Tour v374
NLY
ANNALY CAP MGMT INC REIT
$22.59 -0.48%
7/21 14:05

Option Volume

Detail
Current (07/21 2:05pm) 4,805
Calls: 3,779 (79%)
Puts: 1,026 (21%)
Prior (07/20) 2,973
Calls: 1,524 (51%)
Puts: 1,449 (49%)
Current vs Prior +61.62%
Calls: +147.97% (Calls)
Puts: -29.19% (Puts)
Prior 7-Day Total 21,241
Calls: 17,156 (81%)
Puts: 4,085 (19%)
Prior 7-Day Average 7,080
Calls: 2,450 (81%)
Puts: 583 (19%)
Current vs Prior 7-Day Avg -32.14%
Calls: +54.19%
Puts: +75.81%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/21 2:05pm) $190.2K
Calls: $158.8K (83%)
Puts: $31.4K (17%)
Prior (07/20) $94.4K
Calls: $51.5K (55%)
Puts: $42.9K (45%)
Current vs Prior +101.58%
Calls: +208.50%
Puts: -26.78%
Prior 7-Day Total $501.6K
Calls: $357.5K (71%)
Puts: $144.1K (29%)
Prior 7-Day Average $167.2K
Calls: $51.1K (71%)
Puts: $20.6K (29%)
Current vs Prior 7-Day Avg +13.77%
Calls: +210.98%
Puts: +52.52%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/21 2:05pm) 0.27
Prior (07/20) 0.95
Current vs Prior -71.44%
Prior 7-Day Average 0.43
Current vs Prior 7-Day Avg -36.87%
Sentiment BULLISH

Open Interest

Detail
Current (07/21 2:05pm) 105,193
Calls: 54,362 (52%)
Puts: 50,831 (48%)
Prior (07/20) 102,148
Calls: 52,195 (51%)
Puts: 49,953 (49%)
Current vs Prior +2.98%
Prior 7-Day Total 340,345
Calls: 200,935 (59%)
Puts: 139,410 (41%)
Prior 7-Day Average 113,448
Calls: 66,978 (59%)
Puts: 46,470 (41%)
Current vs Prior 7-Day Avg -7.28%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 3.67% | 4.38%5.80% | 8.76%
Prior 4.12% | 5.18%5.82% | 8.93%
Current vs Prior -10.71% | -15.35%-0.37% | -1.82%
Prior 7-Day Avg 4.09% | 4.91%5.82% | 8.93%
Current vs 7-Day Avg -10.15% | -10.81%-0.37% | -1.82%
Prior 7-Day Eod 4.12% | 5.18%5.90% | 8.94%
Current vs 7-Day Eod -10.71% | -15.35%-1.76% | -1.99%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 12.90% | 12.33%
Calls: 17.65% | 13.95%
Puts: 8.16% | 10.71%
Prior 19.12% | 9.71%
Calls: 23.68% | 6.00%
Puts: 14.55% | 13.43%
Current vs Prior -32.53% | +26.98%
Prior 7-Day Avg 14.56% | 11.73%
Calls: 16.00% | 9.38%
Puts: 13.11% | 14.07%
Current vs 7-Day Avg -11.40% | +5.16%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 83% of dollar volume in calls ($158.8K) vs puts ($31.4K). Massive premium surge with dollar volume up 102% vs prior. Above-average activity with volume up 62% vs prior. Extreme bullish P/C ratio of 0.27 - heavy call buying (3,779 calls vs 1,026 puts).

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
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 8.3%, best 7.3%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Aug 210.920.99$0.967.3%2010.70641
$19.00Jul 243.453.75$3.608.3%70.922
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Jul 240.470.51$0.498.2%330.723.1K
$23.50Aug 281.021.12$1.079.3%--0.7240

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 17 found (avg $0.46, cheapest $0.10)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Jul 240.310.37$0.3417.6%3310.58231
$22.50Jul 310.400.46$0.4314.0%90.5654
$22.50Aug 70.460.55$0.5117.6%--0.5638
$22.50Aug 140.520.62$0.5717.5%--0.5512
$22.50Aug 210.580.65$0.6211.3%60.55--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Jul 240.090.10$0.1010.0%640.21167
$21.50Aug 210.150.18$0.1618.8%20.20--
$22.00Aug 210.240.28$0.2615.4%70.303.2K
$22.50Jul 310.260.31$0.2917.2%240.441.2K
$22.00Aug 280.270.32$0.3016.7%100.325

