Tour v492
NLY
ANNALY CAP MGMT INC REIT
$22.67 -0.35%
$22.66 (-0.04%)🌙
as of 08/05 07:02 PM
8/5 19:02

Option Volume

Detail
Current (08/05) 4,194
Calls: 1,679 (40%)
Puts: 2,515 (60%)
Prior (08/04) 12,378
Calls: 1,140 (9%)
Puts: 11,238 (91%)
Current vs Prior -66.12%
Calls: +47.28% (Calls)
Puts: -77.62% (Puts)
Prior 7-Day Total 58,325
Calls: 21,448 (37%)
Puts: 36,877 (63%)
Prior 7-Day Average 8,332
Calls: 3,064 (37%)
Puts: 5,268 (63%)
Current vs Prior 7-Day Avg -49.66%
Calls: -45.20%
Puts: -52.26%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/05) $310.1K
Calls: $75.0K (24%)
Puts: $235.1K (76%)
Prior (08/04) $230.9K
Calls: $68.3K (30%)
Puts: $162.6K (70%)
Current vs Prior +34.34%
Calls: +9.86%
Puts: +44.63%
Prior 7-Day Total $2.29M
Calls: $999.5K (44%)
Puts: $1.29M (56%)
Prior 7-Day Average $326.9K
Calls: $142.8K (44%)
Puts: $184.1K (56%)
Current vs Prior 7-Day Avg -5.13%
Calls: -47.45%
Puts: +27.69%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/05) 1.50
Prior (08/04) 9.86
Current vs Prior -84.80%
Prior 7-Day Average 2.19
Current vs Prior 7-Day Avg -31.52%
Sentiment BEARISH

Open Interest

Detail
Current (08/05) 94,728
Calls: 44,784 (47%)
Puts: 49,944 (53%)
Prior (08/04) 78,938
Calls: 41,775 (53%)
Puts: 37,163 (47%)
Current vs Prior +20.00%
Prior 7-Day Total 519,962
Calls: 308,331 (59%)
Puts: 211,631 (41%)
Prior 7-Day Average 74,280
Calls: 44,047 (59%)
Puts: 30,233 (41%)
Current vs Prior 7-Day Avg +27.53%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 3.62% | 4.06%5.21% | 8.07%
Prior 2.86% | 3.82%3.87% | 8.22%
Current vs Prior +26.60% | +6.12%+34.56% | -1.79%
Prior 7-Day Avg 3.87% | 3.86%4.78% | 8.07%
Current vs 7-Day Avg -6.46% | +5.11%+8.83% | +0.01%
Prior 7-Day Eod 2.86% | 3.82%3.87% | 8.22%
Current vs 7-Day Eod +26.60% | +6.12%+34.56% | -1.79%
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 76% of dollar volume in puts ($235.1K) vs calls ($75.0K). Below-average activity with volume down 66% vs prior. Bearish P/C ratio of 1.50 indicates protective positioning. P/C ratio dropping 85% - sentiment shifting bullish.

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 BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
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 3 of results (avg 7.1%, best 6.0%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.50Aug 74.054.30$4.186.0%40.985
$19.50Aug 73.053.25$3.156.3%50.914
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.00Aug 73.203.50$3.359.0%20.93--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 4 found (avg $0.42, cheapest $0.21)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Aug 210.190.23$0.2119.0%1590.417.5K
$23.00Sep 180.430.49$0.4613.0%940.431.7K
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Sep 180.290.35$0.3218.8%1020.321.8K
$23.00Sep 180.630.74$0.6915.9%210.57--

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 24 found (avg delta 0.84, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.50Aug 143.404.45$3.9326.7%20.99--
$18.50Aug 74.054.30$4.186.0%40.985
$20.50Aug 71.312.99$2.1578.1%30.962
$19.00Aug 73.053.90$3.4724.5%40.96--
$20.00Aug 72.392.83$2.6116.9%20.963
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Aug 70.120.60$0.36133.3%271.00191
$23.50Aug 70.251.32$0.79135.4%21.00--
$25.00Aug 71.972.69$2.3330.9%21.00--
$26.50Aug 213.254.30$3.7827.8%20.94--
$26.00Aug 73.203.50$3.359.0%20.93--

