NEW Tour v246
NLY
ANNALY CAP MGMT INC REIT
$22.36 -0.18%
$22.37 (+0.06%)🌙
as of 06/30 06:42 PM
6/30 18:42

Option Volume

Detail
Current (06/30) 8,555
Calls: 4,941 (58%)
Puts: 3,614 (42%)
Prior (06/29) 62,820
Calls: 60,835 (97%)
Puts: 1,985 (3%)
Current vs Prior -86.38%
Calls: -91.88% (Calls)
Puts: +82.07% (Puts)
Prior 7-Day Total 109,954
Calls: 92,595 (84%)
Puts: 17,359 (16%)
Prior 7-Day Average 15,707
Calls: 13,227 (84%)
Puts: 2,479 (16%)
Current vs Prior 7-Day Avg -45.54%
Calls: -62.65%
Puts: +45.73%
Sentiment BULLISH

Dollar Volume

Detail
Current (06/30) $337.8K
Calls: $201.2K (60%)
Puts: $136.6K (40%)
Prior (06/29) $12.06M
Calls: $11.99M (99%)
Puts: $70.0K (1%)
Current vs Prior -97.20%
Calls: -98.32%
Puts: +95.11%
Prior 7-Day Total $14.33M
Calls: $13.26M (93%)
Puts: $1.07M (7%)
Prior 7-Day Average $2.05M
Calls: $1.89M (93%)
Puts: $153.4K (7%)
Current vs Prior 7-Day Avg -83.50%
Calls: -89.38%
Puts: -10.91%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (06/30) 0.73
Prior (06/29) 0.03
Current vs Prior +2141.64%
Prior 7-Day Average 0.57
Current vs Prior 7-Day Avg +27.87%
Sentiment NEUTRAL

Open Interest

Detail
Current (06/30) 60,086
Calls: 37,441 (62%)
Puts: 22,645 (38%)
Prior (06/29) 72,944
Calls: 44,730 (61%)
Puts: 28,214 (39%)
Current vs Prior -17.63%
Prior 7-Day Total 497,968
Calls: 290,339 (58%)
Puts: 207,629 (42%)
Prior 7-Day Average 71,138
Calls: 41,477 (58%)
Puts: 29,661 (42%)
Current vs Prior 7-Day Avg -15.54%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 4.38% | 4.87%4.38% | 4.87%4.87% | 8.27%
Prior 6.78% | 6.61%-- | ---- | --
Current vs Prior -58.45% | -33.68%-- | ---- | --
Prior 7-Day Avg 3.72% | 6.19%-- | ---- | --
Current vs 7-Day Avg -24.33% | -29.16%-- | ---- | --
Prior 7-Day Eod 6.78% | 6.61%-- | ---- | --
Current vs 7-Day Eod -58.45% | -33.68%-- | ---- | --
Sentiment BULLISH----

Relative Spread

Detail
Expiry | Next
Current 19.12% | 9.71%
Calls: 23.68% | 6.00%
Puts: 14.55% | 13.43%
Prior 19.12% | 9.71%
Calls: 23.68% | 6.00%
Puts: 14.55% | 13.43%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 71.61% | 55.25%
Calls: 58.23% | 53.10%
Puts: 84.98% | 57.25%
Current vs 7-Day Avg -73.30% | -82.43%
Liquidity Expensive
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🤖 AI Insights

Light premium activity with dollar volume down 97% vs prior. Below-average activity with volume down 86% vs prior. P/C ratio rising 2142% - increased hedging/bearish positioning. Call-heavy open interest (37,441 calls vs 22,645 puts) suggests bullish positioning.

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 BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
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 8.8%, best 8.8%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.00Jul 24.354.75$4.558.8%10.99--
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 5 found (avg $0.52, cheapest $0.21)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Jul 100.190.23$0.2119.0%3150.431
$22.50Jul 310.430.51$0.4717.0%290.484
$22.50Aug 70.480.58$0.5318.9%320.49--
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Jul 310.460.56$0.5119.6%330.5228
$23.00Aug 70.800.93$0.8714.9%10.65--

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 26 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.00Jul 24.354.75$4.558.8%10.99--
$21.00Jul 21.151.73$1.4440.3%20.97--
$19.00Jul 23.153.75$3.4517.4%40.96--
$21.50Jul 20.681.23$0.9657.3%20.93--
$18.50Jul 23.854.40$4.1313.3%20.91--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Jul 20.350.73$0.5470.4%61.001
$25.00Jul 102.242.76$2.5020.8%10.93--
$26.50Jul 173.604.70$4.1526.5%10.89--
$23.00Jul 100.410.83$0.6267.7%80.823
$23.50Jul 310.771.52$1.1565.2%20.80--

