Tour v297
NLY
ANNALY CAP MGMT INC REIT
$22.69 -1.30%
$22.74 (+0.22%)🌙
as of 07/07 06:49 PM
7/7 18:49

Option Volume

Detail
Current (07/07) 4,252
Calls: 3,051 (72%)
Puts: 1,201 (28%)
Prior (07/06) 5,963
Calls: 4,324 (73%)
Puts: 1,639 (27%)
Current vs Prior -28.69%
Calls: -29.44% (Calls)
Puts: -26.72% (Puts)
Prior 7-Day Total 109,793
Calls: 97,565 (89%)
Puts: 12,228 (11%)
Prior 7-Day Average 15,684
Calls: 13,937 (89%)
Puts: 1,746 (11%)
Current vs Prior 7-Day Avg -72.89%
Calls: -78.11%
Puts: -31.25%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/07) $133.1K
Calls: $84.3K (63%)
Puts: $48.8K (37%)
Prior (07/06) $296.5K
Calls: $206.4K (70%)
Puts: $90.2K (30%)
Current vs Prior -55.11%
Calls: -59.16%
Puts: -45.85%
Prior 7-Day Total $14.82M
Calls: $14.19M (96%)
Puts: $628.7K (4%)
Prior 7-Day Average $2.12M
Calls: $2.03M (96%)
Puts: $89.8K (4%)
Current vs Prior 7-Day Avg -93.71%
Calls: -95.84%
Puts: -45.64%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/07) 0.39
Prior (07/06) 0.38
Current vs Prior +3.85%
Prior 7-Day Average 0.30
Current vs Prior 7-Day Avg +33.06%
Sentiment BULLISH

Open Interest

Detail
Current (07/07) 77,258
Calls: 49,984 (65%)
Puts: 27,274 (35%)
Prior (07/06) 66,920
Calls: 38,303 (57%)
Puts: 28,617 (43%)
Current vs Prior +15.45%
Prior 7-Day Total 471,158
Calls: 286,269 (61%)
Puts: 184,889 (39%)
Prior 7-Day Average 67,308
Calls: 40,895 (61%)
Puts: 26,412 (39%)
Current vs Prior 7-Day Avg +14.78%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 3.13% | 4.28%4.28% | 8.20%
Prior 3.26% | 4.00%4.00% | 8.22%
Current vs Prior -4.08% | +6.83%+6.83% | -0.29%
Prior 7-Day Avg 3.87% | 5.10%4.00% | 8.22%
Current vs 7-Day Avg -19.09% | -16.22%+6.83% | -0.29%
Prior 7-Day Eod 3.26% | 4.00%-- | --
Current vs 7-Day Eod -4.08% | +6.83%-- | --
Sentiment BULLISHBEARISH

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 39.56% | 27.69%
Calls: 37.67% | 27.02%
Puts: 41.45% | 28.36%
Current vs 7-Day Avg -51.67% | -64.93%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 63% call dollar volume ($84.3K). Light premium activity with dollar volume down 55% vs prior. Extreme bullish P/C ratio of 0.39 - heavy call buying (3,051 calls vs 1,201 puts). Call-heavy open interest (49,984 calls vs 27,274 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 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 -- 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. 1 found (avg $0.47, cheapest $0.47)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Aug 210.430.50$0.4714.9%430.423.6K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 18 found (avg delta 0.75, highest 0.95)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$19.00Jul 103.554.20$3.8816.8%20.95--
$19.50Jul 102.953.85$3.4026.5%10.951
$20.00Jul 102.253.30$2.7837.8%10.94--
$22.00Jul 100.501.00$0.7566.7%10.89101
$21.00Jul 171.422.10$1.7638.6%100.8716
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.50Jul 240.681.08$0.8845.5%20.82--
$23.00Jul 100.250.43$0.3452.9%2300.7636
$23.00Jul 170.300.64$0.4772.3%1350.68966
$23.00Jul 240.150.89$0.52142.3%160.64--
$23.00Aug 70.350.89$0.6287.1%10.601

