Tour v340
NLY
ANNALY CAP MGMT INC REIT
$23.16 +0.65%
$23.21 (+0.23%)🌙
as of 07/15 06:55 PM
7/15 18:55

Option Volume

Detail
Current (07/15) 18,368
Calls: 5,144 (28%)
Puts: 13,224 (72%)
Prior (07/14) 5,199
Calls: 3,975 (76%)
Puts: 1,224 (24%)
Current vs Prior +253.30%
Calls: +29.41% (Calls)
Puts: +980.39% (Puts)
Prior 7-Day Total 32,430
Calls: 21,662 (67%)
Puts: 10,768 (33%)
Prior 7-Day Average 4,632
Calls: 3,094 (67%)
Puts: 1,538 (33%)
Current vs Prior 7-Day Avg +296.47%
Calls: +66.23%
Puts: +759.66%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/15) $758.3K
Calls: $352.5K (46%)
Puts: $405.8K (54%)
Prior (07/14) $269.0K
Calls: $203.8K (76%)
Puts: $65.1K (24%)
Current vs Prior +181.91%
Calls: +72.90%
Puts: +523.07%
Prior 7-Day Total $1.79M
Calls: $1.34M (75%)
Puts: $451.8K (25%)
Prior 7-Day Average $255.4K
Calls: $190.9K (75%)
Puts: $64.5K (25%)
Current vs Prior 7-Day Avg +196.85%
Calls: +84.63%
Puts: +528.83%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/15) 2.57
Prior (07/14) 0.31
Current vs Prior +734.87%
Prior 7-Day Average 0.52
Current vs Prior 7-Day Avg +392.25%
Sentiment BEARISH

Open Interest

Detail
Current (07/15) 71,930
Calls: 52,956 (74%)
Puts: 18,974 (26%)
Prior (07/14) 69,626
Calls: 47,554 (68%)
Puts: 22,072 (32%)
Current vs Prior +3.31%
Prior 7-Day Total 452,611
Calls: 294,353 (65%)
Puts: 158,258 (35%)
Prior 7-Day Average 64,658
Calls: 42,050 (65%)
Puts: 22,608 (35%)
Current vs Prior 7-Day Avg +11.25%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 2.68% | 4.15%2.68% | 7.56%
Prior 2.78% | 4.52%2.78% | 7.34%
Current vs Prior -3.75% | -8.29%-3.75% | +2.88%
Prior 7-Day Avg 3.11% | 4.12%3.57% | 7.81%
Current vs 7-Day Avg -14.00% | +0.69%-25.06% | -3.30%
Prior 7-Day Eod 2.78% | 4.52%2.78% | 7.34%
Current vs 7-Day Eod -3.75% | -8.29%-3.75% | +2.88%
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

Massive premium surge with dollar volume up 182% vs prior. Dollar volume significantly above 7-day average (197% higher). Unusually high activity with volume up 253% vs prior - elevated interest. Volume explosion - 297% above 7-day average (18,368 vs avg 4,632).

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
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 2 of results (avg 7.9%, best 7.7%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Jul 310.830.90$0.878.0%40.7451
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.00Aug 211.001.08$1.047.7%50.70--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 11 found (avg $0.59, cheapest $0.18)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Jul 240.390.46$0.4316.3%2390.581.4K
$23.00Jul 310.470.55$0.5115.7%250.57866
$23.00Aug 70.530.63$0.5817.2%90.56876
$23.00Aug 210.650.76$0.7115.5%2170.563.8K
$23.00Aug 280.710.83$0.7715.6%10.56--
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Aug 210.160.19$0.1816.7%2.8K0.20492
$23.00Aug 210.430.50$0.4714.9%2.1K0.4497
$23.50Jul 240.490.56$0.5313.2%60.65--
$23.50Jul 310.540.62$0.5813.8%10.63--

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 25 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$19.00Jul 174.104.90$4.5017.8%21.001
$20.00Jul 172.703.70$3.2031.2%41.0012
$21.00Jul 171.682.60$2.1443.0%41.0018
$22.00Jul 171.001.27$1.1423.7%1580.94520
$22.50Jul 170.630.87$0.7532.0%2340.901.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.00Jul 242.303.05$2.6828.0%10.96--
$23.50Jul 170.250.48$0.3762.2%2920.841
$26.50Jul 312.714.00$3.3638.4%10.79--
$24.00Aug 211.001.08$1.047.7%50.70--
$23.50Jul 240.490.56$0.5313.2%60.65--

