Tour v334
NLY
ANNALY CAP MGMT INC REIT
$23.01 +2.13%
$22.98 (-0.12%)🌙
as of 07/14 07:13 PM
7/14 19:13

Option Volume

Detail
Current (07/14) 5,199
Calls: 3,975 (76%)
Puts: 1,224 (24%)
Prior (07/13) 5,491
Calls: 3,392 (62%)
Puts: 2,099 (38%)
Current vs Prior -5.32%
Calls: +17.19% (Calls)
Puts: -41.69% (Puts)
Prior 7-Day Total 36,966
Calls: 26,516 (72%)
Puts: 10,450 (28%)
Prior 7-Day Average 5,280
Calls: 3,788 (72%)
Puts: 1,492 (28%)
Current vs Prior 7-Day Avg -1.55%
Calls: +4.94%
Puts: -18.01%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/14) $269.0K
Calls: $203.8K (76%)
Puts: $65.1K (24%)
Prior (07/13) $247.0K
Calls: $146.2K (59%)
Puts: $100.8K (41%)
Current vs Prior +8.90%
Calls: +39.45%
Puts: -35.40%
Prior 7-Day Total $2.61M
Calls: $2.16M (83%)
Puts: $447.6K (17%)
Prior 7-Day Average $372.2K
Calls: $308.2K (83%)
Puts: $63.9K (17%)
Current vs Prior 7-Day Avg -27.72%
Calls: -33.86%
Puts: +1.86%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/14) 0.31
Prior (07/13) 0.62
Current vs Prior -50.24%
Prior 7-Day Average 0.49
Current vs Prior 7-Day Avg -37.54%
Sentiment BULLISH

Open Interest

Detail
Current (07/14) 69,626
Calls: 47,554 (68%)
Puts: 22,072 (32%)
Prior (07/13) 63,772
Calls: 44,938 (70%)
Puts: 18,834 (30%)
Current vs Prior +9.18%
Prior 7-Day Total 436,376
Calls: 279,654 (64%)
Puts: 156,722 (36%)
Prior 7-Day Average 62,339
Calls: 39,950 (64%)
Puts: 22,388 (36%)
Current vs Prior 7-Day Avg +11.69%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 2.78% | 4.52%2.78% | 7.34%
Prior 3.46% | 4.57%3.46% | 7.90%
Current vs Prior -19.66% | -1.14%-19.66% | -7.04%
Prior 7-Day Avg 3.08% | 4.10%3.70% | 7.89%
Current vs 7-Day Avg -9.78% | +10.30%-24.91% | -6.94%
Prior 7-Day Eod 3.46% | 4.57%3.46% | 7.90%
Current vs 7-Day Eod -19.66% | -1.14%-19.66% | -7.04%
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 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 76% of dollar volume in calls ($203.8K) vs puts ($65.1K). Extreme bullish P/C ratio of 0.31 - heavy call buying (3,975 calls vs 1,224 puts). P/C ratio dropping 50% - sentiment shifting bullish. Call-heavy open interest (47,554 calls vs 22,072 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 1 of results (avg 8.7%, best 8.7%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.50Jul 244.404.80$4.608.7%20.87--
PUTS (0)
No puts meet the criteria

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

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 26 found (avg delta 0.78, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.50Jul 174.355.20$4.7817.8%20.99--
$21.00Jul 171.822.30$2.0623.3%20.9917
$20.00Jul 172.783.65$3.2227.0%110.9813
$19.00Jul 173.804.55$4.1817.9%30.97--
$22.00Jul 170.921.12$1.0219.6%1800.92419
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.00Jul 242.663.20$2.9318.4%10.94--
$23.50Jul 170.220.65$0.4497.7%20.90--
$24.50Jul 311.212.00$1.6149.1%10.83--
$25.50Jul 172.322.75$2.5416.9%20.821
$24.00Aug 210.921.35$1.1437.7%650.74--