Most actively traded options today. High liquidity = easy entry/exit. 54 active (total vol 3.2K, top 1.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Jul 170.090.21$0.1580.0%1.0K0.327.0K
$23.50Aug 70.000.27$0.14192.9%4060.22264
$23.00Jul 100.050.09$0.0757.1%1970.27902
$24.00Aug 210.130.17$0.1526.7%1490.19664
$23.00Jul 240.060.36$0.21142.9%1060.36780
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Jul 100.250.43$0.3452.9%2300.7636
$23.00Jul 170.300.64$0.4772.3%1350.68966
$20.00Jul 170.000.02$0.01200.0%1000.026.5K
$21.00Jul 170.000.23$0.12191.7%790.145.0K
$21.00Aug 210.050.18$0.12108.3%770.14--

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 32.5%, max 129.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$22.00Jul 10Jul 2430.5%21.5%41.9%2102
$23.50Jul 10Aug 1423.0%19.2%20.1%22213
$24.00Jul 17Aug 2120.8%18.4%12.6%2013.2K
$23.00Jul 10Aug 2121.5%19.7%8.7%2404.5K
$22.50Jul 10Jul 3120.9%19.5%7.4%171.6K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$21.00Jul 10Aug 2146.5%20.2%129.8%79814
$22.00Jul 10Aug 2130.5%17.6%72.7%23401
$21.50Jul 24Jul 3124.2%20.8%16.1%526
$23.00Jul 10Aug 2121.5%19.7%8.7%23681
$22.50Jul 10Jul 3120.9%19.5%7.4%50147

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 16 found (best R:R 8.09, avg 2.29)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$23.00$23.50Jul 24$0.12$0.38$0.123.17$23.12
$23.50$24.00Aug 14$0.15$0.35$0.152.33$23.65
$23.00$24.00Aug 21$0.32$0.68$0.322.13$23.32
$20.00$20.50Jul 10$0.18$0.32$0.181.78$20.18
$23.00$23.50Jul 31$0.18$0.32$0.181.78$23.18
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$21.00$20.00Jul 17$0.11$0.89$0.118.09$20.89
$22.00$21.00Aug 21$0.17$0.83$0.174.88$21.83
$22.50$21.50Jul 31$0.24$0.76$0.243.17$22.26
$23.00$22.00Jul 24$0.35$0.65$0.351.86$22.65
$23.00$22.00Aug 7$0.41$0.59$0.411.44$22.59

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 22 found (best R:R 5.67, avg 1.37)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$21.00$22.00Jul 17$0.85$0.85$0.155.67$21.85
$22.00$23.00Jul 24$0.78$0.78$0.223.55$22.78
$22.00$22.50Jul 10$0.38$0.38$0.123.17$22.38
$22.50$23.00Jul 17$0.35$0.35$0.152.33$22.85
$22.50$23.00Jul 31$0.35$0.35$0.152.33$22.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$23.50$23.00Jul 24$0.36$0.36$0.142.57$23.14
$23.00$22.50Jul 17$0.27$0.27$0.231.17$22.73
$23.00$22.50Jul 10$0.26$0.26$0.241.08$22.74
$23.00$22.50Jul 31$0.26$0.26$0.241.08$22.74
$23.00$22.00Aug 21$0.44$0.44$0.560.79$22.56

