Tour v303
NLY
ANNALY CAP MGMT INC REIT
$22.53 -0.71%
$22.69 (+0.71%)🌙
as of 07/08 06:50 PM
7/8 18:50

Option Volume

Detail
Current (07/08) 4,760
Calls: 2,311 (49%)
Puts: 2,449 (51%)
Prior (07/07) 4,252
Calls: 3,051 (72%)
Puts: 1,201 (28%)
Current vs Prior +11.95%
Calls: -24.25% (Calls)
Puts: +103.91% (Puts)
Prior 7-Day Total 106,284
Calls: 94,100 (89%)
Puts: 12,184 (11%)
Prior 7-Day Average 15,183
Calls: 13,442 (89%)
Puts: 1,740 (11%)
Current vs Prior 7-Day Avg -68.65%
Calls: -82.81%
Puts: +40.70%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/08) $189.4K
Calls: $84.2K (44%)
Puts: $105.2K (56%)
Prior (07/07) $133.1K
Calls: $84.3K (63%)
Puts: $48.8K (37%)
Current vs Prior +42.34%
Calls: -0.06%
Puts: +115.51%
Prior 7-Day Total $14.68M
Calls: $14.06M (96%)
Puts: $620.0K (4%)
Prior 7-Day Average $2.10M
Calls: $2.01M (96%)
Puts: $88.6K (4%)
Current vs Prior 7-Day Avg -90.97%
Calls: -95.81%
Puts: +18.79%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/08) 1.06
Prior (07/07) 0.39
Current vs Prior +169.21%
Prior 7-Day Average 0.32
Current vs Prior 7-Day Avg +226.32%
Sentiment BEARISH

Open Interest

Detail
Current (07/08) 42,487
Calls: 30,737 (72%)
Puts: 11,750 (28%)
Prior (07/07) 77,258
Calls: 49,984 (65%)
Puts: 27,274 (35%)
Current vs Prior -45.01%
Prior 7-Day Total 471,203
Calls: 285,131 (61%)
Puts: 186,072 (39%)
Prior 7-Day Average 67,314
Calls: 40,733 (61%)
Puts: 26,581 (39%)
Current vs Prior 7-Day Avg -36.88%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 2.75% | 3.82%3.82% | 8.21%
Prior 3.13% | 4.28%4.28% | 8.20%
Current vs Prior -12.06% | -10.71%-10.71% | +0.17%
Prior 7-Day Avg 3.93% | 4.81%4.14% | 8.21%
Current vs 7-Day Avg -30.06% | -20.60%-7.76% | +0.03%
Prior 7-Day Eod 3.13% | 4.28%-- | --
Current vs 7-Day Eod -12.06% | -10.71%-- | --
Sentiment BULLISHBULLISH

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 26.00% | 16.09%
Calls: 23.47% | 10.02%
Puts: 28.52% | 22.16%
Current vs 7-Day Avg -26.47% | -39.65%
Liquidity Expensive
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🤖 AI Insights

Slightly bearish P/C ratio of 1.06. P/C ratio rising 169% - increased hedging/bearish positioning. Call-heavy open interest (30,737 calls vs 11,750 puts) suggests bullish positioning. Declining open interest (down 45%) indicates positions being closed.

Smart Money BEARISH
Retail Flow NEUTRAL
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
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 6 of results (avg 8.7%, best 7.2%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$19.00Jul 173.403.70$3.558.5%20.97--
$22.00Aug 210.971.07$1.029.8%10.65--
$22.00Aug 70.860.95$0.919.9%10.67--
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.00Jul 243.353.60$3.487.2%20.81--
$22.00Aug 210.360.39$0.387.9%270.35400
$23.00Jul 240.630.69$0.669.1%20.66--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 11 found (avg $0.57, cheapest $0.30)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Jul 170.280.32$0.3013.3%610.531.1K
$23.00Aug 210.420.47$0.4411.4%1070.403.7K
$22.50Jul 240.400.49$0.4520.0%390.5343
$22.50Jul 310.480.57$0.5217.3%10.52--
$22.00Jul 240.740.82$0.7810.3%200.701
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Aug 210.360.39$0.387.9%270.35400
$22.50Jul 310.410.48$0.4415.9%40.48--
$22.50Aug 140.480.58$0.5318.9%10.48--
$23.00Jul 240.630.69$0.669.1%20.66--
$23.00Aug 210.770.88$0.8313.3%20.6051

