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