NEW Tour v251
NLY
ANNALY CAP MGMT INC REIT
$22.20 -0.72%
$22.23 (+0.13%)🌙
as of 07/01 06:47 PM
7/1 18:47

Option Volume

Detail
Current (07/01) 5,379
Calls: 3,547 (66%)
Puts: 1,832 (34%)
Prior (06/30) 8,555
Calls: 4,941 (58%)
Puts: 3,614 (42%)
Current vs Prior -37.12%
Calls: -28.21% (Calls)
Puts: -49.31% (Puts)
Prior 7-Day Total 110,333
Calls: 93,199 (84%)
Puts: 17,134 (16%)
Prior 7-Day Average 15,761
Calls: 13,314 (84%)
Puts: 2,447 (16%)
Current vs Prior 7-Day Avg -65.87%
Calls: -73.36%
Puts: -25.15%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/01) $330.2K
Calls: $156.3K (47%)
Puts: $173.9K (53%)
Prior (06/30) $337.8K
Calls: $201.2K (60%)
Puts: $136.6K (40%)
Current vs Prior -2.26%
Calls: -22.32%
Puts: +27.27%
Prior 7-Day Total $14.40M
Calls: $13.32M (93%)
Puts: $1.08M (7%)
Prior 7-Day Average $2.06M
Calls: $1.90M (93%)
Puts: $154.1K (7%)
Current vs Prior 7-Day Avg -83.95%
Calls: -91.79%
Puts: +12.85%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/01) 0.52
Prior (06/30) 0.73
Current vs Prior -29.39%
Prior 7-Day Average 0.55
Current vs Prior 7-Day Avg -6.10%
Sentiment BULLISH

Open Interest

Detail
Current (07/01) 57,891
Calls: 32,031 (55%)
Puts: 25,860 (45%)
Prior (06/30) 60,086
Calls: 37,441 (62%)
Puts: 22,645 (38%)
Current vs Prior -3.65%
Prior 7-Day Total 500,971
Calls: 298,605 (60%)
Puts: 202,366 (40%)
Prior 7-Day Average 71,567
Calls: 42,657 (60%)
Puts: 28,909 (40%)
Current vs Prior 7-Day Avg -19.11%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 3.24% | 4.23%3.24% | 4.23%4.23% | 8.29%
Prior 2.82% | 4.38%-- | ---- | --
Current vs Prior -0.88% | -26.00%-- | ---- | --
Prior 7-Day Avg 3.66% | 5.83%-- | ---- | --
Current vs 7-Day Avg -23.62% | -44.36%-- | ---- | --
Prior 7-Day Eod 2.82% | 4.38%-- | ---- | --
Current vs 7-Day Eod -0.88% | -26.00%-- | ---- | --
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 71.00% | 48.50%
Calls: 57.94% | 50.79%
Puts: 84.06% | 44.21%
Current vs 7-Day Avg -73.07% | -79.98%
Liquidity Expensive
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🤖 AI Insights

Bullish P/C ratio of 0.52. P/C ratio dropping 29% - sentiment shifting bullish.

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

No options available for this category

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 6 found (avg $0.56, cheapest $0.38)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Jul 170.430.52$0.4818.8%1480.62414
$22.00Jul 240.570.67$0.6216.1%10.60--
$22.00Aug 70.690.80$0.7514.7%80.59--
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Jul 100.340.41$0.3818.4%180.7634
$22.50Jul 240.500.61$0.5520.0%20.5838
$22.50Jul 310.550.65$0.6016.7%10.57--

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 27 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.00Jul 24.055.60$4.8232.2%151.001
$18.50Jul 23.204.65$3.9336.9%121.00--
$20.50Jul 21.192.68$1.9476.8%20.94--
$21.50Jul 20.231.20$0.72134.7%20.92--
$19.50Jul 22.323.85$3.0949.5%60.86--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Jul 22.573.75$3.1637.3%50.99--
$24.00Jul 21.092.47$1.7877.5%30.98--
$23.50Jul 20.793.40$2.09124.9%50.98--
$23.00Jul 20.132.81$1.47182.3%50.973
$25.00Jul 102.053.75$2.9058.6%10.92--

