Tour v325
NLY
ANNALY CAP MGMT INC REIT
$22.53 -1.44%
$22.57 (+0.18%)🌙
as of 07/13 06:48 PM
7/13 18:48

Option Volume

Detail
Current (07/13) 5,491
Calls: 3,392 (62%)
Puts: 2,099 (38%)
Prior (07/10) 4,233
Calls: 2,475 (58%)
Puts: 1,758 (42%)
Current vs Prior +29.72%
Calls: +37.05% (Calls)
Puts: +19.40% (Puts)
Prior 7-Day Total 36,854
Calls: 26,671 (72%)
Puts: 10,183 (28%)
Prior 7-Day Average 5,264
Calls: 3,810 (72%)
Puts: 1,454 (28%)
Current vs Prior 7-Day Avg +4.30%
Calls: -10.97%
Puts: +44.29%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/13) $247.0K
Calls: $146.2K (59%)
Puts: $100.8K (41%)
Prior (07/10) $126.0K
Calls: $92.1K (73%)
Puts: $33.9K (27%)
Current vs Prior +96.05%
Calls: +58.71%
Puts: +197.53%
Prior 7-Day Total $2.69M
Calls: $2.17M (81%)
Puts: $520.7K (19%)
Prior 7-Day Average $384.0K
Calls: $309.7K (81%)
Puts: $74.4K (19%)
Current vs Prior 7-Day Avg -35.68%
Calls: -52.79%
Puts: +35.54%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/13) 0.62
Prior (07/10) 0.71
Current vs Prior -12.88%
Prior 7-Day Average 0.48
Current vs Prior 7-Day Avg +29.37%
Sentiment BULLISH

Open Interest

Detail
Current (07/13) 63,772
Calls: 44,938 (70%)
Puts: 18,834 (30%)
Prior (07/10) 69,785
Calls: 38,129 (55%)
Puts: 31,656 (45%)
Current vs Prior -8.62%
Prior 7-Day Total 430,495
Calls: 266,747 (62%)
Puts: 163,748 (38%)
Prior 7-Day Average 61,499
Calls: 38,106 (62%)
Puts: 23,392 (38%)
Current vs Prior 7-Day Avg +3.70%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 3.46% | 4.57%3.46% | 7.90%
Prior 3.41% | 4.37%3.41% | 7.87%
Current vs Prior +1.46% | +4.51%+1.47% | +0.34%
Prior 7-Day Avg 2.99% | 3.91%3.75% | 7.89%
Current vs 7-Day Avg +15.89% | +16.98%-7.73% | +0.12%
Prior 7-Day Eod 3.41% | 4.37%3.41% | 7.87%
Current vs 7-Day Eod +1.46% | +4.51%+1.47% | +0.34%
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
+
Add Card

🤖 AI Insights

Elevated premium activity with dollar volume up 96% vs prior. Bullish P/C ratio of 0.62. Call-heavy open interest (44,938 calls vs 18,834 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 NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
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 8.6%, best 8.6%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Aug 210.330.36$0.358.6%1100.34423

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 5 found (avg $0.48, cheapest $0.35)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Jul 240.370.45$0.4119.5%10.54211
$22.50Jul 310.440.53$0.4918.4%30.5342
$22.50Aug 70.500.61$0.5520.0%20.5331
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Aug 210.330.36$0.358.6%1100.34423
$23.00Jul 240.580.65$0.6211.3%90.68--

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 20 found (avg delta 0.81, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.50Jul 173.854.45$4.1514.5%30.99--
$20.00Jul 172.282.87$2.5822.9%10.97--
$21.00Jul 171.172.16$1.6759.3%10.97--
$20.50Jul 241.603.15$2.3865.1%50.8526
$21.00Aug 211.551.86$1.7118.1%10.832
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.00Jul 170.561.78$1.17104.3%11.00--
$24.50Jul 171.052.60$1.8384.7%11.00--
$25.00Jul 171.672.69$2.1846.8%11.00--
$27.00Jul 173.504.90$4.2033.3%21.00--
$25.50Jul 172.013.50$2.7654.0%30.84--