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $0.11, cheapest $0.06)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$24.00Jul 17Jul 31$0.0620.8%18.6%
$23.00Jul 10Jul 17$0.0821.5%19.3%
$22.50Jul 10Jul 17$0.1320.9%18.3%
$22.00Jul 10Jul 17$0.1630.5%24.3%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$22.00Jul 10Jul 17$0.0930.5%24.3%
$21.00Jul 10Jul 17$0.1146.5%43.4%
$22.50Jul 10Jul 17$0.1220.9%18.3%
$23.00Jul 10Jul 17$0.1321.5%19.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 14 found (cheapest 1.81% of stock, avg 4.02%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$23.00Jul 10$0.07$0.34$0.41$22.59$23.411.81%
$22.50Jul 10$0.37$0.08$0.45$22.05$22.951.98%
$23.00Jul 17$0.15$0.47$0.62$22.38$23.622.73%
$22.50Jul 17$0.50$0.20$0.70$21.80$23.203.09%
$23.00Jul 24$0.21$0.52$0.73$22.27$23.733.22%
$22.00Jul 10$0.75$0.03$0.78$21.22$22.783.44%
$23.00Jul 31$0.30$0.59$0.89$22.11$23.893.92%
$23.50Jul 24$0.09$0.88$0.97$22.53$24.474.28%
$23.00Aug 7$0.35$0.62$0.97$22.03$23.974.28%
$22.50Jul 31$0.65$0.33$0.98$21.52$23.484.32%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 35 found (cheapest 0.18% of stock, avg 1.36%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$23.50$22.00Jul 10$0.01$0.03$0.04$21.96$23.54
$23.50$22.50Jul 10$0.01$0.08$0.09$22.41$23.59
$23.00$22.00Jul 10$0.07$0.03$0.10$21.90$23.10
$24.50$21.50Jul 24$0.03$0.10$0.13$21.37$24.63
$23.00$22.50Jul 10$0.07$0.08$0.15$22.35$23.15
$24.00$21.50Jul 31$0.08$0.09$0.17$21.33$24.17
$25.00$21.00Aug 21$0.05$0.12$0.17$20.83$25.17
$23.50$22.00Jul 17$0.06$0.12$0.18$21.82$23.68
$23.50$21.00Jul 17$0.06$0.12$0.18$20.82$23.68
$23.50$21.50Jul 24$0.09$0.10$0.19$21.31$23.69

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 4 found (best R:R 1.08, avg credit $0.47)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
20/2122/22Jul 17$0.52$0.481.08$20.48$22.52
21/2223/24Aug 21$0.49$0.510.96$21.51$23.49
20/2122/23Jul 17$0.46$0.540.85$20.54$22.96
22/2223/24Jul 31$0.42$0.580.72$22.08$23.42

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 13 found (best R:R 7.33, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$22.00$22.50$23.00Jul 17$0.06$0.447.33
$22.00$22.50$23.00Jul 10$0.08$0.425.25
$23.00$24.00$25.00Aug 21$0.22$0.783.55
$23.00$23.50$24.00Jul 31$0.14$0.362.57
$23.00$23.50$24.00Aug 7$0.16$0.342.13
PUTS (3)
LowMidHighExpiryDebitMax GainR:R
$21.00$22.00$23.00Aug 21$0.27$0.732.70
$22.00$22.50$23.00Jul 17$0.19$0.311.63
$22.00$22.50$23.00Jul 10$0.21$0.291.38

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 23 found (best net $-0.06, 7 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$21.00$22.001:2Jul 17-$0.06$0.94
$24.00$24.501:2Aug 7-$0.05$0.45
$22.00$22.501:2Jul 17-$0.09$0.41
$24.00$24.501:2Aug 14-$0.16$0.34
$23.00$24.001:2Aug 21$0.17$0.83
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$22.00$21.001:2Jul 17-$0.12$0.88
$23.00$22.501:2Jul 31-$0.07$0.43
$23.50$23.001:2Jul 24-$0.16$0.34
$21.00$20.001:2Jul 17$0.10$0.90
$22.50$21.501:2Jul 31$0.15$0.85

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 7 found (best yield 1.90%, avg 0.73%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$23.00Aug 21$0.430.421.4%1.90%3.26%433.6K
$23.50Aug 14$0.180.313.6%0.79%4.36%21213
$23.00Aug 7$0.140.401.4%0.62%1.98%10691
$23.00Jul 31$0.130.421.4%0.57%1.94%23833
$24.00Aug 21$0.130.195.8%0.57%6.35%149664
$23.00Jul 17$0.090.321.4%0.40%1.76%1.0K7.0K
$23.00Jul 24$0.060.361.4%0.26%1.63%106780

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 3,051
Total Puts 1,201
Put/Call Ratio 0.39
Net Difference 1,850

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 97,565
Total Puts 12,228
Average Put/Call Ratio 0.30
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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