Most actively traded options today. High liquidity = easy entry/exit. 68 active (total vol 15.6K, top 3.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Jul 170.210.28$0.2528.0%7050.668.1K
$24.50Aug 70.060.12$0.0966.7%5100.1518
$23.50Jul 170.020.04$0.0366.7%3990.16499
$24.00Jul 240.060.11$0.0955.6%2400.18101
$23.00Jul 240.390.46$0.4316.3%2390.581.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Jul 240.220.29$0.2626.9%3.2K0.4229
$22.50Jul 240.100.15$0.1338.5%3.2K0.2338
$22.00Aug 210.160.19$0.1816.7%2.8K0.20492
$23.00Aug 210.430.50$0.4714.9%2.1K0.4497
$23.00Jul 170.070.10$0.0933.3%3040.341.1K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 14 strikes (avg 67.2%, max 161.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$25.00Jul 17Aug 2849.4%18.9%161.9%8920
$22.00Jul 17Aug 2143.3%20.2%114.3%162689
$26.00Jul 17Aug 28123.2%64.6%90.6%51--
$25.50Jul 24Aug 1442.1%24.0%75.2%66
$24.50Jul 24Aug 2827.6%19.3%43.0%5--
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$21.00Jul 17Aug 2161.6%24.4%152.2%7--
$22.00Jul 17Aug 2143.3%20.2%114.2%2.8K492
$22.50Jul 17Aug 2831.2%19.7%58.1%130945
$23.00Jul 17Aug 2122.5%18.4%22.1%2.4K1.2K
$21.50Jul 24Aug 739.2%38.2%2.4%26

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 24 found (best R:R 12.64, avg 2.88)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$24.00$25.50Aug 14$0.14$1.36$0.149.71$24.14
$24.00$24.50Jul 31$0.10$0.40$0.104.00$24.10
$24.00$25.00Aug 21$0.20$0.80$0.204.00$24.20
$23.50$24.00Jul 24$0.11$0.39$0.113.55$23.61
$24.00$24.50Aug 28$0.11$0.39$0.113.55$24.11
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$23.00$21.50Aug 7$0.11$1.39$0.1112.64$22.89
$23.00$21.50Jul 31$0.21$1.29$0.216.14$22.79
$23.00$22.50Jul 24$0.13$0.37$0.132.85$22.87
$23.00$22.00Aug 21$0.29$0.71$0.292.45$22.71
$23.50$23.00Jul 31$0.25$0.25$0.251.00$23.25

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 32 found (best R:R 12.64, avg 1.65)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$22.50$23.00Jul 24$0.40$0.40$0.104.00$22.90
$22.00$22.50Jul 17$0.39$0.39$0.113.55$22.39
$21.00$21.50Jul 17$0.38$0.38$0.123.17$21.38
$20.00$20.50Jul 17$0.37$0.37$0.132.85$20.37
$22.50$23.00Jul 31$0.36$0.36$0.142.57$22.86
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$26.50$23.50Jul 31$2.78$2.78$0.2212.64$23.72
$26.00$23.50Jul 24$2.15$2.15$0.356.14$23.85
$24.00$23.00Aug 21$0.57$0.57$0.431.33$23.43
$23.50$23.00Jul 17$0.28$0.28$0.221.27$23.22
$23.50$23.00Jul 24$0.27$0.27$0.231.17$23.23

