Tour v290
NLY
ANNALY CAP MGMT INC REIT
$22.56 +1.62%
$22.49 (-0.31%)🌙
as of 07/02 06:46 PM
7/2 18:46

Option Volume

Detail
Current (07/02) 9,735
Calls: 8,829 (91%)
Puts: 906 (9%)
Prior (07/01) 5,379
Calls: 3,547 (66%)
Puts: 1,832 (34%)
Current vs Prior +80.98%
Calls: +148.91% (Calls)
Puts: -50.55% (Puts)
Prior 7-Day Total 106,286
Calls: 90,469 (85%)
Puts: 15,817 (15%)
Prior 7-Day Average 15,183
Calls: 12,924 (85%)
Puts: 2,259 (15%)
Current vs Prior 7-Day Avg -35.89%
Calls: -31.69%
Puts: -59.90%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/02) $1.09M
Calls: $1.03M (94%)
Puts: $61.0K (6%)
Prior (07/01) $330.2K
Calls: $156.3K (47%)
Puts: $173.9K (53%)
Current vs Prior +228.94%
Calls: +555.99%
Puts: -64.93%
Prior 7-Day Total $14.37M
Calls: $13.28M (92%)
Puts: $1.08M (8%)
Prior 7-Day Average $2.05M
Calls: $1.90M (92%)
Puts: $154.6K (8%)
Current vs Prior 7-Day Avg -47.09%
Calls: -45.99%
Puts: -60.55%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/02) 0.10
Prior (07/01) 0.52
Current vs Prior -80.13%
Prior 7-Day Average 0.55
Current vs Prior 7-Day Avg -81.41%
Sentiment BULLISH

Open Interest

Detail
Current (07/02) 53,391
Calls: 32,855 (62%)
Puts: 20,536 (38%)
Prior (07/01) 57,891
Calls: 32,031 (55%)
Puts: 25,860 (45%)
Current vs Prior -7.77%
Prior 7-Day Total 482,506
Calls: 284,127 (61%)
Puts: 179,741 (39%)
Prior 7-Day Average 68,929
Calls: 40,589 (61%)
Puts: 25,677 (39%)
Current vs Prior 7-Day Avg -22.54%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/02) | Next (07/10)Expiry (07/17) | Next (08/21)
Current 5.23% | 2.57%4.39% | 7.89%
Prior 2.79% | 3.24%-- | --
Current vs Prior -7.95% | +35.31%-- | --
Prior 7-Day Avg 3.69% | 5.55%-- | --
Current vs 7-Day Avg -30.41% | -20.95%-- | --
Prior 7-Day Eod 2.79% | 3.24%-- | --
Current vs 7-Day Eod -7.95% | +35.31%-- | --
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 50.01% | 34.63%
Calls: 44.81% | 39.25%
Puts: 65.50% | 34.33%
Current vs 7-Day Avg -61.77% | -71.96%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 94% of dollar volume in calls ($1.03M) vs puts ($61.0K). Massive premium surge with dollar volume up 229% vs prior. Above-average activity with volume up 81% vs prior. Extreme bullish P/C ratio of 0.10 - heavy call buying (8,829 calls vs 906 puts).

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 BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH

📈 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 7.7%, best 7.7%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Jul 170.120.13$0.137.7%360.233.2K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.13, cheapest $0.13)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Jul 170.120.13$0.137.7%360.233.2K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 17 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Jul 20.260.60$0.4379.1%1621.0012
$22.50Jul 20.000.11$0.06183.3%1591.00633
$20.00Jul 171.763.30$2.5360.9%20.98--
$18.50Jul 23.154.15$3.6527.4%30.92--
$21.00Jul 21.191.78$1.4939.6%30.861
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Jul 20.000.08$0.04200.0%331.00141
$25.00Jul 21.793.60$2.7067.0%20.99--
$23.00Jul 170.430.69$0.5646.4%130.70--
$24.50Jul 21.723.70$2.7173.1%20.68--
$22.50Jul 100.190.38$0.2965.5%70.53--