Most actively traded options today. High liquidity = easy entry/exit. 52 active (total vol 2.5K, top 767)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Jul 170.040.06$0.0540.0%7670.197.9K
$23.00Jul 240.160.21$0.1926.3%1760.321.2K
$22.50Jul 170.200.25$0.2321.7%1160.551.1K
$22.00Jul 170.520.71$0.6230.6%1000.82491
$23.00Aug 70.270.37$0.3231.2%980.38713
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Jul 170.140.19$0.1729.4%3470.46573
$23.00Jul 170.410.69$0.5550.9%1950.831.0K
$22.00Aug 210.330.36$0.358.6%1100.34423
$22.00Jul 170.040.08$0.0666.7%1050.183.2K
$22.00Jul 240.140.18$0.1625.0%710.2775

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 9 strikes (avg 46.5%, max 125.9%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$21.00Jul 17Aug 2137.0%23.6%56.3%22
$22.00Jul 17Aug 2126.3%20.1%30.9%111650
$24.00Jul 17Jul 3129.1%23.6%23.2%131.1K
$22.50Jul 17Aug 720.3%19.9%1.9%1181.1K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$20.00Jul 17Aug 2161.2%27.1%125.9%26--
$19.00Jul 17Jul 3190.0%48.1%87.2%22--
$21.00Jul 17Aug 2137.0%23.6%56.3%534.6K
$22.00Jul 17Aug 2126.3%20.1%30.9%2153.6K
$22.50Jul 17Aug 1420.3%19.2%5.8%378574

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 19 found (best R:R 15.67, avg 2.99)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$23.00$24.50Aug 7$0.25$1.25$0.255.00$23.25
$23.00$25.00Aug 21$0.39$1.61$0.394.13$23.39
$23.00$23.50Jul 24$0.12$0.38$0.123.17$23.12
$23.00$23.50Jul 31$0.14$0.36$0.142.57$23.14
$22.50$23.00Jul 17$0.18$0.32$0.181.78$22.68
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$22.00$19.00Jul 31$0.18$2.82$0.1815.67$21.82
$22.00$21.00Aug 21$0.19$0.81$0.194.26$21.81
$22.00$21.00Aug 14$0.21$0.79$0.213.76$21.79
$22.50$22.00Jul 17$0.11$0.39$0.113.55$22.39
$22.50$22.00Aug 14$0.16$0.34$0.162.13$22.34

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 23 found (best R:R 3.55, avg 1.02)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$22.00$22.50Jul 17$0.39$0.39$0.113.55$22.39
$21.00$22.00Aug 21$0.71$0.71$0.292.45$21.71
$22.00$23.00Aug 21$0.56$0.56$0.441.27$22.56
$22.00$22.50Jul 31$0.26$0.26$0.241.08$22.26
$22.50$23.00Jul 31$0.23$0.23$0.270.85$22.73
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$23.00$22.50Jul 17$0.38$0.38$0.123.17$22.62
$25.00$24.50Jul 17$0.35$0.35$0.152.33$24.65
$24.00$23.00Jul 17$0.62$0.62$0.381.63$23.38
$23.00$22.50Jul 24$0.30$0.30$0.201.50$22.70
$22.50$22.00Jul 24$0.16$0.16$0.340.47$22.34