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 23 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$19.50Jul 242.783.55$3.1724.3%50.992
$20.00Jul 242.512.80$2.6610.9%40.984
$20.50Jul 242.022.32$2.1713.8%20.9824
$21.00Jul 241.381.93$1.6533.3%10.952
$19.00Jul 243.453.75$3.608.3%70.922
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.00Jul 240.801.53$1.1762.4%11.00--
$24.00Jul 310.611.55$1.0887.0%10.94--
$26.50Jul 242.814.25$3.5340.8%10.91--
$24.00Aug 210.871.62$1.2560.0%--0.8465
$23.00Jul 240.470.51$0.498.2%330.723.1K

Most actively traded options today. High liquidity = easy entry/exit. 61 active (total vol 4.0K, top 710)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Jul 240.090.14$0.1241.7%7100.291.8K
$23.00Aug 280.370.47$0.4223.8%5440.4176
$23.00Jul 310.160.23$0.2035.0%3830.341.0K
$22.50Jul 240.310.37$0.3417.6%3310.58231
$22.00Aug 210.920.99$0.967.3%2010.70641
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Jul 240.190.24$0.2222.7%3630.433.5K
$21.00Jul 240.010.03$0.02100.0%1450.0588
$22.00Jul 240.090.10$0.1010.0%640.21167
$22.00Jul 310.120.18$0.1540.0%440.25125
$23.00Jul 240.470.51$0.498.2%330.723.1K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 19 strikes (avg 79.0%, max 129.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$25.00Jul 24Aug 2849.1%21.5%128.5%--112
$26.50Jul 24Aug 28122.6%56.5%117.0%233
$26.00Jul 24Aug 28111.6%52.5%112.7%252
$22.00Jul 24Aug 2138.0%19.7%93.1%213667
$22.50Jul 24Aug 2132.6%18.4%77.4%337231
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$20.00Jul 24Aug 2866.1%28.8%129.7%5216
$21.50Jul 24Aug 2147.9%21.6%121.6%23154
$21.00Jul 24Aug 2848.8%23.9%103.8%145131
$22.00Jul 24Aug 2838.0%19.2%98.0%74172
$20.50Jul 24Aug 2854.3%29.8%82.0%--38

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 29 found (best R:R 5.67, avg 2.13)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$24.50$25.50Aug 14$0.22$0.78$0.223.55$24.72
$23.50$24.00Aug 28$0.11$0.39$0.113.55$23.61
$23.00$23.50Jul 31$0.12$0.38$0.123.17$23.12
$23.00$23.50Aug 7$0.12$0.38$0.123.17$23.12
$23.00$23.50Aug 28$0.16$0.34$0.162.13$23.16
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$22.00$21.00Aug 14$0.15$0.85$0.155.67$21.85
$22.00$21.00Aug 28$0.15$0.85$0.155.67$21.85
$22.00$21.50Aug 21$0.10$0.40$0.104.00$21.90
$22.50$22.00Jul 24$0.12$0.38$0.123.17$22.38
$22.50$22.00Jul 31$0.14$0.36$0.142.57$22.36

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 33 found (best R:R 16.86, avg 1.34)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$21.50$22.00Jul 24$0.39$0.39$0.113.55$21.89
$22.00$22.50Aug 21$0.34$0.34$0.162.12$22.34
$22.50$23.00Aug 7$0.26$0.26$0.241.08$22.76
$22.50$23.00Aug 14$0.25$0.25$0.251.00$22.75
$22.50$23.00Jul 31$0.23$0.23$0.270.85$22.73
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$26.50$24.00Jul 24$2.36$2.36$0.1416.86$24.14
$24.00$23.00Jul 24$0.68$0.68$0.322.12$23.32
$23.50$22.50Aug 28$0.60$0.60$0.401.50$22.90
$24.00$23.00Aug 21$0.56$0.56$0.441.27$23.44
$23.00$22.50Jul 24$0.27$0.27$0.231.17$22.73

