60%
Puts: +84.79%
Prior 7-Day Total $2.25M
Calls: $1.01M (45%)
Puts: $1.24M (55%)
Prior 7-Day Average $321.1K
Calls: $143.8K (45%)
Puts: $177.2K (55%)
Current vs Prior 7-Day Avg -28.09%
Calls: -52.51%
Puts: -8.28%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/04) 9.86
Prior (08/03) 0.48
Current vs Prior +1951.76%
Prior 7-Day Average 1.88
Current vs Prior 7-Day Avg +425.46%
Sentiment BEARISH

Open Interest

Detail
Current (08/04) 78,938
Calls: 41,775 (53%)
Puts: 37,163 (47%)
Prior (08/03) 83,270
Calls: 41,242 (50%)
Puts: 42,028 (50%)
Current vs Prior -5.20%
Prior 7-Day Total 509,397
Calls: 311,301 (61%)
Puts: 198,096 (39%)
Prior 7-Day Average 72,771
Calls: 44,471 (61%)
Puts: 28,299 (39%)
Current vs Prior 7-Day Avg +8.47%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 2.86% | 3.82%3.87% | 8.22%
Prior 3.51% | 3.95%4.61% | 8.30%
Current vs Prior -18.64% | -3.21%-16.08% | -0.93%
Prior 7-Day Avg 3.97% | 3.97%5.06% | 8.16%
Current vs 7-Day Avg -28.10% | -3.67%-23.52% | +0.69%
Prior 7-Day Eod 3.51% | 3.95%4.61% | 8.30%
Current vs 7-Day Eod -18.64% | -3.21%-16.08% | -0.93%
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

Moderately bearish flow with 70% put dollar volume ($162.6K). Unusually high activity with volume up 211% vs prior - elevated interest. Extreme bearish P/C ratio of 9.86 - heavy put buying. P/C ratio rising 1952% - 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 BEARISH
7-Day Avg BEARISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
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 4 of results (avg 7.3%, best 5.8%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.50Aug 74.154.40$4.285.8%40.912
$19.50Aug 73.203.40$3.306.1%20.872
$19.00Aug 73.653.95$3.807.9%50.934
$20.00Aug 72.712.98$2.859.5%31.00--
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 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Aug 72.712.98$2.859.5%31.00--
$20.50Aug 71.952.49$2.2224.3%10.94--
$19.00Aug 73.653.95$3.807.9%50.934
$20.00Sep 182.463.75$3.1141.5%50.92--
$18.50Aug 74.154.40$4.285.8%40.912
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.50Aug 71.342.50$1.9260.4%10.98--
$25.50Aug 71.903.40$2.6556.6%10.83--
$23.00Aug 70.210.45$0.3372.7%280.72--
$23.00Aug 210.350.50$0.4334.9%550.638.6K
$23.00Aug 140.190.56$0.3897.4%270.60--

Most actively traded options today. High liquidity = easy entry/exit. 63 active (total vol 11.7K, top 10.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Aug 70.040.12$0.08100.0%2640.281.8K
$23.00Aug 210.070.40$0.24137.5%760.377.4K
$22.50Aug 70.080.56$0.32150.0%600.69154
$24.00Aug 210.030.07$0.0580.0%460.101.7K
$23.00Aug 140.150.29$0.2263.6%420.41609
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Aug 210.080.17$0.1369.2%10.1K0.233.6K
$22.50Aug 70.040.16$0.10120.0%2460.322.2K
$21.00Sep 110.000.36$0.18200.0%1200.1630
$22.50Aug 140.100.23$0.1776.5%1020.3499
$22.00Sep 180.060.41$0.24145.8%900.281.7K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 14 strikes (avg 64.0%, max 146.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$20.00Aug 7Sep 1863.1%27.8%126.9%8--
$25.00Aug 14Sep 1835.6%20.1%77.6%8278
$18.50Aug 7Aug 21169.4%100.9%67.8%62
$24.00Aug 14Sep 1833.2%20.3%63.4%251.6K
$24.50Aug 28Sep 1134.7%23.4%48.2%526
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$21.00Aug 7Sep 1849.6%20.1%146.9%111.0K
$20.00Aug 7Sep 1863.1%27.8%126.9%9462
$22.00Aug 7Sep 1826.0%16.3%59.5%1001.8K
$22.50Aug 7Sep 1123.3%16.0%46.0%2502.2K
$21.50Aug 7Aug 1434.6%25.7%34.5%212.0K

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 3.07)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$24.00$25.00Sep 18$0.14$0.86$0.146.14$24.14
$23.00$24.00Sep 18$0.28$0.72$0.282.57$23.28
$23.00$23.50Aug 28$0.15$0.35$0.152.33$23.15
$23.00$23.50Aug 14$0.16$0.34$0.162.12$23.16
$22.50$23.00Aug 7$0.24$0.26$0.241.08$22.74
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$22.50$21.00Sep 11$0.15$1.35$0.159.00$22.35
$22.50$21.00Aug 28$0.17$1.33$0.177.82$22.33
$22.00$21.00Sep 18$0.13$0.87$0.136.69$21.87
$22.50$22.00Aug 21$0.13$0.37$0.132.85$22.37
$23.00$22.50Aug 21$0.17$0.33$0.171.94$22.83

