Tour v309
NLY
ANNALY CAP MGMT INC REIT
$22.86 +0.57%
$22.84 (-0.09%)🌙
as of 07/10 06:50 PM
7/10 18:50

Option Volume

Detail
Current (07/10) 4,233
Calls: 2,475 (58%)
Puts: 1,758 (42%)
Prior (07/09) 2,532
Calls: 2,134 (84%)
Puts: 398 (16%)
Current vs Prior +67.18%
Calls: +15.98% (Calls)
Puts: +341.71% (Puts)
Prior 7-Day Total 41,176
Calls: 29,137 (71%)
Puts: 12,039 (29%)
Prior 7-Day Average 5,882
Calls: 4,162 (71%)
Puts: 1,719 (29%)
Current vs Prior 7-Day Avg -28.04%
Calls: -40.54%
Puts: +2.22%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/10) $126.0K
Calls: $92.1K (73%)
Puts: $33.9K (27%)
Prior (07/09) $527.1K
Calls: $519.3K (99%)
Puts: $7.7K (1%)
Current vs Prior -76.10%
Calls: -82.26%
Puts: +338.41%
Prior 7-Day Total $2.90M
Calls: $2.28M (79%)
Puts: $623.5K (21%)
Prior 7-Day Average $414.3K
Calls: $325.2K (79%)
Puts: $89.1K (21%)
Current vs Prior 7-Day Avg -69.59%
Calls: -71.68%
Puts: -61.95%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/10) 0.71
Prior (07/09) 0.19
Current vs Prior +280.85%
Prior 7-Day Average 0.48
Current vs Prior 7-Day Avg +47.57%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/10) 69,785
Calls: 38,129 (55%)
Puts: 31,656 (45%)
Prior (07/09) 62,763
Calls: 44,708 (71%)
Puts: 18,055 (29%)
Current vs Prior +11.19%
Prior 7-Day Total 420,796
Calls: 266,059 (63%)
Puts: 154,737 (37%)
Prior 7-Day Average 60,113
Calls: 38,008 (63%)
Puts: 22,105 (37%)
Current vs Prior 7-Day Avg +16.09%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 2.80% | 3.41%3.41% | 7.87%
Prior 2.99% | 3.26%3.26% | 6.95%
Current vs Prior +14.05% | +34.37%+4.81% | +13.28%
Prior 7-Day Avg 2.90% | 3.91%3.84% | 7.90%
Current vs 7-Day Avg +17.56% | +11.90%-11.08% | -0.27%
Prior 7-Day Eod 2.99% | 3.26%-- | --
Current vs 7-Day Eod +14.05% | +34.37%-- | --
Sentiment BEARISHBEARISH

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

Moderately bullish flow with 73% call dollar volume ($92.1K). Light premium activity with dollar volume down 76% vs prior. Above-average activity with volume up 67% vs prior. P/C ratio rising 281% - 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 NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 8.8%, best 8.8%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$19.50Jul 103.253.55$3.408.8%20.835
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.52, cheapest $0.52)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Aug 210.470.56$0.5217.3%840.463.7K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 21 found (avg delta 0.75, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Jul 100.481.29$0.8991.0%980.91102
$21.50Jul 240.911.82$1.3766.4%20.87--
$20.00Jul 102.003.85$2.9363.1%20.87--
$20.50Jul 101.604.50$3.0595.1%20.847
$21.50Jul 100.811.97$1.3983.5%10.84--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$27.00Jul 173.355.10$4.2241.5%20.98--
$23.00Jul 100.000.28$0.14200.0%2440.90272
$23.00Jul 170.220.32$0.2737.0%1470.62977
$23.00Jul 240.350.47$0.4129.3%40.5716
$23.00Jul 310.390.54$0.4731.9%10.55--