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 15 found (avg debit $0.17, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$23.50Jul 24Jul 31$0.0530.3%23.1%
$25.00Jul 24Aug 21$0.0749.1%25.7%
$23.00Jul 24Jul 31$0.0831.5%23.3%
$22.50Jul 24Jul 31$0.0932.6%22.9%
$22.00Jul 24Aug 21$0.1938.0%19.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$22.50Jul 24Jul 31$0.0732.6%22.9%
$23.00Jul 24Jul 31$0.0731.5%23.3%
$21.00Jul 24Jul 31$0.0848.8%40.6%
$20.50Jul 24Aug 7$0.1154.3%39.6%
$19.00Jul 24Jul 31$0.12139.0%95.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 23 found (cheapest 2.48% of stock, avg 7.17%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$22.50Jul 24$0.34$0.22$0.56$21.94$23.062.48%
$23.00Jul 24$0.12$0.49$0.61$22.39$23.612.70%
$22.50Jul 31$0.43$0.29$0.72$21.78$23.223.19%
$23.00Jul 31$0.20$0.56$0.76$22.24$23.763.36%
$22.50Aug 7$0.51$0.35$0.86$21.64$23.363.81%
$23.00Aug 7$0.25$0.61$0.86$22.14$23.863.81%
$22.00Jul 24$0.77$0.10$0.87$21.13$22.873.85%
$22.50Aug 14$0.57$0.40$0.97$21.53$23.474.29%
$22.50Aug 21$0.62$0.43$1.05$21.45$23.554.65%
$23.00Aug 21$0.39$0.69$1.08$21.92$24.084.78%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 130 found (cheapest 0.40% of stock, avg 1.89%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$23.50$21.50Jul 24$0.03$0.06$0.09$21.41$23.59
$24.00$21.50Jul 31$0.03$0.09$0.12$21.38$24.12
$23.50$22.00Jul 24$0.03$0.10$0.13$21.87$23.63
$24.00$21.00Jul 31$0.03$0.10$0.13$20.87$24.13
$23.50$19.00Jul 24$0.03$0.11$0.14$18.86$23.64
$26.00$21.50Jul 24$0.10$0.06$0.16$21.34$26.16
$26.50$21.50Jul 24$0.10$0.06$0.16$21.34$26.66
$24.00$21.00Aug 7$0.07$0.09$0.16$20.84$24.16
$25.00$20.00Aug 21$0.08$0.08$0.16$19.84$25.16
$23.50$21.50Jul 31$0.08$0.09$0.17$21.33$23.67

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 17 found (best R:R 4.56, avg credit $0.35)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
22/2424/25Aug 28$0.82$0.184.56$22.68$25.32
22/2224/25Aug 28$0.39$0.113.55$22.11$24.89
22/2223/24Aug 21$0.35$0.152.33$22.15$23.35
22/2222/23Aug 21$0.33$0.171.94$21.67$22.83
22/2223/24Aug 28$0.33$0.171.94$22.17$23.33
22/2223/24Aug 14$0.31$0.191.63$22.19$23.31
22/2223/24Aug 21$0.28$0.221.27$21.72$23.28
22/2224/24Aug 28$0.28$0.221.27$22.22$23.78
22/2223/24Aug 7$0.27$0.231.17$22.23$23.27
22/2223/24Jul 31$0.26$0.241.08$22.24$23.26

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 32 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$23.00$23.50$24.00Aug 7$0.06$0.447.33
$23.50$24.00$24.50Aug 21$0.06$0.447.33
$23.00$23.50$24.00Jul 24$0.07$0.436.14
$23.00$23.50$24.00Jul 31$0.07$0.436.14
$22.50$23.00$23.50Aug 14$0.09$0.414.56
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$21.00$21.50$22.00Aug 7$0.05$0.459.00
$20.50$21.00$21.50Aug 7$0.06$0.447.33
$21.00$21.50$22.00Jul 31$0.07$0.436.14
$21.50$22.00$22.50Aug 7$0.07$0.436.14
$21.50$22.00$22.50Aug 21$0.07$0.436.14

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 41 found (best net $-0.03, 33 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$24.00$26.001:2Jul 31-$0.03$1.97
$25.00$26.001:2Jul 24-$0.19$0.81
$24.00$24.501:2Aug 21-$0.06$0.44
$22.50$23.001:2Aug 14-$0.07$0.43
$24.50$25.001:2Aug 21-$0.07$0.43
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$21.00$19.501:2Jul 31-$0.36$1.14
$22.00$21.001:2Aug 28$0.00$1.00
$21.00$20.001:2Aug 21-$0.05$0.95
$24.00$23.001:2Aug 21-$0.13$0.87
$22.50$22.001:2Aug 7-$0.05$0.45

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 13 found (best yield 1.64%, avg 0.79%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$23.00Aug 28$0.370.411.8%1.64%3.45%54476
$23.00Aug 21$0.340.401.8%1.51%3.32%1383.5K
$23.00Aug 14$0.280.391.8%1.24%3.05%20013
$23.00Aug 7$0.220.361.8%0.97%2.79%101923
$23.50Aug 28$0.210.294.0%0.93%4.96%1135
$23.50Aug 21$0.170.274.0%0.75%4.78%1863
$23.00Jul 31$0.160.341.8%0.71%2.52%3831.0K
$23.50Aug 14$0.130.244.0%0.58%4.60%22357
$24.00Aug 28$0.110.196.2%0.49%6.73%7102
$23.50Aug 7$0.100.224.0%0.44%4.47%--702

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 3,779
Total Puts 1,026
Put/Call Ratio 0.27
Net Difference 2,753

Prior's Put/Call Breakdown

Total Calls 1,524
Total Puts 1,449
Put/Call Ratio 0.95
Net Difference 75

Prior 7-Day Put/Call Summary

Total Calls 17,156
Total Puts 4,085
Average Put/Call Ratio 0.43
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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