Most actively traded options today. High liquidity = easy entry/exit. 62 active (total vol 2.8K, top 420)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.00Sep 180.130.26$0.2065.0%3280.221.4K
$23.00Aug 210.190.23$0.2119.0%1590.417.5K
$23.00Aug 70.020.06$0.04100.0%990.302.1K
$23.00Sep 180.430.49$0.4613.0%940.431.7K
$22.50Aug 70.050.86$0.46176.1%920.80214
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.00Sep 40.000.33$0.17194.1%4200.1620
$20.00Sep 40.030.14$0.09122.2%2720.0863
$22.50Aug 70.020.11$0.07128.6%1950.252.4K
$20.50Sep 40.000.14$0.07200.0%1920.0980
$23.00Aug 140.200.61$0.41100.0%1500.8244

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 71.9%, max 314.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$18.50Aug 7Aug 14154.4%61.3%151.7%65
$23.50Aug 14Sep 425.9%17.5%48.0%15599
$22.50Aug 7Aug 2129.2%21.5%35.6%96358
$25.00Aug 21Sep 1823.8%17.7%34.2%4281
$22.00Aug 21Sep 1823.4%19.3%21.2%7360
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$21.00Aug 7Sep 1899.4%24.0%314.4%331.0K
$22.00Aug 7Sep 1837.3%19.3%92.9%1031.8K
$22.50Aug 7Sep 429.2%17.1%70.3%2012.4K
$21.50Aug 7Aug 2841.9%27.4%53.0%502.0K
$20.50Aug 28Sep 432.4%26.3%23.0%232213

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 18 found (best R:R 6.50, avg 2.68)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$24.00$25.00Sep 18$0.17$0.83$0.174.88$24.17
$23.50$24.00Aug 14$0.11$0.39$0.113.55$23.61
$23.00$24.00Aug 28$0.24$0.76$0.243.17$23.24
$23.00$24.00Sep 18$0.26$0.74$0.262.85$23.26
$22.00$22.50Aug 21$0.14$0.36$0.142.57$22.14
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$22.50$21.00Sep 4$0.20$1.30$0.206.50$22.30
$22.00$21.00Sep 18$0.14$0.86$0.146.14$21.86
$21.00$20.50Sep 4$0.10$0.40$0.104.00$20.90
$22.50$22.00Aug 21$0.12$0.38$0.123.17$22.38
$23.00$21.50Aug 28$0.41$1.09$0.412.66$22.59

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 23 found (best R:R 11.96, avg 1.88)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$18.50$21.50Aug 14$2.76$2.76$0.2411.50$21.26
$21.00$22.50Aug 7$1.13$1.13$0.373.05$22.13
$22.00$23.00Sep 18$0.68$0.68$0.322.12$22.68
$21.50$22.50Aug 14$0.66$0.66$0.341.94$22.16
$19.00$19.50Aug 7$0.32$0.32$0.181.78$19.32
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$26.50$23.00Aug 21$3.23$3.23$0.2711.96$23.27
$23.00$22.50Sep 4$0.36$0.36$0.142.57$22.64
$23.00$22.50Aug 7$0.29$0.29$0.211.38$22.71
$23.00$22.50Aug 21$0.28$0.28$0.221.27$22.72
$23.00$22.50Aug 14$0.23$0.23$0.270.85$22.77

