Tour v308
NLY
ANNALY CAP MGMT INC REIT
$22.73 +0.89%
$22.70 (-0.13%)🌙
as of 07/09 06:49 PM
7/9 18:49

Option Volume

Detail
Current (07/09) 2,532
Calls: 2,134 (84%)
Puts: 398 (16%)
Prior (07/08) 4,760
Calls: 2,311 (49%)
Puts: 2,449 (51%)
Current vs Prior -46.81%
Calls: -7.66% (Calls)
Puts: -83.75% (Puts)
Prior 7-Day Total 101,464
Calls: 87,838 (87%)
Puts: 13,626 (13%)
Prior 7-Day Average 14,494
Calls: 12,548 (87%)
Puts: 1,946 (13%)
Current vs Prior 7-Day Avg -82.53%
Calls: -82.99%
Puts: -79.55%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/09) $527.1K
Calls: $519.3K (99%)
Puts: $7.7K (1%)
Prior (07/08) $189.4K
Calls: $84.2K (44%)
Puts: $105.2K (56%)
Current vs Prior +178.23%
Calls: +516.63%
Puts: -92.65%
Prior 7-Day Total $14.43M
Calls: $13.75M (95%)
Puts: $685.8K (5%)
Prior 7-Day Average $2.06M
Calls: $1.96M (95%)
Puts: $98.0K (5%)
Current vs Prior 7-Day Avg -74.43%
Calls: -73.55%
Puts: -92.11%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/09) 0.19
Prior (07/08) 1.06
Current vs Prior -82.40%
Prior 7-Day Average 0.46
Current vs Prior 7-Day Avg -59.40%
Sentiment BULLISH

Open Interest

Detail
Current (07/09) 62,763
Calls: 44,708 (71%)
Puts: 18,055 (29%)
Prior (07/08) 42,487
Calls: 30,737 (72%)
Puts: 11,750 (28%)
Current vs Prior +47.72%
Prior 7-Day Total 430,977
Calls: 266,081 (62%)
Puts: 164,896 (38%)
Prior 7-Day Average 61,568
Calls: 38,011 (62%)
Puts: 23,556 (38%)
Current vs Prior 7-Day Avg +1.94%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 2.99% | 3.26%3.26% | 6.95%
Prior 2.75% | 3.82%3.82% | 8.21%
Current vs Prior +8.71% | -14.71%-14.71% | -15.35%
Prior 7-Day Avg 3.44% | 4.39%4.03% | 8.21%
Current vs 7-Day Avg -13.13% | -25.81%-19.24% | -15.33%
Prior 7-Day Eod 2.75% | 3.82%-- | --
Current vs 7-Day Eod +8.71% | -14.71%-- | --
Sentiment BEARISHBULLISH

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 19.12% | 9.71%
Calls: 23.68% | 6.00%
Puts: 14.55% | 13.43%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 99% of dollar volume in calls ($519.3K) vs puts ($7.7K). Massive premium surge with dollar volume up 178% vs prior. Below-average activity with volume down 47% vs prior. Extreme bullish P/C ratio of 0.19 - heavy call buying (2,134 calls vs 398 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 NEUTRAL
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 1 of results (avg 5.8%, best 5.8%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.50Jul 104.154.40$4.285.8%70.965
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 3 found (avg $0.41, cheapest $0.30)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Jul 170.370.43$0.4015.0%710.671.1K
$22.50Jul 240.510.57$0.5411.1%20.60--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Aug 210.270.32$0.3016.7%280.32396

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 26 found (avg delta 0.83, highest 0.96)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.00Jul 171.532.06$1.8029.4%20.9616
$18.50Jul 104.154.40$4.285.8%70.965
$20.00Jul 102.312.96$2.6424.6%10.923
$22.00Jul 100.690.91$0.8027.5%70.92102
$21.50Jul 101.171.39$1.2817.2%580.9154
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.50Jul 103.354.50$3.9329.3%10.90--
$23.00Jul 100.170.50$0.3497.1%200.80--
$23.00Jul 170.270.40$0.3438.2%30.67--