Most actively traded options today. High liquidity = easy entry/exit. 58 active (total vol 3.2K, top 987)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Jul 170.180.25$0.2231.8%9870.382
$22.50Jul 100.000.12$0.06200.0%9550.24274
$23.00Jul 310.180.24$0.2128.6%2480.28536
$22.00Jul 170.430.52$0.4818.8%1480.62414
$23.00Jul 170.080.10$0.0922.2%1000.195.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Jul 170.190.25$0.2227.3%2280.393.3K
$23.00Jul 170.620.96$0.7943.0%410.811.0K
$21.50Jul 170.080.14$0.1154.5%390.2128
$22.00Jul 310.320.40$0.3622.2%390.4115
$22.50Jul 100.340.41$0.3818.4%180.7634

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 10 strikes (avg 105.8%, max 239.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$24.00Jul 2Aug 773.1%21.6%239.2%2--
$23.50Jul 2Aug 756.1%20.0%181.1%11148
$21.50Jul 2Jul 1046.3%20.2%129.0%41
$23.00Jul 2Jul 3137.9%19.2%96.9%255536
$22.50Jul 2Jul 3123.2%20.3%14.0%86587
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$21.00Jul 2Aug 762.2%26.4%135.4%14104
$25.00Jul 2Jul 10104.7%49.6%111.0%6--
$23.00Jul 2Jul 1737.9%18.6%103.5%461.0K
$22.00Jul 2Jul 3125.1%18.8%33.4%4415
$22.50Jul 2Jul 3123.2%20.3%14.0%13--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 15 found (best R:R 3.55, avg 1.58)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$22.50$23.00Jul 17$0.13$0.37$0.132.85$22.63
$22.50$23.00Jul 24$0.16$0.34$0.162.12$22.66
$22.00$23.50Aug 7$0.59$0.91$0.591.54$22.59
$22.50$23.00Jul 31$0.20$0.30$0.201.50$22.70
$22.00$22.50Jul 17$0.26$0.24$0.260.92$22.26
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$22.00$21.50Jul 17$0.11$0.39$0.113.55$21.89
$22.00$21.50Jul 31$0.13$0.37$0.132.85$21.87
$22.50$21.50Jul 24$0.29$0.71$0.292.45$22.21
$22.50$22.00Jul 17$0.24$0.26$0.241.08$22.26
$22.50$22.00Jul 31$0.24$0.26$0.241.08$22.26

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 17 found (best R:R 2.33, avg 1.03)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$18.50$19.00Jul 2$0.35$0.35$0.152.33$18.85
$21.50$22.50Jul 2$0.70$0.70$0.302.33$22.20
$22.00$22.50Jul 10$0.28$0.28$0.221.27$22.28
$22.00$22.50Jul 24$0.28$0.28$0.221.27$22.28
$22.00$22.50Jul 17$0.26$0.26$0.241.08$22.26
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$23.00$22.50Jul 17$0.33$0.33$0.171.94$22.67
$22.50$22.00Jul 2$0.28$0.28$0.221.27$22.22
$22.50$22.00Jul 10$0.26$0.26$0.241.08$22.24
$22.50$22.00Jul 17$0.24$0.24$0.260.92$22.26
$22.50$22.00Jul 31$0.24$0.24$0.260.92$22.26