Most actively traded options today. High liquidity = easy entry/exit. 54 active (total vol 3.6K, top 712)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Jul 170.330.68$0.5168.6%3570.801.1K
$23.00Jul 170.090.17$0.1361.5%3540.387.8K
$23.00Jul 100.000.01$0.01100.0%3490.10940
$23.00Jul 240.210.34$0.2846.4%3350.43900
$22.50Jul 100.200.80$0.50120.0%2850.80943
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.00Jul 170.010.05$0.03133.3%7120.064.9K
$23.00Jul 100.000.28$0.14200.0%2440.90272
$22.00Jul 170.020.05$0.0475.0%1560.103.2K
$23.00Jul 170.220.32$0.2737.0%1470.62977
$22.50Aug 70.180.38$0.2871.4%220.3751

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 11 strikes (avg 1043.6%, max 2876.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$21.50Jul 10Jul 24839.7%28.2%2876.0%3--
$22.00Jul 10Aug 21371.4%14.8%2407.3%100102
$20.50Jul 10Jul 241512.2%71.1%2027.3%77
$22.50Jul 10Aug 14252.8%18.5%1266.6%295944
$23.50Jul 10Aug 14203.6%19.6%940.3%2357
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$22.50Jul 10Aug 7252.8%16.9%1393.4%4251
$23.00Jul 10Aug 2163.8%19.6%226.2%266323
$22.00Jul 17Aug 2122.0%14.8%48.8%1573.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 16 found (best R:R 12.64, avg 2.33)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$23.50$25.00Jul 24$0.11$1.39$0.1112.64$23.61
$23.50$24.00Jul 31$0.11$0.39$0.113.55$23.61
$23.00$23.50Jul 24$0.14$0.36$0.142.57$23.14
$23.00$24.00Aug 21$0.33$0.67$0.332.03$23.33
$23.00$23.50Jul 31$0.17$0.33$0.171.94$23.17
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$22.50$22.00Jul 24$0.12$0.38$0.123.17$22.38
$23.00$22.50Jul 24$0.19$0.31$0.191.63$22.81
$23.00$22.50Jul 31$0.21$0.29$0.211.38$22.79
$23.00$22.50Jul 17$0.22$0.28$0.221.27$22.78
$23.00$22.00Aug 21$0.45$0.55$0.451.22$22.55

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 19 found (best R:R 3.55, avg 1.12)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$22.00$22.50Jul 10$0.39$0.39$0.113.55$22.39
$22.50$23.00Jul 17$0.38$0.38$0.123.17$22.88
$22.00$23.00Aug 21$0.67$0.67$0.332.03$22.67
$22.00$22.50Jul 24$0.33$0.33$0.171.94$22.33
$22.50$23.00Jul 24$0.31$0.31$0.191.63$22.81
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$23.00$22.50Aug 7$0.25$0.25$0.251.00$22.75
$23.00$22.00Aug 21$0.45$0.45$0.550.82$22.55
$23.00$22.50Jul 17$0.22$0.22$0.280.79$22.78
$23.00$22.50Jul 31$0.21$0.21$0.290.72$22.79
$23.00$22.50Jul 24$0.19$0.19$0.310.61$22.81

