Tour v492
NLY
ANNALY CAP MGMT INC REIT
$22.66 -0.04%
$22.69 (+0.13%)🌙
as of 08/06 06:59 PM
8/6 18:59

Option Volume

Detail
Current (08/06) 4,326
Calls: 3,154 (73%)
Puts: 1,172 (27%)
Prior (08/05) 4,194
Calls: 1,679 (40%)
Puts: 2,515 (60%)
Current vs Prior +3.15%
Calls: +87.85% (Calls)
Puts: -53.40% (Puts)
Prior 7-Day Total 57,869
Calls: 19,524 (34%)
Puts: 38,345 (66%)
Prior 7-Day Average 8,267
Calls: 2,789 (34%)
Puts: 5,477 (66%)
Current vs Prior 7-Day Avg -47.67%
Calls: +13.08%
Puts: -78.60%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/06) $172.8K
Calls: $109.9K (64%)
Puts: $62.9K (36%)
Prior (08/05) $310.1K
Calls: $75.0K (24%)
Puts: $235.1K (76%)
Current vs Prior -44.28%
Calls: +46.48%
Puts: -73.25%
Prior 7-Day Total $2.40M
Calls: $946.8K (39%)
Puts: $1.45M (61%)
Prior 7-Day Average $343.0K
Calls: $135.3K (39%)
Puts: $207.8K (61%)
Current vs Prior 7-Day Avg -49.62%
Calls: -18.74%
Puts: -69.72%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/06) 0.37
Prior (08/05) 1.50
Current vs Prior -75.19%
Prior 7-Day Average 2.36
Current vs Prior 7-Day Avg -84.25%
Sentiment BULLISH

Open Interest

Detail
Current (08/06) 81,831
Calls: 34,086 (42%)
Puts: 47,745 (58%)
Prior (08/05) 94,728
Calls: 44,784 (47%)
Puts: 49,944 (53%)
Current vs Prior -13.61%
Prior 7-Day Total 558,292
Calls: 317,822 (57%)
Puts: 240,470 (43%)
Prior 7-Day Average 79,756
Calls: 45,403 (57%)
Puts: 34,352 (43%)
Current vs Prior 7-Day Avg +2.60%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 2.69% | 3.04%4.46% | 6.75%
Prior 3.62% | 4.06%5.21% | 8.07%
Current vs Prior -25.58% | -24.97%-14.37% | -16.36%
Prior 7-Day Avg 3.91% | 3.85%4.75% | 7.97%
Current vs 7-Day Avg -31.13% | -20.82%-6.12% | -15.29%
Prior 7-Day Eod 3.62% | 4.06%5.21% | 8.07%
Current vs 7-Day Eod -25.58% | -24.97%-14.37% | -16.36%
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 bullish flow with 64% call dollar volume ($109.9K). Extreme bullish P/C ratio of 0.37 - heavy call buying (3,154 calls vs 1,172 puts). P/C ratio dropping 75% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BEARISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
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 1 of results (avg 8.6%, best 8.6%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.50Aug 73.904.25$4.088.6%20.935
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. 20 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.00Aug 71.291.96$1.6341.1%11.005
$18.50Aug 73.904.25$4.088.6%20.935
$19.00Aug 73.053.85$3.4523.2%50.939
$20.00Aug 71.903.60$2.7561.8%30.915
$21.50Aug 140.702.05$1.3897.8%10.915
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Aug 71.812.94$2.3847.5%20.98--
$24.50Aug 71.362.55$1.9660.7%40.981
$24.00Aug 70.711.86$1.2989.1%20.98--
$23.00Aug 70.170.64$0.41114.6%30.80171
$23.00Aug 140.050.68$0.37170.3%100.72--