Most actively traded options today. High liquidity = easy entry/exit. 71 active (total vol 3.5K, top 1.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Jul 170.150.24$0.2045.0%1.2K0.528.2K
$23.50Jul 240.070.18$0.1384.6%3000.271.2K
$23.00Aug 70.420.67$0.5545.5%2470.55759
$22.00Jul 170.921.12$1.0219.6%1800.92419
$23.50Jul 170.010.03$0.02100.0%1250.11434
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Jul 170.140.20$0.1735.3%1370.481.0K
$22.00Jul 170.020.04$0.0366.7%1100.093.2K
$22.50Jul 170.030.06$0.0560.0%950.16837
$24.00Aug 210.921.35$1.1437.7%650.74--
$21.00Aug 210.060.20$0.13107.7%500.13518

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 13 strikes (avg 69.4%, max 176.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$22.00Jul 17Aug 2137.2%16.1%130.8%182588
$25.00Jul 17Aug 2842.7%24.0%78.1%231.3K
$24.50Jul 31Aug 1430.3%18.2%66.8%802
$23.00Jul 17Aug 2121.8%15.6%39.7%1.3K12.0K
$22.50Jul 17Jul 3125.9%19.2%34.4%331.1K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$20.00Jul 17Aug 2175.7%27.4%176.3%406.8K
$22.00Jul 17Aug 2137.2%16.1%130.8%1163.7K
$21.00Jul 17Aug 2847.4%24.1%96.5%214.5K
$22.50Jul 17Aug 2825.9%17.8%45.5%134838
$23.00Jul 17Aug 2121.8%15.6%39.7%1691.1K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 18 found (best R:R 13.29, avg 2.77)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$24.00$25.00Aug 21$0.17$0.83$0.174.88$24.17
$23.50$24.50Aug 7$0.23$0.77$0.233.35$23.73
$25.00$25.50Aug 28$0.13$0.37$0.132.85$25.13
$23.00$24.00Aug 21$0.33$0.67$0.332.03$23.33
$23.00$23.50Jul 17$0.18$0.32$0.181.78$23.18
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$22.50$20.50Aug 14$0.14$1.86$0.1413.29$22.36
$22.50$21.00Aug 28$0.20$1.30$0.206.50$22.30
$23.00$22.50Jul 17$0.12$0.38$0.123.17$22.88
$23.00$22.00Aug 21$0.32$0.68$0.322.12$22.68
$23.00$22.50Jul 31$0.17$0.33$0.171.94$22.83

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 27 found (best R:R 14.63, avg 2.55)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$19.50$22.50Jul 24$2.79$2.79$0.2113.29$22.29
$18.50$22.50Jul 31$3.60$3.60$0.409.00$22.10
$22.50$23.00Jul 24$0.38$0.38$0.123.17$22.88
$23.00$23.50Aug 14$0.38$0.38$0.123.17$23.38
$22.00$23.00Aug 21$0.76$0.76$0.243.17$22.76
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$26.00$23.50Jul 24$2.34$2.34$0.1614.63$23.66
$24.50$23.00Jul 31$1.26$1.26$0.245.25$23.24
$24.00$23.00Aug 21$0.69$0.69$0.312.23$23.31
$23.50$23.00Jul 17$0.27$0.27$0.231.17$23.23
$23.00$22.50Jul 24$0.26$0.26$0.241.08$22.74

