Tour v294
NLY
ANNALY CAP MGMT INC REIT
$22.99 +1.91%
$22.91 (-0.35%)🌙
as of 07/06 06:46 PM
7/6 18:46

Option Volume

Detail
Current (07/06) 5,963
Calls: 4,324 (73%)
Puts: 1,639 (27%)
Prior (07/02) 9,735
Calls: 8,829 (91%)
Puts: 906 (9%)
Current vs Prior -38.75%
Calls: -51.03% (Calls)
Puts: +80.91% (Puts)
Prior 7-Day Total 103,830
Calls: 93,241 (90%)
Puts: 10,589 (10%)
Prior 7-Day Average 17,305
Calls: 13,320 (90%)
Puts: 1,512 (10%)
Current vs Prior 7-Day Avg -65.54%
Calls: -67.54%
Puts: +8.35%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/06) $296.5K
Calls: $206.4K (70%)
Puts: $90.2K (30%)
Prior (07/02) $1.09M
Calls: $1.03M (94%)
Puts: $61.0K (6%)
Current vs Prior -72.70%
Calls: -79.87%
Puts: +47.81%
Prior 7-Day Total $14.52M
Calls: $13.98M (96%)
Puts: $538.5K (4%)
Prior 7-Day Average $2.42M
Calls: $2.00M (96%)
Puts: $76.9K (4%)
Current vs Prior 7-Day Avg -87.75%
Calls: -89.67%
Puts: +17.19%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/06) 0.38
Prior (07/02) 0.10
Current vs Prior +269.38%
Prior 7-Day Average 0.28
Current vs Prior 7-Day Avg +34.42%
Sentiment BULLISH

Open Interest

Detail
Current (07/06) 66,920
Calls: 38,303 (57%)
Puts: 28,617 (43%)
Prior (07/02) 53,391
Calls: 32,855 (62%)
Puts: 20,536 (38%)
Current vs Prior +25.34%
Prior 7-Day Total 404,238
Calls: 247,966 (61%)
Puts: 156,272 (39%)
Prior 7-Day Average 67,373
Calls: 41,327 (61%)
Puts: 26,045 (39%)
Current vs Prior 7-Day Avg -0.67%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 3.26% | 4.00%4.00% | 8.22%
Prior 2.57% | 4.39%-- | --
Current vs Prior +26.89% | -8.81%-- | --
Prior 7-Day Avg 3.97% | 5.29%-- | --
Current vs 7-Day Avg -17.79% | -24.30%-- | --
Prior 7-Day Eod 2.57% | 4.39%-- | --
Current vs 7-Day Eod +26.89% | -8.81%-- | --
Sentiment BEARISH--

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 42.97% | 30.69%
Calls: 40.00% | 30.53%
Puts: 45.93% | 30.85%
Current vs 7-Day Avg -55.50% | -68.36%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Moderately bullish flow with 70% call dollar volume ($206.4K). Light premium activity with dollar volume down 73% vs prior. Extreme bullish P/C ratio of 0.38 - heavy call buying (4,324 calls vs 1,639 puts). P/C ratio rising 269% - increased hedging/bearish 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 BULLISH
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 9.6%, best 9.6%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Jul 310.790.87$0.839.6%30.66--
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 7 found (avg $0.68, cheapest $0.37)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.50Aug 140.330.40$0.3718.9%2130.37--
$23.00Jul 310.460.52$0.4912.2%230.50812
$23.00Aug 70.510.62$0.5619.6%2090.51490
$22.50Jul 240.710.79$0.7510.7%30.6840
$22.50Jul 310.790.87$0.839.6%30.66--
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 25 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.50Jul 101.421.70$1.5617.9%111.003
$21.00Jul 101.662.10$1.8823.4%20.95--
$22.00Jul 100.891.14$1.0124.8%50.95--
$21.00Jul 171.312.55$1.9364.2%30.9116
$20.00Jul 102.893.20$3.0510.2%80.91--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.50Jul 101.421.87$1.6527.3%20.98--
$24.00Jul 100.891.54$1.2253.3%20.97--
$25.00Jul 101.812.43$2.1229.2%20.96--
$23.00Jul 100.150.20$0.1827.8%380.526
$23.00Jul 170.250.31$0.2821.4%150.51964