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $0.11, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$23.50Jul 17Jul 24$0.0620.6%22.7%
$24.00Jul 17Jul 31$0.0629.1%23.6%
$22.00Jul 17Jul 31$0.1326.3%23.1%
$23.00Jul 17Jul 24$0.1421.1%23.1%
$22.50Jul 17Jul 24$0.1820.3%22.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$23.00Jul 17Jul 24$0.0721.1%23.1%
$20.00Jul 17Aug 7$0.0861.2%36.0%
$21.00Jul 17Aug 7$0.0937.0%25.2%
$22.00Jul 17Jul 24$0.1026.3%24.4%
$22.50Jul 17Jul 24$0.1520.3%22.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 12 found (cheapest 1.78% of stock, avg 5.09%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$22.50Jul 17$0.23$0.17$0.40$22.10$22.901.78%
$23.00Jul 17$0.05$0.55$0.60$22.40$23.602.66%
$22.00Jul 17$0.62$0.06$0.68$21.32$22.683.02%
$22.50Jul 24$0.41$0.32$0.73$21.77$23.233.24%
$23.00Jul 24$0.19$0.62$0.81$22.19$23.813.60%
$22.50Jul 31$0.49$0.39$0.88$21.62$23.383.91%
$22.00Jul 31$0.75$0.23$0.98$21.02$22.984.35%
$24.00Jul 17$0.01$1.17$1.18$22.82$25.185.24%
$22.00Aug 21$1.00$0.35$1.35$20.65$23.355.99%
$21.00Jul 17$1.67$0.01$1.68$19.32$22.687.46%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 0.31% of stock, avg 1.58%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$23.00$21.50Jul 17$0.05$0.02$0.07$21.43$23.07
$23.00$22.00Jul 17$0.05$0.06$0.11$21.89$23.11
$25.00$20.00Aug 21$0.05$0.08$0.13$19.87$25.13
$23.50$19.50Jul 24$0.07$0.08$0.15$19.35$23.65
$24.50$21.00Aug 7$0.07$0.10$0.17$20.83$24.67
$24.50$20.00Aug 7$0.07$0.10$0.17$19.83$24.67
$25.00$21.00Aug 21$0.05$0.16$0.21$20.79$25.21
$23.00$22.50Jul 17$0.05$0.17$0.22$22.28$23.22
$23.50$22.00Jul 24$0.07$0.16$0.23$21.77$23.73
$23.00$19.50Jul 24$0.19$0.08$0.27$19.23$23.27

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 5 found (best R:R 1.50, avg credit $0.38)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
22/2223/24Jul 31$0.30$0.201.50$22.20$23.30
22/2223/24Jul 24$0.28$0.221.27$22.22$23.28
21/2223/25Aug 21$0.58$1.420.41$21.42$23.58
19/2222/23Jul 31$0.41$2.590.16$21.59$22.91
19/2223/24Jul 31$0.32$2.680.12$21.68$23.32

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 11 found (best R:R 8.09, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$21.00$22.00$23.00Aug 21$0.15$0.855.67
$22.50$23.00$23.50Jul 31$0.09$0.414.56
$23.00$23.50$24.00Jul 31$0.09$0.414.56
$22.50$23.00$23.50Jul 24$0.10$0.404.00
$22.50$23.00$23.50Jul 17$0.14$0.362.57
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$20.00$21.00$22.00Aug 21$0.11$0.898.09
$21.50$22.00$22.50Jul 17$0.07$0.436.14
$22.00$22.50$23.00Jul 24$0.14$0.362.57
$24.50$25.00$25.50Jul 17$0.23$0.271.17
$22.00$22.50$23.00Jul 17$0.27$0.230.85

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 22 found (best net $--, 10 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$21.00$22.001:2Aug 21-$0.29$0.71
$18.50$20.001:2Jul 17-$1.01$0.49
$22.50$23.001:2Aug 7-$0.09$0.41
$22.00$22.501:2Jul 31-$0.23$0.27
$20.00$21.001:2Jul 17-$0.76$0.24
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$22.00$19.501:2Jul 24$0.00$2.50
$21.00$20.001:2Aug 21$0.00$1.00
$21.00$20.001:2Aug 7-$0.10$0.90
$22.50$22.001:2Jul 31-$0.07$0.43
$22.50$22.001:2Aug 14-$0.16$0.34

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 6 found (best yield 1.69%, avg 0.88%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$23.00Aug 21$0.380.402.1%1.69%3.77%743.8K
$23.00Aug 7$0.270.382.1%1.20%3.28%98713
$23.00Jul 31$0.220.352.1%0.98%3.06%36869
$23.00Jul 24$0.160.322.1%0.71%2.80%1761.2K
$23.50Jul 31$0.100.204.3%0.44%4.75%3377
$23.50Jul 24$0.060.154.3%0.27%4.57%161.2K

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 3,392
Total Puts 2,099
Put/Call Ratio 0.62
Net Difference 1,293

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 26,671
Total Puts 10,183
Average Put/Call Ratio 0.48
Ratio Trend Falling

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