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $0.10, cheapest $0.06)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$24.00Jul 17Jul 31$0.0720.4%19.0%
$23.00Jul 10Jul 17$0.1263.8%15.7%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$22.00Jul 17Jul 24$0.0622.0%21.8%
$23.00Jul 10Jul 17$0.1363.8%15.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 13 found (cheapest 0.66% of stock, avg 4.42%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$23.00Jul 10$0.01$0.14$0.15$22.85$23.150.66%
$23.00Jul 17$0.13$0.27$0.40$22.60$23.401.75%
$22.50Jul 10$0.50$0.05$0.55$21.95$23.052.41%
$22.50Jul 17$0.51$0.05$0.56$21.94$23.062.45%
$23.00Jul 24$0.28$0.41$0.69$22.31$23.693.02%
$22.50Jul 24$0.59$0.22$0.81$21.69$23.313.54%
$23.00Jul 31$0.36$0.47$0.83$22.17$23.833.63%
$22.50Jul 31$0.66$0.26$0.92$21.58$23.424.02%
$23.00Aug 7$0.42$0.53$0.95$22.05$23.954.16%
$22.00Jul 24$0.92$0.10$1.02$20.98$23.024.46%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 29 found (cheapest 0.26% of stock, avg 1.72%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$23.00$22.50Jul 10$0.01$0.05$0.06$22.44$23.06
$23.50$21.00Jul 17$0.04$0.03$0.07$20.93$23.57
$23.50$22.00Jul 17$0.04$0.04$0.08$21.92$23.58
$23.50$22.50Jul 17$0.04$0.05$0.09$22.41$23.59
$23.50$21.50Jul 17$0.04$0.09$0.13$21.37$23.63
$25.00$22.00Jul 24$0.03$0.10$0.13$21.87$25.13
$23.00$21.00Jul 17$0.13$0.03$0.16$20.84$23.16
$23.00$22.00Jul 17$0.13$0.04$0.17$21.83$23.17
$23.00$22.50Jul 17$0.13$0.05$0.18$22.32$23.18
$23.00$21.50Jul 17$0.13$0.09$0.22$21.28$23.22

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 4 found (best R:R 1.78, avg credit $0.28)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
22/2324/24Jul 31$0.32$0.181.78$22.68$23.82
22/2223/24Jul 24$0.26$0.241.08$22.24$23.26
22/2324/25Jul 24$0.30$1.200.25$22.70$23.80
22/2224/25Jul 24$0.23$1.270.18$22.27$23.73

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
$23.00$23.50$24.00Jul 17$0.06$0.447.33
$23.00$23.50$24.00Jul 31$0.06$0.447.33
$21.50$22.00$22.50Jul 10$0.11$0.393.55
$21.50$22.00$22.50Jul 24$0.12$0.383.17
$22.50$23.00$23.50Jul 31$0.13$0.372.85
PUTS (4)
LowMidHighExpiryDebitMax GainR:R
$21.50$22.00$22.50Jul 17$0.06$0.447.33
$22.00$22.50$23.00Jul 24$0.07$0.436.14
$18.50$19.00$19.50Jul 10$0.09$0.414.56
$22.00$22.50$23.00Jul 17$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 $-0.71, 12 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$23.50$25.501:2Aug 14-$0.63$1.37
$20.50$21.501:2Jul 24-$0.28$0.72
$22.50$23.001:2Jul 31-$0.06$0.44
$23.00$23.501:2Aug 7-$0.08$0.42
$22.00$22.501:2Jul 10-$0.11$0.39
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$22.50$19.501:2Jul 10-$0.71$2.29
$23.00$22.501:2Jul 31-$0.05$0.45
$22.00$21.501:2Jul 17-$0.14$0.36
$23.00$22.001:2Aug 21$0.29$0.71
$23.00$22.501:2Jul 17$0.17$0.33

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 10 found (best yield 2.06%, avg 0.96%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$23.00Aug 21$0.470.460.6%2.06%2.67%843.7K
$23.00Aug 7$0.350.460.6%1.53%2.14%15699
$23.00Jul 31$0.290.450.6%1.27%1.88%17864
$23.00Jul 24$0.210.430.6%0.92%1.53%335900
$23.50Aug 14$0.210.332.8%0.92%3.72%1234
$23.50Aug 7$0.190.312.8%0.83%3.63%13--
$23.50Jul 31$0.150.282.8%0.66%3.46%14--
$24.00Aug 21$0.140.235.0%0.61%5.60%7850
$23.50Jul 24$0.100.252.8%0.44%3.24%401.2K
$23.00Jul 17$0.090.380.6%0.39%1.01%3547.8K

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 2,475
Total Puts 1,758
Put/Call Ratio 0.71
Net Difference 717

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 29,137
Total Puts 12,039
Average Put/Call Ratio 0.48
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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