Most actively traded options today. High liquidity = easy entry/exit. 67 active (total vol 4.0K, top 1.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.00Jul 310.060.15$0.1181.8%1.0K0.1885
$23.00Jul 100.140.18$0.1625.0%5250.48573
$23.00Jul 170.250.32$0.2924.1%2380.497.0K
$23.50Aug 140.330.40$0.3718.9%2130.37--
$23.00Aug 70.510.62$0.5619.6%2090.51490
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Jul 170.040.09$0.0771.4%3280.143.2K
$22.50Jul 170.100.15$0.1338.5%2530.26299
$22.50Jul 100.030.05$0.0450.0%640.1653
$20.00Aug 70.000.27$0.14192.9%510.10--
$19.00Jul 170.000.05$0.03166.7%420.03--

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 33.9%, max 174.2%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$20.50Jul 10Jul 24109.9%40.1%174.2%26--
$21.00Jul 10Jul 1748.1%38.6%24.5%516
$22.00Jul 10Jul 3126.6%22.5%18.1%62
$22.50Jul 10Aug 1420.3%19.2%6.0%841.4K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$21.00Jul 17Aug 738.6%29.9%29.1%225.0K
$20.00Jul 17Aug 1441.3%32.8%25.9%246.5K
$22.00Jul 10Aug 726.6%21.1%25.8%25147
$20.50Jul 24Aug 1440.1%32.2%24.6%65
$23.00Jul 10Jul 1718.1%17.0%6.1%53970

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 19 found (best R:R 4.00, avg 1.97)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$23.50$24.00Jul 24$0.11$0.39$0.113.55$23.61
$23.50$24.00Aug 7$0.12$0.38$0.123.17$23.62
$23.00$23.50Jul 10$0.13$0.37$0.132.85$23.13
$19.50$20.00Jul 10$0.17$0.33$0.171.94$19.67
$23.50$24.00Aug 14$0.17$0.33$0.171.94$23.67
BEAR PUT (4)
BuySellExpiryDebitMax GainMax LossR:RBE
$22.50$22.00Jul 31$0.10$0.40$0.104.00$22.40
$22.50$22.00Aug 7$0.12$0.38$0.123.17$22.38
$23.00$22.50Jul 10$0.14$0.36$0.142.57$22.86
$23.00$22.50Jul 17$0.15$0.35$0.152.33$22.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 23 found (best R:R 9.00, avg 1.53)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$20.50$22.50Jul 24$1.80$1.80$0.209.00$22.30
$21.00$22.00Jul 17$0.89$0.89$0.118.09$21.89
$22.50$23.00Jul 17$0.35$0.35$0.152.33$22.85
$22.50$23.00Jul 31$0.34$0.34$0.162.12$22.84
$21.00$21.50Jul 10$0.32$0.32$0.181.78$21.32
BULL PUT (4)
SellBuyExpiryCreditMax GainMax LossR:RBE
$23.00$22.50Jul 17$0.15$0.15$0.350.43$22.85
$23.00$22.50Jul 10$0.14$0.14$0.360.39$22.86
$22.50$22.00Aug 7$0.12$0.12$0.380.32$22.38
$22.50$22.00Jul 31$0.10$0.10$0.400.25$22.40