Most actively traded options today. High liquidity = easy entry/exit. 66 active (total vol 1.1K, top 264)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Jul 170.110.14$0.1323.1%2640.347.8K
$23.50Jul 170.030.06$0.0560.0%770.14325
$22.50Jul 170.370.43$0.4015.0%710.671.1K
$23.00Jul 100.020.05$0.0475.0%660.20908
$21.50Jul 101.171.39$1.2817.2%580.9154
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Jul 170.040.07$0.0650.0%890.143.2K
$21.50Jul 310.100.16$0.1346.2%400.1728
$22.00Aug 210.270.32$0.3016.7%280.32396
$21.00Jul 170.010.02$0.0250.0%250.044.9K
$22.50Jul 310.300.38$0.3423.5%250.4190

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 18 strikes (avg 117.7%, max 434.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$21.00Jul 10Aug 21121.4%22.7%434.8%5--
$19.50Jul 10Jul 24254.3%73.0%248.5%73
$21.50Jul 10Jul 2483.9%25.8%225.0%6054
$20.00Jul 10Jul 24184.5%64.5%186.0%33
$18.50Jul 10Jul 24246.1%89.5%175.1%95
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$22.00Jul 10Aug 2147.2%17.9%163.1%32522
$22.50Jul 10Jul 3143.0%20.2%113.1%2990
$21.50Jul 17Jul 3141.0%24.7%65.7%4328
$23.00Jul 10Jul 1727.5%17.0%62.3%23--
$20.50Jul 31Aug 1431.0%25.7%20.5%43

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 19 found (best R:R 10.54, avg 4.10)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$23.50$25.00Aug 7$0.13$1.37$0.1310.54$23.63
$23.50$24.50Jul 31$0.12$0.88$0.127.33$23.62
$24.00$25.00Aug 21$0.12$0.88$0.127.33$24.12
$23.00$24.00Aug 21$0.20$0.80$0.204.00$23.20
$23.00$23.50Jul 24$0.15$0.35$0.152.33$23.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$22.00$20.50Aug 7$0.13$1.37$0.1310.54$21.87
$22.00$20.00Aug 21$0.23$1.77$0.237.70$21.77
$22.00$20.50Aug 14$0.20$1.30$0.206.50$21.80
$22.50$21.50Jul 24$0.19$0.81$0.194.26$22.31
$22.50$21.50Jul 31$0.21$0.79$0.213.76$22.29

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 25 found (best R:R 8.38, avg 1.33)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$19.50$21.00Jul 17$1.34$1.34$0.168.38$20.84
$22.00$22.50Jul 17$0.38$0.38$0.123.17$22.38
$22.00$22.50Jul 24$0.38$0.38$0.123.17$22.38
$21.00$23.00Aug 21$1.52$1.52$0.483.17$22.52
$20.00$20.50Jul 10$0.37$0.37$0.132.85$20.37
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$23.00$22.50Jul 10$0.24$0.24$0.260.92$22.76
$23.00$22.00Jul 17$0.28$0.28$0.720.39$22.72
$21.50$21.00Jul 17$0.11$0.11$0.390.28$21.39
$22.50$21.50Jul 31$0.21$0.21$0.790.27$22.29
$22.50$21.50Jul 24$0.19$0.19$0.810.23$22.31