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 21 found (best R:R 14.91, avg 1.97)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$18.50$22.00Aug 21$3.28$3.28$0.2214.91$21.78
$20.00$23.00Sep 18$2.62$2.62$0.386.89$22.62
$22.00$23.00Aug 21$0.78$0.78$0.223.55$22.78
$22.50$23.00Aug 28$0.30$0.30$0.201.50$22.80
$22.50$23.50Sep 4$0.52$0.52$0.481.08$23.02
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$23.00$22.50Sep 11$0.40$0.40$0.104.00$22.60
$25.50$24.50Aug 7$0.73$0.73$0.272.70$24.77
$23.00$22.50Aug 7$0.23$0.23$0.270.85$22.77
$23.00$22.00Sep 18$0.45$0.45$0.550.82$22.55
$23.00$22.50Aug 28$0.22$0.22$0.280.79$22.78

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $0.15, cheapest $0.06)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$23.00Aug 7Aug 14$0.1423.3%20.5%
$20.00Aug 7Sep 18$0.2663.1%27.8%
$22.50Aug 7Aug 28$0.3023.3%17.6%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$20.00Aug 7Sep 11$0.0663.1%28.8%
$22.50Aug 7Aug 14$0.0723.3%19.6%
$22.00Aug 7Aug 14$0.0826.0%24.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 11 found (cheapest 1.80% of stock, avg 5.33%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$23.00Aug 7$0.08$0.33$0.41$22.59$23.411.80%
$22.50Aug 7$0.32$0.10$0.42$22.08$22.921.85%
$23.00Aug 14$0.22$0.38$0.60$22.40$23.602.64%
$23.00Aug 21$0.24$0.43$0.67$22.33$23.672.95%
$23.00Aug 28$0.32$0.50$0.82$22.18$23.823.60%
$22.50Aug 28$0.62$0.28$0.90$21.60$23.403.96%
$22.50Sep 4$0.68$0.44$1.12$21.38$23.624.92%
$22.00Aug 21$1.02$0.13$1.15$20.85$23.155.05%
$23.00Sep 18$0.49$0.69$1.18$21.82$24.185.19%
$20.00Aug 7$2.85$0.01$2.86$17.14$22.8612.57%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 63 found (cheapest 0.13% of stock, avg 1.35%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$23.50$22.00Aug 7$0.01$0.02$0.03$21.97$23.53
$25.00$21.50Aug 14$0.04$0.04$0.08$21.42$25.08
$25.00$21.00Aug 14$0.04$0.04$0.08$20.92$25.08
$23.00$22.00Aug 7$0.08$0.02$0.10$21.90$23.10
$23.50$21.50Aug 14$0.06$0.04$0.10$21.40$23.60
$23.50$21.00Aug 14$0.06$0.04$0.10$20.90$23.60
$23.50$22.50Aug 7$0.01$0.10$0.11$22.39$23.61
$25.00$22.00Aug 14$0.04$0.10$0.14$21.86$25.14
$24.00$21.50Aug 14$0.12$0.04$0.16$21.34$24.16
$24.00$21.00Aug 14$0.12$0.04$0.16$20.84$24.16

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 4 found (best R:R 1.44, avg credit $0.40)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
22/2324/25Sep 18$0.59$0.411.44$22.41$24.59
21/2223/24Sep 18$0.41$0.590.69$21.59$23.41
21/2224/25Sep 18$0.27$0.730.37$21.73$24.27
21/2223/24Aug 28$0.32$1.180.27$22.18$23.32

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 13 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$19.00$19.50$20.00Aug 7$0.05$0.459.00
$23.00$23.50$24.00Aug 28$0.07$0.436.14
$23.00$24.00$25.00Sep 18$0.14$0.866.14
$22.50$23.00$23.50Aug 28$0.15$0.352.33
$22.50$23.00$23.50Aug 7$0.17$0.331.94
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$21.00$21.50$22.00Aug 14$0.06$0.447.33
$20.00$21.00$22.00Sep 18$0.12$0.887.33
$21.50$22.00$22.50Aug 7$0.07$0.436.14
$22.00$22.50$23.00Aug 14$0.14$0.362.57
$22.00$22.50$23.00Aug 7$0.15$0.352.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 27 found (best net $-0.03, 11 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$23.50$24.501:2Sep 11-$0.13$0.87
$23.50$24.001:2Aug 14-$0.18$0.32
$25.00$25.501:2Aug 14-$0.22$0.28
$24.50$25.001:2Sep 11-$0.29$0.21
$24.00$24.501:2Aug 28-$0.41$0.09
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$22.50$21.001:2Sep 11-$0.03$1.47
$21.00$20.001:2Aug 7$0.00$1.00
$21.00$20.001:2Sep 18-$0.09$0.91
$23.00$22.501:2Aug 28-$0.06$0.44
$23.00$22.501:2Aug 21-$0.09$0.41

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 8 found (best yield 1.49%, avg 0.61%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$23.00Sep 18$0.340.441.1%1.49%2.59%81.7K
$23.00Aug 14$0.150.411.1%0.66%1.76%42609
$24.00Sep 18$0.150.235.5%0.66%6.15%131.4K
$23.00Aug 28$0.140.431.1%0.62%1.71%13855
$23.50Aug 28$0.100.263.3%0.44%3.74%16601
$23.50Aug 21$0.090.223.3%0.40%3.69%391.1K
$23.00Aug 21$0.070.371.1%0.31%1.41%767.4K
$23.50Sep 11$0.070.293.3%0.31%3.60%10--

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 1,140
Total Puts 11,238
Put/Call Ratio 9.86
Net Difference -10,098

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 22,012
Total Puts 30,445
Average Put/Call Ratio 1.88
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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