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 9 found (avg debit $0.09, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$21.00Jul 10Jul 17$0.0548.1%38.6%
$22.50Jul 10Jul 17$0.0720.3%19.6%
$23.50Jul 10Jul 17$0.0819.3%18.8%
$24.00Jul 17Jul 24$0.0917.7%21.9%
$23.00Jul 10Jul 17$0.1318.1%17.0%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$22.00Jul 10Jul 17$0.0526.6%23.4%
$22.50Jul 10Jul 17$0.0920.3%19.6%
$23.00Jul 10Jul 17$0.1018.1%17.0%
$20.00Jul 17Aug 7$0.1241.3%38.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 12 found (cheapest 1.48% of stock, avg 4.90%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$23.00Jul 10$0.16$0.18$0.34$22.66$23.341.48%
$23.00Jul 17$0.29$0.28$0.57$22.43$23.572.48%
$22.50Jul 10$0.57$0.04$0.61$21.89$23.112.65%
$22.50Jul 17$0.64$0.13$0.77$21.73$23.273.35%
$22.50Jul 24$0.75$0.23$0.98$21.52$23.484.26%
$22.00Jul 10$1.01$0.02$1.03$20.97$23.034.48%
$22.00Jul 17$1.04$0.07$1.11$20.89$23.114.83%
$22.50Jul 31$0.83$0.28$1.11$21.39$23.614.83%
$22.50Aug 7$0.86$0.32$1.18$21.32$23.685.13%
$22.00Jul 31$1.01$0.18$1.19$20.81$23.195.18%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 58 found (cheapest 0.22% of stock, avg 1.39%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$23.50$22.00Jul 10$0.03$0.02$0.05$21.95$23.55
$23.50$22.50Jul 10$0.03$0.04$0.07$22.43$23.57
$24.00$21.00Jul 17$0.03$0.06$0.09$20.91$24.09
$24.00$22.00Jul 17$0.03$0.07$0.10$21.90$24.10
$25.50$22.00Jul 10$0.10$0.02$0.12$21.88$25.62
$27.50$22.00Jul 10$0.10$0.02$0.12$21.88$27.62
$25.50$22.50Jul 10$0.10$0.04$0.14$22.36$25.64
$27.50$22.50Jul 10$0.10$0.04$0.14$22.36$27.64
$24.00$22.50Jul 17$0.03$0.13$0.16$22.34$24.16
$24.50$21.00Jul 24$0.09$0.07$0.16$20.84$24.66

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 4 found (best R:R 2.85, avg credit $0.30)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
22/2223/24Aug 7$0.37$0.132.85$22.13$23.37
22/2223/24Jul 31$0.30$0.201.50$22.20$23.30
22/2224/24Jul 31$0.28$0.221.27$22.22$23.78
22/2224/24Aug 7$0.24$0.260.92$22.26$23.74

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 15 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$22.00$22.50$23.00Jul 17$0.05$0.459.00
$23.50$24.00$24.50Jul 24$0.08$0.425.25
$23.00$23.50$24.00Jul 17$0.10$0.404.00
$22.50$23.00$23.50Jul 24$0.10$0.404.00
$23.00$23.50$24.00Jul 24$0.10$0.404.00
PUTS (3)
LowMidHighExpiryDebitMax GainR:R
$20.00$20.50$21.00Aug 7$0.08$0.425.25
$22.00$22.50$23.00Jul 17$0.09$0.414.56
$22.00$22.50$23.00Jul 10$0.12$0.383.17

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 34 found (best net $-0.17, 23 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$23.50$25.501:2Jul 10-$0.17$1.83
$26.00$27.501:2Jul 10-$0.19$1.31
$21.00$22.001:2Jul 17-$0.15$0.85
$24.00$24.501:2Jul 24-$0.06$0.44
$23.00$23.501:2Aug 7-$0.06$0.44
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$22.00$21.001:2Jul 31$0.00$1.00
$22.00$21.001:2Aug 7-$0.12$0.88
$22.50$22.001:2Jul 24-$0.05$0.45
$22.00$21.501:2Jul 24-$0.06$0.44
$21.00$20.501:2Aug 7-$0.06$0.44

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 14 found (best yield 2.22%, avg 1.00%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$23.00Aug 7$0.510.510.0%2.22%2.26%209490
$23.00Jul 31$0.460.500.0%2.00%2.04%23812
$23.00Jul 24$0.390.500.0%1.70%1.74%203--
$23.50Aug 14$0.330.372.2%1.44%3.65%213--
$23.50Aug 7$0.270.362.2%1.17%3.39%86178
$23.00Jul 17$0.250.490.0%1.09%1.13%2387.0K
$23.50Jul 31$0.240.352.2%1.04%3.26%32202
$23.50Jul 24$0.180.332.2%0.78%3.00%41.1K
$23.00Jul 10$0.140.480.0%0.61%0.65%525573
$24.00Aug 7$0.120.244.4%0.52%4.92%205

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 4,324
Total Puts 1,639
Put/Call Ratio 0.38
Net Difference 2,685

Prior's Put/Call Breakdown

Total Calls 8,829
Total Puts 906
Put/Call Ratio 0.10
Net Difference 7,923

Prior 7-Day Put/Call Summary

Total Calls 93,241
Total Puts 10,589
Average Put/Call Ratio 0.28
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All