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $0.10, cheapest $0.06)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$23.50Jul 2Jul 24$0.0856.1%20.4%
$24.00Jul 2Aug 7$0.1073.1%21.6%
$21.50Jul 2Jul 10$0.1246.3%20.2%
$22.00Jul 10Jul 17$0.1414.6%17.3%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$21.00Jul 2Jul 17$0.0662.2%24.0%
$22.50Jul 2Jul 10$0.0623.2%12.1%
$22.00Jul 2Jul 10$0.0825.1%14.6%
$21.50Jul 17Jul 24$0.1519.9%25.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 15 found (cheapest 1.53% of stock, avg 6.44%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$22.50Jul 2$0.02$0.32$0.34$22.16$22.841.53%
$22.50Jul 10$0.06$0.38$0.44$22.06$22.941.98%
$22.00Jul 10$0.34$0.12$0.46$21.54$22.462.07%
$22.50Jul 17$0.22$0.46$0.68$21.82$23.183.06%
$22.00Jul 17$0.48$0.22$0.70$21.30$22.703.15%
$23.00Jul 17$0.09$0.79$0.88$22.12$23.883.96%
$22.50Jul 24$0.34$0.55$0.89$21.61$23.394.01%
$23.00Jul 10$0.03$0.92$0.95$22.05$23.954.28%
$22.50Jul 31$0.41$0.60$1.01$21.49$23.514.55%
$23.00Jul 2$0.01$1.47$1.48$21.52$24.486.67%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 26 found (cheapest 0.27% of stock, avg 1.61%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$22.50$22.00Jul 2$0.02$0.04$0.06$21.94$22.56
$23.00$20.00Jul 17$0.09$0.04$0.13$19.87$23.13
$23.00$22.00Jul 10$0.03$0.12$0.15$21.85$23.15
$23.00$21.00Jul 17$0.09$0.07$0.16$20.84$23.16
$25.00$22.00Jul 10$0.05$0.12$0.17$21.83$25.17
$22.50$22.00Jul 10$0.06$0.12$0.18$21.82$22.68
$23.00$21.50Jul 17$0.09$0.11$0.20$21.30$23.20
$22.50$20.00Jul 17$0.22$0.04$0.26$19.74$22.76
$23.50$21.00Jul 31$0.11$0.16$0.27$20.73$23.77
$22.50$21.00Jul 17$0.22$0.07$0.29$20.71$22.79

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 1.94, avg credit $0.29)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
22/2222/23Jul 31$0.33$0.171.94$21.67$22.83
22/2222/23Jul 17$0.24$0.260.92$21.76$22.74

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 14 found (best R:R 7.33, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$22.50$23.00$23.50Jul 24$0.07$0.436.14
$22.50$23.00$23.50Jul 31$0.10$0.404.00
$22.00$22.50$23.00Jul 24$0.12$0.383.17
$22.00$22.50$23.00Jul 17$0.13$0.372.85
$21.50$22.00$22.50Jul 10$0.22$0.281.27
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$21.00$21.50$22.00Jul 31$0.06$0.447.33
$21.00$21.50$22.00Jul 17$0.07$0.436.14
$22.00$22.50$23.00Jul 17$0.09$0.414.56
$21.50$22.00$22.50Jul 31$0.11$0.393.55
$21.50$22.00$22.50Jul 17$0.13$0.372.85

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 17 found (best net $--, 8 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$23.00$25.001:2Jul 10-$0.07$1.93
$22.00$22.501:2Jul 24-$0.06$0.44
$23.50$24.001:2Aug 7-$0.06$0.44
$22.00$23.501:2Aug 7$0.43$1.07
$20.50$21.501:2Jul 2$0.50$0.50
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$20.50$18.001:2Jul 2$0.00$2.50
$21.50$21.001:2Jul 31-$0.09$0.41
$22.00$21.501:2Jul 31-$0.10$0.40
$22.50$22.001:2Jul 31-$0.12$0.38
$23.00$22.501:2Jul 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 1.58%, avg 0.70%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$22.50Jul 31$0.350.441.4%1.58%2.93%1327
$22.50Jul 24$0.290.421.4%1.31%2.66%1--
$22.50Jul 17$0.180.381.4%0.81%2.16%9872
$23.00Jul 31$0.180.283.6%0.81%4.41%248536
$23.00Jul 24$0.140.263.6%0.63%4.23%30771
$23.50Aug 7$0.120.215.9%0.54%6.40%10148
$23.50Jul 31$0.090.175.9%0.41%6.26%13132
$23.00Jul 17$0.080.193.6%0.36%3.96%1005.0K
$23.50Jul 24$0.060.155.9%0.27%6.13%2793
$24.00Aug 7$0.060.148.1%0.27%8.38%1--

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 3,547
Total Puts 1,832
Put/Call Ratio 0.52
Net Difference 1,715

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 93,199
Total Puts 17,134
Average Put/Call Ratio 0.55
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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