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 12 found (avg debit $0.17, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$19.00Jul 17Jul 24$0.07114.3%121.3%
$24.00Jul 17Jul 24$0.0724.0%24.6%
$23.50Jul 17Jul 24$0.1118.7%20.2%
$22.50Jul 17Jul 24$0.1425.9%23.4%
$23.00Jul 17Jul 24$0.2521.8%27.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$22.00Jul 17Jul 24$0.0637.2%28.0%
$22.50Jul 17Jul 24$0.1025.9%23.4%
$21.00Jul 17Aug 7$0.1547.4%36.5%
$23.50Jul 17Jul 24$0.1518.7%20.2%
$23.00Jul 17Jul 24$0.2421.8%27.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 16 found (cheapest 1.61% of stock, avg 5.26%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$23.00Jul 17$0.20$0.17$0.37$22.63$23.371.61%
$23.50Jul 17$0.02$0.44$0.46$23.04$23.962.00%
$23.50Jul 24$0.13$0.59$0.72$22.78$24.223.13%
$23.00Jul 31$0.38$0.35$0.73$22.27$23.733.17%
$22.50Jul 17$0.69$0.05$0.74$21.76$23.243.22%
$23.00Jul 24$0.45$0.41$0.86$22.14$23.863.74%
$22.50Jul 24$0.83$0.15$0.98$21.52$23.484.26%
$23.00Aug 21$0.55$0.45$1.00$22.00$24.004.35%
$22.50Jul 31$0.83$0.18$1.01$21.49$23.514.39%
$22.00Jul 17$1.02$0.03$1.05$20.95$23.054.56%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 54 found (cheapest 0.22% of stock, avg 1.48%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$23.50$22.00Jul 17$0.02$0.03$0.05$21.95$23.55
$23.50$22.50Jul 17$0.02$0.05$0.07$22.43$23.57
$23.50$21.50Jul 17$0.02$0.07$0.09$21.41$23.59
$25.00$20.00Aug 21$0.05$0.05$0.10$19.90$25.10
$25.00$20.50Aug 14$0.07$0.06$0.13$20.37$25.13
$24.50$20.50Aug 14$0.09$0.06$0.15$20.35$24.65
$24.50$20.50Aug 7$0.06$0.10$0.16$20.34$24.66
$24.00$22.00Jul 24$0.08$0.09$0.17$21.83$24.17
$25.00$22.00Aug 21$0.05$0.13$0.18$21.82$25.18
$25.00$21.00Aug 21$0.05$0.13$0.18$20.82$25.18

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 4 found (best R:R 0.96, avg credit $0.44)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
22/2324/25Aug 21$0.49$0.510.96$22.51$24.49
21/2224/24Aug 28$0.41$1.090.38$22.09$23.91
20/2223/24Aug 14$0.52$1.480.35$21.98$23.52
21/2225/26Aug 28$0.33$1.170.28$22.17$25.33

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 21 found (best R:R 7.33, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$21.00$21.50$22.00Jul 17$0.06$0.447.33
$22.50$23.00$23.50Jul 24$0.06$0.447.33
$24.00$24.50$25.00Aug 14$0.06$0.447.33
$23.00$24.00$25.00Aug 21$0.16$0.845.25
$23.50$24.00$24.50Jul 31$0.12$0.383.17
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$21.50$22.00$22.50Jul 17$0.06$0.447.33
$22.00$22.50$23.00Jul 17$0.10$0.404.00
$22.00$22.50$23.00Jul 31$0.12$0.383.17
$22.50$23.00$23.50Jul 17$0.15$0.352.33
$21.00$22.00$23.00Aug 21$0.32$0.682.12

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 38 found (best net $-0.11, 13 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$24.00$25.001:2Aug 28-$0.11$0.89
$24.50$25.001:2Aug 14-$0.05$0.45
$23.50$24.001:2Aug 28-$0.06$0.44
$22.50$23.001:2Jul 24-$0.07$0.43
$23.50$24.001:2Aug 14-$0.13$0.37
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$22.00$21.001:2Aug 21-$0.13$0.87
$22.50$22.001:2Jul 31-$0.08$0.42
$22.00$21.501:2Jul 17-$0.11$0.39
$21.00$20.501:2Aug 28-$0.16$0.34
$23.50$23.001:2Jul 24-$0.23$0.27

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 5 found (best yield 1.69%, avg 0.88%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$23.50Aug 28$0.390.422.1%1.69%3.82%103
$24.00Aug 28$0.230.294.3%1.00%5.30%3324
$24.00Aug 21$0.190.264.3%0.83%5.13%88857
$24.00Aug 14$0.130.254.3%0.56%4.87%1614
$23.50Jul 24$0.070.272.1%0.30%2.43%3001.2K

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 3,975
Total Puts 1,224
Put/Call Ratio 0.31
Net Difference 2,751

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 26,516
Total Puts 10,450
Average Put/Call Ratio 0.49
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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