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 12 found (avg debit $0.27, cheapest $0.08)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$22.50Jul 17Jul 24$0.0831.2%25.4%
$24.00Jul 17Jul 24$0.0826.1%24.6%
$22.00Jul 17Jul 24$0.1343.3%31.3%
$23.50Jul 17Jul 24$0.1720.7%23.5%
$23.00Jul 17Jul 24$0.1822.5%22.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$21.00Jul 17Aug 21$0.0861.6%24.4%
$22.50Jul 17Jul 24$0.1031.2%25.4%
$22.00Jul 17Aug 21$0.1643.3%20.2%
$23.50Jul 17Jul 24$0.1620.7%23.5%
$23.00Jul 17Jul 24$0.1722.5%22.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 14 found (cheapest 1.47% of stock, avg 4.30%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$23.00Jul 17$0.25$0.09$0.34$22.66$23.341.47%
$23.50Jul 17$0.03$0.37$0.40$23.10$23.901.73%
$23.00Jul 24$0.43$0.26$0.69$22.31$23.692.98%
$23.50Jul 24$0.20$0.53$0.73$22.77$24.233.15%
$22.50Jul 17$0.75$0.03$0.78$21.72$23.283.37%
$23.00Jul 31$0.51$0.33$0.84$22.16$23.843.63%
$23.50Jul 31$0.26$0.58$0.84$22.66$24.343.63%
$22.50Jul 24$0.83$0.13$0.96$21.54$23.464.15%
$23.00Aug 7$0.58$0.38$0.96$22.04$23.964.15%
$22.00Jul 17$1.14$0.02$1.16$20.84$23.165.01%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 42 found (cheapest 0.26% of stock, avg 1.67%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$23.50$22.50Jul 17$0.03$0.03$0.06$22.44$23.56
$23.50$23.00Jul 17$0.03$0.09$0.12$22.88$23.62
$25.00$21.50Jul 24$0.04$0.08$0.12$21.38$25.12
$26.00$22.50Jul 17$0.10$0.03$0.13$22.37$26.13
$24.50$21.50Jul 24$0.05$0.08$0.13$21.37$24.63
$25.50$21.50Jul 24$0.05$0.08$0.13$21.37$25.63
$25.00$20.00Aug 21$0.07$0.06$0.13$19.87$25.13
$24.50$21.50Jul 31$0.03$0.12$0.15$21.35$24.65
$25.00$21.00Aug 21$0.07$0.09$0.16$20.84$25.16
$24.00$21.50Jul 24$0.09$0.08$0.17$21.33$24.17

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 6 found (best R:R 2.33, avg credit $0.35)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
23/2424/24Jul 31$0.35$0.152.33$23.15$24.35
22/2324/25Aug 21$0.49$0.510.96$22.51$24.49
22/2324/24Jul 24$0.24$0.260.92$22.76$23.74
22/2324/24Aug 7$0.35$1.150.30$22.65$23.85
22/2324/24Jul 31$0.34$1.160.29$22.66$23.84
22/2324/24Jul 31$0.31$1.190.26$22.69$24.31

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 22 found (best R:R 15.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$24.00$25.00$26.00Jul 17$0.09$0.9110.11
$23.50$24.00$24.50Jul 24$0.07$0.436.14
$23.00$23.50$24.00Aug 14$0.07$0.436.14
$23.50$24.00$24.50Aug 28$0.08$0.425.25
$23.00$23.50$24.00Aug 28$0.10$0.404.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$20.00$21.00$22.00Aug 21$0.06$0.9415.67
$22.00$22.50$23.00Jul 17$0.05$0.459.00
$21.00$22.00$23.00Aug 21$0.20$0.804.00
$22.50$23.00$23.50Jul 24$0.14$0.362.57
$22.00$23.00$24.00Aug 21$0.28$0.722.57

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 29 found (best net $-0.16, 16 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$22.00$23.001:2Aug 21$0.00$1.00
$25.00$26.001:2Jul 17-$0.19$0.81
$25.00$25.501:2Jul 24-$0.06$0.44
$24.00$24.501:2Aug 28-$0.07$0.43
$23.00$23.501:2Aug 7-$0.08$0.42
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$23.00$21.501:2Aug 7-$0.16$1.34
$22.00$21.001:2Jul 17$0.00$1.00
$22.00$21.001:2Aug 21$0.00$1.00
$20.00$19.001:2Aug 21-$0.06$0.94
$23.50$23.001:2Jul 31-$0.08$0.42

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 14 found (best yield 1.86%, avg 0.78%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$23.50Aug 28$0.430.431.5%1.86%3.32%11013
$23.50Aug 14$0.330.411.5%1.42%2.89%13242
$23.50Aug 7$0.280.401.5%1.21%2.68%1--
$24.00Aug 28$0.250.313.6%1.08%4.71%2257
$24.00Aug 21$0.240.303.6%1.04%4.66%84944
$23.50Jul 31$0.220.371.5%0.95%2.42%134413
$23.50Jul 24$0.160.351.5%0.69%2.16%241.5K
$24.00Aug 14$0.140.273.6%0.60%4.23%2--
$24.50Aug 28$0.140.215.8%0.60%6.39%4--
$24.00Jul 31$0.090.223.6%0.39%4.02%411.2K

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 5,144
Total Puts 13,224
Put/Call Ratio 2.57
Net Difference -8,080

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 21,662
Total Puts 10,768
Average Put/Call Ratio 0.52
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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