Most actively traded options today. High liquidity = easy entry/exit. 65 active (total vol 5.8K, top 1.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Jul 20.050.11$0.0875.0%5980.36202
$23.00Jul 170.100.15$0.1338.5%5230.244.9K
$23.00Jul 100.050.09$0.0757.1%4970.1954
$22.50Jul 100.190.23$0.2119.0%3150.431
$23.50Jul 170.020.06$0.04100.0%2690.1026
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Jul 170.140.21$0.1838.9%1.4K0.322.9K
$21.00Jul 170.040.09$0.0771.4%8180.115.0K
$22.50Jul 170.330.41$0.3721.6%2050.5612
$23.00Jul 170.530.74$0.6432.8%1030.761.1K
$22.00Jul 20.030.04$0.0425.0%770.17635

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 13 strikes (avg 37.0%, max 97.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$21.00Jul 2Jul 1748.2%24.5%97.0%4--
$23.50Jul 2Aug 738.4%19.8%94.6%15143
$24.00Jul 10Jul 3129.9%19.1%56.8%3369
$22.00Jul 2Jul 1724.5%17.0%43.8%83--
$21.50Jul 2Jul 1038.3%27.2%40.9%3--
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$21.00Jul 10Jul 3136.8%22.6%62.7%9--
$22.00Jul 2Aug 724.5%18.2%34.3%108635
$23.00Jul 2Aug 721.0%19.8%6.2%71
$21.50Jul 17Jul 2420.2%19.8%1.7%3135
$22.50Jul 2Jul 3120.2%20.1%0.6%94137

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 18 found (best R:R 4.00, avg 1.74)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$23.00$23.50Jul 24$0.10$0.40$0.104.00$23.10
$22.50$23.00Jul 10$0.14$0.36$0.142.57$22.64
$22.50$23.00Jul 17$0.14$0.36$0.142.57$22.64
$22.50$23.50Aug 7$0.34$0.66$0.341.94$22.84
$22.50$23.00Jul 31$0.25$0.25$0.251.00$22.75
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$22.00$21.00Jul 31$0.20$0.80$0.204.00$21.80
$18.50$18.00Jul 2$0.15$0.35$0.152.33$18.35
$22.50$22.00Jul 2$0.16$0.34$0.162.12$22.34
$22.50$22.00Jul 31$0.18$0.32$0.181.78$22.32
$22.50$22.00Jul 17$0.19$0.31$0.191.63$22.31

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 21 found (best R:R 15.67, avg 1.66)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$22.00$22.50Jul 2$0.35$0.35$0.152.33$22.35
$21.50$22.00Jul 10$0.26$0.26$0.241.08$21.76
$22.50$23.00Jul 31$0.25$0.25$0.251.00$22.75
$22.50$23.50Aug 7$0.34$0.34$0.660.52$22.84
$22.50$23.00Jul 10$0.14$0.14$0.360.39$22.64
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$25.00$23.00Jul 10$1.88$1.88$0.1215.67$23.12
$23.00$22.50Jul 2$0.34$0.34$0.162.13$22.66
$23.00$22.50Jul 31$0.32$0.32$0.181.78$22.68
$23.50$23.00Jul 31$0.32$0.32$0.181.78$23.18
$23.00$22.50Jul 10$0.31$0.31$0.191.63$22.69