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 7 found (avg debit $0.14, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$22.50Jul 10Jul 17$0.0643.0%17.7%
$23.00Jul 10Jul 17$0.0927.5%17.0%
$24.00Jul 24Aug 21$0.1223.6%20.7%
$25.00Jul 17Jul 24$0.1929.1%47.7%
$20.00Jul 10Jul 24$0.25184.5%64.5%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$21.00Jul 17Jul 31$0.0730.7%27.4%
$22.50Jul 10Jul 24$0.1843.0%21.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 10 found (cheapest 1.67% of stock, avg 5.64%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$23.00Jul 10$0.04$0.34$0.38$22.62$23.381.67%
$22.50Jul 10$0.34$0.10$0.44$22.06$22.941.94%
$23.00Jul 17$0.13$0.34$0.47$22.53$23.472.07%
$22.00Jul 10$0.80$0.02$0.82$21.18$22.823.61%
$22.50Jul 24$0.54$0.28$0.82$21.68$23.323.61%
$22.00Jul 17$0.78$0.06$0.84$21.16$22.843.70%
$21.50Jul 17$1.27$0.13$1.40$20.10$22.906.16%
$21.50Jul 24$1.40$0.09$1.49$20.01$22.996.56%
$21.00Jul 17$1.80$0.02$1.82$19.18$22.828.01%
$18.50Jul 10$4.28$0.05$4.33$14.17$22.8319.05%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 48 found (cheapest 0.26% of stock, avg 1.48%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$23.00$22.00Jul 10$0.04$0.02$0.06$21.94$23.06
$23.50$22.00Jul 17$0.05$0.06$0.11$21.89$23.61
$24.50$21.50Jul 24$0.03$0.09$0.12$21.38$24.62
$26.00$20.00Aug 21$0.05$0.07$0.12$19.88$26.12
$23.00$22.50Jul 10$0.04$0.10$0.14$22.36$23.14
$24.50$20.50Jul 31$0.07$0.07$0.14$20.36$24.64
$25.00$20.00Aug 21$0.07$0.07$0.14$19.86$25.14
$24.00$21.50Jul 24$0.07$0.09$0.16$21.34$24.16
$24.50$21.00Jul 31$0.07$0.09$0.16$20.84$24.66
$23.50$21.50Jul 17$0.05$0.13$0.18$21.32$23.68

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 8 found (best R:R 3.17, avg credit $0.35)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
21/2222/23Jul 17$0.38$0.123.17$21.12$22.88
22/2223/24Jul 31$0.38$0.620.61$22.12$23.38
22/2223/24Jul 24$0.34$0.660.52$22.16$23.34
22/2224/24Jul 31$0.33$0.670.49$22.17$23.83
20/2223/24Aug 7$0.35$1.150.30$21.65$23.35
20/2223/24Aug 21$0.43$1.570.27$21.57$23.43
20/2224/25Aug 7$0.26$1.240.21$21.74$23.76
20/2224/25Aug 21$0.35$1.650.21$21.65$24.35

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 16 found (best R:R 11.50, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$23.00$24.00$25.00Aug 21$0.08$0.9211.50
$24.00$25.00$26.00Aug 21$0.10$0.909.00
$18.50$19.00$19.50Jul 10$0.06$0.447.33
$21.00$21.50$22.00Jul 10$0.08$0.425.25
$23.00$23.50$24.00Jul 24$0.09$0.414.56
PUTS (1)
LowMidHighExpiryDebitMax GainR:R
$22.00$22.50$23.00Jul 10$0.16$0.342.12

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 28 found (best net $-0.08, 11 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$19.50$21.001:2Jul 17-$0.46$1.04
$22.00$22.501:2Jul 24-$0.16$0.34
$21.50$22.001:2Jul 17-$0.29$0.21
$21.50$22.001:2Jul 10-$0.32$0.18
$20.00$21.001:2Jul 24-$0.83$0.17
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$22.00$18.501:2Jul 10-$0.08$3.42
$21.00$20.501:2Jul 31-$0.05$0.45
$22.00$21.501:2Jul 17-$0.20$0.30
$22.00$20.001:2Aug 21$0.16$1.84
$22.00$20.501:2Aug 7$0.02$1.48

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 9 found (best yield 1.63%, avg 0.91%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$23.00Aug 7$0.370.441.2%1.63%2.82%20--
$23.00Jul 31$0.310.421.2%1.36%2.55%18855
$23.00Aug 21$0.270.411.2%1.19%2.38%133.7K
$23.00Jul 24$0.240.401.2%1.06%2.24%13889
$24.00Aug 21$0.160.215.6%0.70%6.29%24827
$23.50Jul 31$0.150.273.4%0.66%4.05%14--
$23.50Aug 7$0.150.283.4%0.66%4.05%1655
$23.00Jul 17$0.110.341.2%0.48%1.67%2647.8K
$23.50Jul 24$0.100.233.4%0.44%3.83%441.1K

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 2,134
Total Puts 398
Put/Call Ratio 0.19
Net Difference 1,736

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 87,838
Total Puts 13,626
Average Put/Call Ratio 0.46
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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