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $0.15, cheapest $0.06)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$23.00Aug 7Aug 14$0.0712.9%13.3%
$22.00Aug 21Sep 18$0.3723.4%19.3%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$22.00Aug 7Aug 14$0.0637.3%24.5%
$22.50Aug 7Aug 14$0.1129.2%21.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 14 found (cheapest 1.76% of stock, avg 4.98%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$23.00Aug 7$0.04$0.36$0.40$22.60$23.401.76%
$23.00Aug 14$0.11$0.41$0.52$22.48$23.522.29%
$22.50Aug 7$0.46$0.07$0.53$21.97$23.032.34%
$22.50Aug 14$0.51$0.18$0.69$21.81$23.193.04%
$23.00Aug 21$0.21$0.55$0.76$22.24$23.763.35%
$22.50Aug 21$0.63$0.27$0.90$21.60$23.403.97%
$22.00Aug 21$0.77$0.15$0.92$21.08$22.924.06%
$23.00Aug 28$0.35$0.59$0.94$22.06$23.944.15%
$23.00Sep 4$0.42$0.73$1.15$21.85$24.155.07%
$23.00Sep 18$0.46$0.69$1.15$21.85$24.155.07%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 50 found (cheapest 0.26% of stock, avg 1.36%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$23.00$22.00Aug 7$0.04$0.02$0.06$21.94$23.06
$24.00$21.50Aug 14$0.02$0.04$0.06$21.44$24.06
$24.00$22.00Aug 14$0.02$0.08$0.10$21.90$24.10
$23.00$22.50Aug 7$0.04$0.07$0.11$22.39$23.11
$24.00$21.00Aug 21$0.04$0.08$0.12$20.88$24.12
$23.00$21.00Aug 7$0.04$0.09$0.13$20.87$23.13
$24.00$21.50Aug 21$0.04$0.09$0.13$21.37$24.13
$25.00$20.00Sep 18$0.03$0.10$0.13$19.87$25.13
$23.50$21.00Aug 21$0.06$0.08$0.14$20.86$23.64
$23.00$21.50Aug 14$0.11$0.04$0.15$21.35$23.15

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 7 found (best R:R 2.57, avg credit $0.38)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
20/2123/24Sep 4$0.36$0.142.57$20.64$23.36
22/2324/24Aug 14$0.34$0.162.12$22.66$23.84
22/2223/24Aug 21$0.27$0.231.17$22.23$23.27
22/2324/25Sep 18$0.54$0.461.17$22.46$24.54
21/2223/24Sep 18$0.40$0.600.67$21.60$23.40
21/2224/25Sep 18$0.31$0.690.45$21.69$24.31
21/2223/24Sep 4$0.46$1.040.44$22.04$23.46

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 18 found (best R:R 15.67, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$23.00$24.00$25.00Sep 18$0.09$0.9110.11
$19.50$20.00$20.50Aug 7$0.08$0.425.25
$23.00$23.50$24.00Aug 21$0.13$0.372.85
$22.00$23.00$24.00Sep 18$0.42$0.581.38
$22.50$23.00$23.50Aug 21$0.27$0.230.85
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$20.00$21.00$22.00Sep 18$0.06$0.9415.67
$21.50$22.00$22.50Aug 14$0.06$0.447.33
$21.50$22.00$22.50Aug 21$0.06$0.447.33
$21.00$21.50$22.00Aug 7$0.09$0.414.56
$21.00$22.00$23.00Sep 18$0.23$0.773.35

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 $-0.28, 8 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$23.00$26.001:2Aug 7-$0.28$2.72
$24.00$25.001:2Aug 21$0.00$1.00
$23.00$23.501:2Aug 14-$0.15$0.35
$22.00$22.501:2Aug 21-$0.49$0.01
$18.50$21.501:2Aug 14$1.59$1.41
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$21.50$20.501:2Aug 28$0.00$1.00
$21.50$21.001:2Aug 21-$0.07$0.43
$20.50$20.001:2Sep 4-$0.11$0.39
$21.50$21.001:2Aug 7-$0.17$0.33
$22.50$21.001:2Sep 4$0.03$1.47

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 6 found (best yield 1.90%, avg 0.94%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$23.00Sep 18$0.430.431.5%1.90%3.35%941.7K
$23.00Sep 4$0.260.421.5%1.15%2.60%1--
$23.00Aug 28$0.200.421.5%0.88%2.34%30865
$23.00Aug 21$0.190.411.5%0.84%2.29%1597.5K
$24.00Sep 18$0.130.225.9%0.57%6.44%3281.4K
$23.00Aug 14$0.070.351.5%0.31%1.76%14648

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 1,679
Total Puts 2,515
Put/Call Ratio 1.50
Net Difference -836

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 21,448
Total Puts 36,877
Average Put/Call Ratio 2.19
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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