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 9 found (avg debit $0.12, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$23.00Jul 2Jul 10$0.0621.0%18.6%
$18.00Jul 2Jul 10$0.13137.3%112.6%
$22.50Jul 2Jul 10$0.1320.2%18.1%
$21.00Jul 2Jul 17$0.2148.2%24.5%
$22.00Jul 2Jul 10$0.2424.5%17.5%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$22.00Jul 2Jul 10$0.0724.5%17.5%
$20.50Jul 10Jul 17$0.0732.8%35.1%
$23.00Jul 2Jul 10$0.0821.0%18.6%
$22.50Jul 2Jul 10$0.1120.2%18.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 15 found (cheapest 1.25% of stock, avg 5.81%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$22.50Jul 2$0.08$0.20$0.28$22.22$22.781.25%
$22.00Jul 2$0.43$0.04$0.47$21.53$22.472.10%
$22.50Jul 10$0.21$0.31$0.52$21.98$23.022.33%
$23.00Jul 2$0.01$0.54$0.55$22.45$23.552.46%
$22.50Jul 17$0.27$0.37$0.64$21.86$23.142.86%
$23.00Jul 10$0.07$0.62$0.69$22.31$23.693.09%
$23.00Jul 17$0.13$0.64$0.77$22.23$23.773.44%
$22.00Jul 10$0.67$0.11$0.78$21.22$22.783.49%
$22.00Jul 17$0.72$0.18$0.90$21.10$22.904.03%
$22.50Jul 31$0.47$0.51$0.98$21.52$23.484.38%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 47 found (cheapest 0.40% of stock, avg 1.25%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$24.00$21.00Jul 17$0.02$0.07$0.09$20.91$24.09
$24.50$21.00Jul 17$0.03$0.07$0.10$20.90$24.60
$23.50$21.00Jul 17$0.04$0.07$0.11$20.89$23.61
$22.50$22.00Jul 2$0.08$0.04$0.12$21.88$22.62
$23.50$21.00Jul 10$0.02$0.10$0.12$20.88$23.62
$24.00$21.50Jul 17$0.02$0.10$0.12$21.38$24.12
$24.00$20.50Jul 17$0.02$0.10$0.12$20.38$24.12
$23.50$22.00Jul 10$0.02$0.11$0.13$21.87$23.63
$24.50$21.50Jul 17$0.03$0.10$0.13$21.37$24.63
$24.50$20.50Jul 17$0.03$0.10$0.13$20.37$24.63

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 1.50, avg credit $0.38)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
22/2223/24Jul 24$0.30$0.201.50$22.20$23.30
21/2222/23Jul 31$0.45$0.550.82$21.55$22.95

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 17 found (best R:R 7.33, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$22.50$23.00$23.50Jul 2$0.07$0.436.14
$23.00$23.50$24.00Jul 10$0.07$0.436.14
$23.00$23.50$24.00Jul 17$0.07$0.436.14
$22.50$23.00$23.50Jul 10$0.09$0.414.56
$20.50$21.00$21.50Jul 2$0.13$0.372.85
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$20.50$21.00$21.50Jul 17$0.06$0.447.33
$22.00$22.50$23.00Jul 17$0.08$0.425.25
$21.50$22.00$22.50Jul 24$0.10$0.404.00
$22.00$22.50$23.00Jul 10$0.11$0.393.55
$21.50$22.00$22.50Jul 17$0.11$0.393.55

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 29 found (best net $-0.30, 11 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$23.50$24.001:2Jul 10-$0.06$0.44
$23.00$23.501:2Jul 31-$0.06$0.44
$21.50$22.001:2Jul 10-$0.41$0.09
$21.00$21.501:2Jul 2-$0.48$0.02
$22.50$23.501:2Aug 7$0.15$0.85
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$22.00$19.501:2Jul 2-$0.30$2.20
$22.00$21.001:2Jul 10-$0.09$0.91
$19.50$18.501:2Jul 2-$0.15$0.85
$23.00$22.501:2Jul 17-$0.10$0.40
$21.00$20.501:2Jul 17-$0.13$0.37

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 10 found (best yield 2.15%, avg 0.91%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$22.50Aug 7$0.480.490.6%2.15%2.77%32--
$22.50Jul 31$0.430.480.6%1.92%2.55%294
$22.50Jul 17$0.230.440.6%1.03%1.65%21
$22.50Jul 10$0.190.430.6%0.85%1.48%3151
$23.00Jul 31$0.150.312.9%0.67%3.53%61487
$23.50Aug 7$0.150.235.1%0.67%5.77%5143
$23.00Jul 24$0.140.292.9%0.63%3.49%174619
$23.50Jul 31$0.110.205.1%0.49%5.59%6072
$23.00Jul 17$0.100.242.9%0.45%3.31%5234.9K
$23.50Jul 24$0.060.165.1%0.27%5.37%291

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 4,941
Total Puts 3,614
Put/Call Ratio 0.73
Net Difference 1,327

Prior's Put/Call Breakdown

Total Calls 60,835
Total Puts 1,985
Put/Call Ratio 0.03
Net Difference 58,850

Prior 7-Day Put/Call Summary

Total Calls 92,595
Total Puts 17,359
Average Put/Call Ratio 0.57
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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