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 24 found (avg delta 0.77, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$19.00Jul 173.403.70$3.558.5%20.97--
$18.50Jul 103.454.10$3.7817.2%70.953
$19.00Jul 103.253.70$3.4812.9%30.933
$19.50Jul 102.803.15$2.9711.8%50.90--
$21.50Jul 100.591.13$0.8662.8%500.90--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.50Jul 100.341.34$0.84119.0%10.95--
$24.50Jul 311.173.65$2.41102.9%10.86--
$24.50Jul 101.502.25$1.8839.9%10.86--
$26.00Jul 243.353.60$3.487.2%20.81--
$25.50Jul 242.823.45$3.1420.1%20.80--

Most actively traded options today. High liquidity = easy entry/exit. 67 active (total vol 2.5K, top 835)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Jul 100.130.18$0.1631.2%8350.541.5K
$23.00Jul 170.020.10$0.06133.3%1750.207.8K
$23.50Jul 310.120.18$0.1540.0%1070.22248
$24.00Aug 70.080.15$0.1258.3%1070.16125
$23.00Aug 210.420.47$0.4411.4%1070.403.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Aug 140.050.09$0.0757.1%1730.082
$22.00Jul 170.090.13$0.1136.4%1540.243.2K
$19.50Aug 140.000.07$0.04175.0%700.04--
$21.00Jul 310.080.13$0.1145.5%430.1444
$22.00Jul 240.180.23$0.2123.8%420.3039

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 12 strikes (avg 72.0%, max 245.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$19.00Jul 10Jul 17169.1%59.5%184.4%53
$19.50Jul 10Jul 17160.3%107.1%49.7%7--
$22.00Jul 10Aug 2125.8%19.4%32.8%7101
$24.00Jul 17Aug 2126.1%20.2%29.3%85--
$23.50Jul 17Aug 726.2%21.2%23.4%15992
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$24.50Jul 10Jul 31101.6%29.4%245.1%2--
$21.00Jul 10Aug 1477.0%23.4%228.3%3--
$22.00Jul 10Aug 2125.8%19.4%32.8%31522
$20.00Aug 7Aug 2129.7%25.2%17.7%69
$22.50Jul 10Aug 1420.7%19.1%8.3%3495

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 24 found (best R:R 5.67, avg 1.97)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$23.00$23.50Jul 24$0.13$0.37$0.132.85$23.13
$23.00$24.00Aug 14$0.26$0.74$0.262.85$23.26
$22.50$23.00Jul 10$0.14$0.36$0.142.57$22.64
$23.00$23.50Jul 31$0.14$0.36$0.142.57$23.14
$23.00$23.50Aug 7$0.14$0.36$0.142.57$23.14
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$22.00$20.00Aug 21$0.30$1.70$0.305.67$21.70
$22.00$21.00Jul 31$0.16$0.84$0.165.25$21.84
$22.50$21.00Aug 14$0.38$1.12$0.382.95$22.12
$22.50$22.00Jul 17$0.14$0.36$0.142.57$22.36
$22.50$22.00Jul 31$0.17$0.33$0.171.94$22.33

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 28 found (best R:R 10.54, avg 1.34)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$19.50$22.50Jul 17$2.74$2.74$0.2610.54$22.24
$21.50$22.00Jul 10$0.39$0.39$0.113.55$21.89
$22.00$22.50Jul 24$0.33$0.33$0.171.94$22.33
$22.00$22.50Jul 10$0.31$0.31$0.191.63$22.31
$18.50$19.00Jul 10$0.30$0.30$0.201.50$18.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$23.50$22.50Jul 10$0.72$0.72$0.282.57$22.78
$26.00$25.50Jul 24$0.34$0.34$0.162.12$25.66
$23.00$22.50Jul 17$0.31$0.31$0.191.63$22.69
$23.00$22.00Jul 24$0.45$0.45$0.550.82$22.55
$23.00$22.00Aug 21$0.45$0.45$0.550.82$22.55