Most actively traded options today. High liquidity = easy entry/exit. 54 active (total vol 2.4K, top 613)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Aug 210.170.21$0.1921.1%6130.367.5K
$22.50Aug 280.200.74$0.47114.9%1560.6114
$23.50Aug 280.010.26$0.14178.6%1250.23617
$22.50Aug 140.090.54$0.32140.6%960.6074
$23.00Aug 70.000.10$0.05200.0%890.202.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Sep 180.060.37$0.22140.9%1750.271.9K
$20.00Aug 210.000.04$0.02200.0%1100.03431
$21.00Sep 180.090.15$0.1250.0%1040.14891
$20.50Sep 110.000.34$0.17200.0%1000.1570
$22.50Aug 140.120.22$0.1758.8%970.41233

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 110.1%, max 461.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$23.00Aug 7Sep 1839.1%18.1%116.0%1643.7K
$23.50Aug 7Sep 1139.7%19.3%105.5%8999
$22.50Aug 7Aug 2826.9%15.7%72.1%197320
$21.50Aug 14Sep 428.5%21.0%35.9%35
$24.00Aug 21Sep 1820.5%16.6%23.3%861.6K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$20.00Aug 7Aug 21193.3%34.4%461.9%112431
$21.00Aug 7Sep 1870.6%21.9%222.5%1051.0K
$23.00Aug 7Sep 1839.1%18.1%116.0%51.7K
$22.50Aug 7Sep 1126.9%15.8%70.1%722.6K
$22.00Aug 14Sep 1825.0%16.5%51.8%1801.9K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 17 found (best R:R 9.00, avg 2.11)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$23.00$24.00Aug 21$0.15$0.85$0.155.67$23.15
$22.50$23.00Aug 28$0.12$0.38$0.123.17$22.62
$22.50$23.00Aug 7$0.15$0.35$0.152.33$22.65
$23.00$24.00Sep 18$0.32$0.68$0.322.12$23.32
$22.50$23.00Aug 14$0.21$0.29$0.211.38$22.71
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$22.00$21.00Sep 18$0.10$0.90$0.109.00$21.90
$22.50$22.00Aug 21$0.15$0.35$0.152.33$22.35
$23.00$22.00Sep 18$0.38$0.62$0.381.63$22.62
$23.00$22.50Aug 14$0.20$0.30$0.201.50$22.80
$23.00$22.50Aug 21$0.21$0.29$0.211.38$22.79

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 20 found (best R:R 7.33, avg 1.33)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$19.00$20.00Aug 7$0.70$0.70$0.302.33$19.70
$22.50$23.00Aug 21$0.33$0.33$0.171.94$22.83
$22.00$22.50Aug 21$0.32$0.32$0.181.78$22.32
$22.00$22.50Aug 14$0.31$0.31$0.191.63$22.31
$22.00$22.50Aug 28$0.31$0.31$0.191.63$22.31
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$24.00$23.00Aug 7$0.88$0.88$0.127.33$23.12
$23.00$22.50Aug 7$0.34$0.34$0.162.12$22.66
$22.50$22.00Sep 11$0.27$0.27$0.231.17$22.23
$23.00$22.50Aug 21$0.21$0.21$0.290.72$22.79
$23.00$22.50Aug 14$0.20$0.20$0.300.67$22.80