Most actively traded options today. High liquidity = easy entry/exit. 53 active (total vol 5.1K, top 2.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Jul 170.150.20$0.1827.8%2.2K0.345.0K
$23.50Jul 240.090.23$0.1687.5%1.0K0.23120
$23.00Jul 310.150.39$0.2788.9%3230.34614
$22.50Jul 170.100.75$0.43151.2%2900.60951
$22.50Jul 100.160.31$0.2462.5%2570.491.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Jul 20.000.01$0.01100.0%910.04682
$22.50Jul 170.080.37$0.23126.1%810.42218
$22.00Jul 170.120.13$0.137.7%360.233.2K
$22.50Jul 20.000.08$0.04200.0%331.00141
$22.00Jul 310.120.36$0.24100.0%330.3250

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 6 strikes (avg 2089.4%, max 7400.0%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$20.00Jul 2Jul 172250.0%30.0%7400.0%71
$22.00Jul 2Jul 17185.0%20.0%825.0%284531
$23.00Jul 2Aug 7155.0%19.0%715.8%65--
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$21.50Jul 2Aug 7365.0%21.0%1638.1%7--
$21.00Jul 2Aug 7893.0%63.0%1317.5%6100
$22.00Jul 2Aug 7185.0%25.0%640.0%99713

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 2.20)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$23.00$23.50Jul 17$0.11$0.39$0.113.55$23.11
$23.50$24.00Jul 24$0.12$0.38$0.123.17$23.62
$22.50$23.00Jul 10$0.14$0.36$0.142.57$22.64
$22.50$23.00Jul 31$0.16$0.34$0.162.13$22.66
$23.00$23.50Jul 31$0.16$0.34$0.162.12$23.16
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$20.50$20.00Jul 17$0.10$0.40$0.104.00$20.40
$22.50$22.00Jul 17$0.10$0.40$0.104.00$22.40
$21.50$21.00Jul 24$0.10$0.40$0.104.00$21.40
$22.50$21.50Jul 10$0.27$0.73$0.272.70$22.23
$22.50$22.00Jul 31$0.15$0.35$0.152.33$22.35

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 20 found (best R:R 14.38, avg 1.43)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$20.00$22.00Jul 17$1.87$1.87$0.1314.38$21.87
$22.00$22.50Jul 2$0.37$0.37$0.132.85$22.37
$22.50$23.00Jul 17$0.25$0.25$0.251.00$22.75
$23.00$23.50Jul 24$0.25$0.25$0.251.00$23.25
$22.00$22.50Jul 17$0.23$0.23$0.270.85$22.23
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$23.00$22.50Jul 17$0.33$0.33$0.171.94$22.67
$22.00$21.50Aug 7$0.25$0.25$0.251.00$21.75
$22.50$22.00Jul 24$0.20$0.20$0.300.67$22.30
$22.50$22.00Jul 31$0.15$0.15$0.350.43$22.35
$22.50$21.50Jul 10$0.27$0.27$0.730.37$22.23