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 9 found (avg debit $0.17, cheapest $0.07)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$19.00Jul 10Jul 17$0.07169.1%59.5%
$19.50Jul 10Jul 17$0.07160.3%107.1%
$22.50Jul 10Jul 17$0.1420.7%18.7%
$22.00Jul 10Jul 24$0.3125.8%22.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$22.00Jul 10Jul 17$0.0925.8%22.1%
$20.50Jul 17Jul 24$0.0936.6%40.0%
$23.00Jul 17Jul 24$0.1015.4%21.9%
$22.50Jul 10Jul 17$0.1320.7%18.7%
$24.50Jul 10Jul 31$0.53101.6%29.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 11 found (cheapest 1.24% of stock, avg 6.00%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$22.50Jul 10$0.16$0.12$0.28$22.22$22.781.24%
$22.00Jul 10$0.47$0.02$0.49$21.51$22.492.17%
$22.50Jul 17$0.30$0.25$0.55$21.95$23.052.44%
$23.00Jul 17$0.06$0.56$0.62$22.38$23.622.75%
$23.00Jul 24$0.23$0.66$0.89$22.11$23.893.95%
$22.50Jul 31$0.52$0.44$0.96$21.54$23.464.26%
$22.00Jul 24$0.78$0.21$0.99$21.01$22.994.39%
$23.00Aug 21$0.44$0.83$1.27$21.73$24.275.64%
$22.00Aug 21$1.02$0.38$1.40$20.60$23.406.21%
$19.00Jul 10$3.48$0.10$3.58$15.42$22.5815.89%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 50 found (cheapest 0.18% of stock, avg 1.53%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$23.00$22.00Jul 10$0.02$0.02$0.04$21.96$23.04
$24.00$21.00Jul 17$0.03$0.03$0.06$20.94$24.06
$23.00$21.00Jul 10$0.02$0.06$0.08$20.92$23.08
$23.00$18.50Jul 10$0.02$0.07$0.09$18.41$23.09
$23.00$21.00Jul 17$0.06$0.03$0.09$20.91$23.09
$23.50$21.00Jul 17$0.08$0.03$0.11$20.89$23.61
$23.00$19.00Jul 10$0.02$0.10$0.12$18.88$23.12
$23.00$22.50Jul 10$0.02$0.12$0.14$22.36$23.14
$24.00$22.00Jul 17$0.03$0.11$0.14$21.86$24.14
$24.00$20.50Jul 24$0.04$0.12$0.16$20.34$24.16

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 7 found (best R:R 2.85, avg credit $0.47)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
20/2022/23Aug 7$0.74$0.262.85$19.76$22.74
20/2023/24Aug 7$0.32$0.181.78$20.18$23.32
22/2223/24Jul 31$0.31$0.191.63$22.19$23.31
21/2223/24Aug 14$0.64$0.860.74$21.86$23.64
21/2222/23Jul 31$0.39$0.610.64$21.61$22.89
21/2223/24Jul 31$0.30$0.700.43$21.70$23.30
20/2223/24Aug 21$0.58$1.420.41$21.42$23.58

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 12 found (best R:R 6.14, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$23.00$23.50$24.00Jul 24$0.07$0.436.14
$21.50$22.00$22.50Jul 10$0.08$0.425.25
$22.50$23.00$23.50Jul 24$0.09$0.414.56
$22.50$23.00$23.50Jul 31$0.09$0.414.56
$22.00$22.50$23.00Jul 24$0.11$0.393.55
PUTS (3)
LowMidHighExpiryDebitMax GainR:R
$22.50$23.50$24.50Jul 10$0.32$0.682.12
$22.00$22.50$23.00Jul 17$0.17$0.331.94
$21.00$22.00$23.00Jul 24$0.38$0.621.63

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 35 found (best net $-0.03, 13 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$25.00$27.001:2Jul 17-$0.03$1.97
$22.50$23.001:2Jul 31-$0.06$0.44
$23.00$23.501:2Aug 7-$0.07$0.43
$21.50$22.001:2Jul 10-$0.08$0.42
$23.00$23.501:2Jul 17-$0.10$0.40
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$21.00$19.001:2Jul 10-$0.14$1.86
$22.00$21.001:2Jul 24-$0.07$0.93
$22.00$21.001:2Jul 10-$0.10$0.90
$21.00$20.501:2Jul 24-$0.10$0.40
$22.50$22.001:2Jul 31-$0.10$0.40

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 11 found (best yield 1.86%, avg 0.89%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$23.00Aug 21$0.420.402.1%1.86%3.95%1073.7K
$23.00Aug 14$0.350.392.1%1.55%3.64%1--
$23.00Aug 7$0.300.382.1%1.33%3.42%63699
$23.00Jul 31$0.250.362.1%1.11%3.20%16849
$23.00Jul 24$0.200.342.1%0.89%2.97%51884
$23.50Aug 7$0.160.264.3%0.71%5.02%12667
$24.00Aug 21$0.130.196.5%0.58%7.10%82--
$23.50Jul 31$0.120.224.3%0.53%4.84%107248
$24.00Aug 14$0.120.186.5%0.53%7.06%3--
$23.50Jul 24$0.080.184.3%0.36%4.66%71.1K

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 2,311
Total Puts 2,449
Put/Call Ratio 1.06
Net Difference -138

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 94,100
Total Puts 12,184
Average Put/Call Ratio 0.32
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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