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 7 found (avg debit $0.13, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$23.00Aug 7Aug 14$0.0639.1%18.5%
$24.00Aug 21Sep 18$0.0920.5%16.6%
$22.50Aug 7Aug 14$0.1226.9%17.2%
$23.50Aug 7Aug 28$0.1339.7%18.4%
$22.00Aug 14Aug 21$0.2125.0%21.3%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$22.50Aug 7Aug 14$0.1026.9%17.2%
$21.00Aug 7Sep 11$0.2070.6%26.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 13 found (cheapest 1.19% of stock, avg 4.27%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$22.50Aug 7$0.20$0.07$0.27$22.23$22.771.19%
$23.00Aug 7$0.05$0.41$0.46$22.54$23.462.03%
$23.00Aug 14$0.11$0.37$0.48$22.52$23.482.12%
$22.50Aug 14$0.32$0.17$0.49$22.01$22.992.16%
$23.00Aug 21$0.19$0.49$0.68$22.32$23.683.00%
$22.50Aug 28$0.47$0.25$0.72$21.78$23.223.18%
$22.00Aug 14$0.63$0.11$0.74$21.26$22.743.27%
$22.50Aug 21$0.52$0.28$0.80$21.70$23.303.53%
$22.00Aug 21$0.84$0.13$0.97$21.03$22.974.28%
$23.00Sep 18$0.45$0.60$1.05$21.95$24.054.63%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 32 found (cheapest 0.40% of stock, avg 1.32%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$24.50$21.50Aug 14$0.04$0.05$0.09$21.41$24.59
$23.00$22.50Aug 7$0.05$0.07$0.12$22.38$23.12
$24.50$20.00Aug 14$0.04$0.08$0.12$19.88$24.62
$24.00$21.50Aug 21$0.04$0.09$0.13$21.37$24.13
$23.00$20.00Aug 7$0.05$0.10$0.15$19.85$23.15
$24.50$22.00Aug 14$0.04$0.11$0.15$21.85$24.65
$26.50$22.50Aug 7$0.09$0.07$0.16$22.34$26.66
$27.00$22.50Aug 7$0.09$0.07$0.16$22.34$27.16
$23.00$21.50Aug 14$0.11$0.05$0.16$21.34$23.16
$24.00$22.00Aug 21$0.04$0.13$0.17$21.83$24.17

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 0.72, avg credit $0.36)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
21/2223/24Sep 18$0.42$0.580.72$21.58$23.42
22/2223/24Aug 21$0.30$0.700.43$22.20$23.30

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 9 found (best R:R 7.33, cheapest $0.06)

CALLS (4)
LowMidHighExpiryDebitMax GainR:R
$22.00$22.50$23.00Aug 14$0.10$0.404.00
$22.50$23.00$23.50Aug 7$0.11$0.393.55
$22.00$22.50$23.00Aug 28$0.19$0.311.63
$21.50$22.00$22.50Aug 14$0.44$0.060.14
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$22.00$22.50$23.00Aug 21$0.06$0.447.33
$21.50$22.00$22.50Aug 21$0.11$0.393.55
$22.00$22.50$23.00Aug 14$0.14$0.362.57
$21.00$22.00$23.00Sep 18$0.28$0.722.57
$21.50$22.00$22.50Sep 11$0.32$0.180.56

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 28 found (best net $-0.17, 12 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$23.50$26.501:2Aug 7-$0.17$2.83
$20.00$21.001:2Aug 7-$0.51$0.49
$26.50$27.001:2Aug 7-$0.09$0.41
$22.00$22.501:2Aug 28-$0.16$0.34
$22.00$22.501:2Aug 21-$0.20$0.30
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$21.50$20.001:2Aug 14-$0.11$1.39
$21.00$20.001:2Aug 7-$0.19$0.81
$23.00$22.501:2Aug 21-$0.07$0.43
$21.00$20.501:2Sep 11-$0.13$0.37
$21.50$21.001:2Sep 11-$0.21$0.29

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 6 found (best yield 1.50%, avg 0.76%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$23.00Sep 18$0.340.441.5%1.50%3.00%751.7K
$23.00Aug 28$0.200.421.5%0.88%2.38%2--
$23.00Aug 21$0.170.361.5%0.75%2.25%6137.5K
$23.50Sep 11$0.160.263.7%0.71%4.41%130
$24.00Sep 18$0.100.185.9%0.44%6.35%641.6K
$23.00Aug 14$0.060.281.5%0.26%1.77%67648

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 3,154
Total Puts 1,172
Put/Call Ratio 0.37
Net Difference 1,982

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 19,524
Total Puts 38,345
Average Put/Call Ratio 2.36
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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