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $0.16, cheapest $0.09)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$23.00Jul 2Jul 10$0.09155.0%22.0%
$23.50Jul 17Jul 24$0.0917.0%22.0%
$22.50Jul 2Jul 10$0.18-999.0%19.0%
$22.00Jul 2Jul 17$0.23185.0%20.0%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$22.00Jul 2Jul 17$0.12185.0%20.0%
$22.50Jul 2Jul 10$0.25-999.0%19.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 11 found (cheapest 0.44% of stock, avg 5.19%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$22.50Jul 2$0.06$0.04$0.10$22.40$22.600.44%
$22.00Jul 2$0.43$0.01$0.44$21.56$22.441.95%
$22.50Jul 10$0.24$0.29$0.53$21.97$23.032.35%
$22.50Jul 17$0.43$0.23$0.66$21.84$23.162.93%
$23.00Jul 17$0.18$0.56$0.74$22.26$23.743.28%
$22.00Jul 17$0.66$0.13$0.79$21.21$22.793.50%
$22.50Jul 31$0.43$0.39$0.82$21.68$23.323.63%
$22.50Jul 24$0.48$0.43$0.91$21.59$23.414.03%
$21.00Jul 2$1.49$0.11$1.60$19.40$22.607.09%
$20.00Jul 17$2.53$0.01$2.54$17.46$22.5411.26%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 42 found (cheapest 0.44% of stock, avg 2.05%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$23.50$21.00Jul 17$0.07$0.03$0.10$20.90$23.60
$23.50$21.50Jul 17$0.07$0.04$0.11$21.39$23.61
$23.00$21.50Jul 10$0.10$0.02$0.12$21.38$23.12
$24.00$21.00Jul 24$0.04$0.10$0.14$20.86$24.14
$23.50$20.50Jul 17$0.07$0.11$0.18$20.32$23.68
$23.50$22.00Jul 17$0.07$0.13$0.20$21.80$23.70
$23.00$21.00Jul 17$0.18$0.03$0.21$20.79$23.21
$23.00$21.50Jul 17$0.18$0.04$0.22$21.28$23.22
$24.00$21.50Jul 24$0.04$0.20$0.24$21.26$24.24
$22.50$21.50Jul 10$0.24$0.02$0.26$21.24$22.76

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 8 found (best R:R 2.33, avg credit $0.29)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
20/2022/23Jul 17$0.35$0.152.33$20.15$22.85
21/2223/24Jul 24$0.35$0.152.33$21.15$23.35
20/2022/22Jul 17$0.33$0.171.94$20.17$22.33
22/2224/24Jul 24$0.32$0.181.78$22.18$23.82
22/2223/24Jul 31$0.31$0.191.63$22.19$23.31
21/2224/24Jul 24$0.22$0.280.79$21.28$23.72
20/2023/24Jul 17$0.21$0.290.72$20.29$23.21
22/2223/24Jul 17$0.21$0.290.72$22.29$23.21

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 11 found (best R:R 5.25, cheapest $0.08)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$23.00$23.50$24.00Jul 31$0.12$0.383.17
$23.00$23.50$24.00Aug 7$0.12$0.383.17
$23.00$23.50$24.00Jul 24$0.13$0.372.85
$22.50$23.00$23.50Jul 17$0.14$0.362.57
$22.00$22.50$23.00Jul 2$0.32$0.180.56
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$21.00$21.50$22.00Jul 17$0.08$0.425.25
$20.50$21.00$21.50Jul 17$0.09$0.414.56
$21.00$21.50$22.00Jul 2$0.10$0.404.00
$21.50$22.00$22.50Jul 31$0.14$0.362.57
$21.50$22.00$22.50Jul 24$0.17$0.331.94

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 22 found (best net $-0.09, 11 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$20.00$21.001:2Jul 2-$0.40$0.60
$22.50$23.001:2Jul 31-$0.11$0.39
$22.00$22.501:2Jul 17-$0.20$0.30
$22.50$23.001:2Jul 24-$0.34$0.16
$20.00$22.001:2Jul 17$1.21$0.79
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$21.00$18.501:2Jul 2-$0.09$2.41
$22.50$22.001:2Jul 31-$0.09$0.41
$22.00$21.501:2Jul 24-$0.17$0.33
$21.00$20.501:2Jul 17-$0.19$0.31
$21.50$21.001:2Jul 2-$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 1.33%, avg 0.61%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$23.00Aug 7$0.300.381.9%1.33%3.28%15--
$23.00Jul 17$0.150.341.9%0.66%2.62%2.2K5.0K
$23.00Jul 31$0.150.341.9%0.66%2.62%323614
$23.50Jul 24$0.090.234.2%0.40%4.57%1.0K120
$23.00Jul 10$0.080.231.9%0.35%2.30%42531
$24.00Aug 7$0.060.146.4%0.27%6.65%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 8,829
Total Puts 906
Put/Call Ratio 0.10
Net Difference 7,923

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 90,469
Total Puts 15,817
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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