Tour v344
NLY
ANNALY CAP MGMT INC REIT
$23.42 +1.12%
$23.41 (-0.04%)🌙
as of 07/16 06:47 PM
7/16 18:47

Option Volume

Detail
Current (07/16) 6,504
Calls: 3,030 (47%)
Puts: 3,474 (53%)
Prior (07/15) 18,368
Calls: 5,144 (28%)
Puts: 13,224 (72%)
Current vs Prior -64.59%
Calls: -41.10% (Calls)
Puts: -73.73% (Puts)
Prior 7-Day Total 44,835
Calls: 22,482 (50%)
Puts: 22,353 (50%)
Prior 7-Day Average 6,405
Calls: 3,211 (50%)
Puts: 3,193 (50%)
Current vs Prior 7-Day Avg +1.55%
Calls: -5.66%
Puts: +8.79%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/16) $410.1K
Calls: $280.5K (68%)
Puts: $129.7K (32%)
Prior (07/15) $758.3K
Calls: $352.5K (46%)
Puts: $405.8K (54%)
Current vs Prior -45.91%
Calls: -20.42%
Puts: -68.05%
Prior 7-Day Total $2.25M
Calls: $1.48M (66%)
Puts: $767.4K (34%)
Prior 7-Day Average $321.4K
Calls: $211.8K (66%)
Puts: $109.6K (34%)
Current vs Prior 7-Day Avg +27.61%
Calls: +32.44%
Puts: +18.27%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/16) 1.15
Prior (07/15) 2.57
Current vs Prior -55.40%
Prior 7-Day Average 0.84
Current vs Prior 7-Day Avg +37.24%
Sentiment BEARISH

Open Interest

Detail
Current (07/16) 80,996
Calls: 52,167 (64%)
Puts: 28,829 (36%)
Prior (07/15) 71,930
Calls: 52,956 (74%)
Puts: 18,974 (26%)
Current vs Prior +12.60%
Prior 7-Day Total 457,621
Calls: 309,006 (68%)
Puts: 148,615 (32%)
Prior 7-Day Average 65,374
Calls: 44,143 (68%)
Puts: 21,230 (32%)
Current vs Prior 7-Day Avg +23.90%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 2.52% | 4.06%2.52% | 7.22%
Prior 2.68% | 4.15%2.68% | 7.56%
Current vs Prior -5.90% | -2.14%-5.89% | -4.50%
Prior 7-Day Avg 3.03% | 4.14%3.38% | 7.72%
Current vs 7-Day Avg -16.84% | -1.95%-25.53% | -6.52%
Prior 7-Day Eod 2.68% | 4.15%2.68% | 7.56%
Current vs 7-Day Eod -5.90% | -2.14%-5.89% | -4.50%
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

Moderately bullish flow with 68% call dollar volume ($280.5K). Below-average activity with volume down 65% vs prior. Slightly bearish P/C ratio of 1.15. P/C ratio dropping 55% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
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 9.4%, best 9.4%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Aug 210.810.89$0.859.4%630.633.7K
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 6 found (avg $0.56, cheapest $0.35)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.50Aug 70.390.47$0.4318.6%290.48669
$23.00Jul 240.570.63$0.6010.0%3000.701.6K
$23.00Jul 310.640.71$0.6810.3%300.67876
$23.00Aug 210.810.89$0.859.4%630.633.7K
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.50Jul 240.320.38$0.3517.1%50.53--
$23.50Jul 310.380.45$0.4216.7%70.533

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 25 found (avg delta 0.82, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$19.00Jul 174.104.90$4.5017.8%20.992
$20.00Jul 173.203.65$3.4313.1%30.9913
$21.00Jul 171.692.74$2.2247.3%30.99--
$22.00Jul 171.261.70$1.4829.7%70.97461
$22.50Jul 170.881.17$1.0228.4%920.92898
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$26.00Jul 171.804.40$3.1083.9%11.002
$27.00Jul 172.714.40$3.5647.5%21.00--
$28.00Jul 173.805.40$4.6034.8%21.00--
$27.50Jul 173.504.90$4.2033.3%10.82--
$25.50Jul 171.852.66$2.2635.8%10.81--

Most actively traded options today. High liquidity = easy entry/exit. 63 active (total vol 2.4K, top 307)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Jul 240.570.63$0.6010.0%3000.701.6K
$24.00Jul 240.090.12$0.1127.3%2660.23341
$23.00Jul 170.410.50$0.4520.0%2580.877.9K
$24.00Aug 210.280.39$0.3432.4%2450.35990
$22.50Jul 170.881.17$1.0228.4%920.92898
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Jul 170.000.05$0.03166.7%3070.131.2K
$22.00Aug 140.090.16$0.1353.8%2000.1612
$22.50Jul 170.010.04$0.03100.0%960.08860
$23.50Aug 280.530.65$0.5920.3%550.51--
$20.50Aug 280.040.21$0.13130.8%480.1020

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 102.2%, max 239.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$22.00Jul 17Jul 3168.5%28.2%143.1%8461
$22.50Jul 17Jul 3158.0%24.0%141.4%96950
$19.00Jul 17Aug 14173.9%74.9%132.2%62
$23.00Jul 17Aug 2132.7%18.5%77.2%32111.6K
$24.00Jul 17Aug 2827.2%19.0%43.2%392.6K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$21.00Jul 17Aug 2898.1%28.9%239.1%234.5K
$22.00Jul 17Aug 2168.5%22.2%208.6%63.2K
$22.50Jul 17Aug 2858.0%20.0%190.4%136860
$23.00Jul 17Aug 2132.7%18.5%77.2%3233.3K
$21.50Jul 24Jul 3139.4%32.2%22.5%9135

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 20 found (best R:R 17.18, avg 3.48)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$23.50$25.50Aug 14$0.35$1.65$0.354.71$23.85
$24.50$25.00Aug 28$0.10$0.40$0.104.00$24.60
$24.00$24.50Aug 28$0.15$0.35$0.152.33$24.15
$23.50$24.00Jul 24$0.18$0.32$0.181.78$23.68
$23.50$24.00Jul 31$0.20$0.30$0.201.50$23.70
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$22.00$20.00Aug 21$0.11$1.89$0.1117.18$21.89
$22.50$21.00Aug 28$0.12$1.38$0.1211.50$22.38
$23.00$22.00Aug 14$0.19$0.81$0.194.26$22.81
$23.00$22.50Jul 31$0.10$0.40$0.104.00$22.90
$23.00$22.00Aug 21$0.20$0.80$0.204.00$22.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 24 found (best R:R 17.75, avg 1.96)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$19.00$23.50Aug 14$4.08$4.08$0.429.71$23.08
$23.00$23.50Jul 17$0.38$0.38$0.123.17$23.38
$23.00$23.50Jul 31$0.32$0.32$0.181.78$23.32
$23.00$23.50Jul 24$0.31$0.31$0.191.63$23.31
$21.00$21.50Jul 17$0.28$0.28$0.221.27$21.28
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$26.50$23.50Jul 31$2.84$2.84$0.1617.75$23.66
$28.00$27.50Jul 17$0.40$0.40$0.104.00$27.60
$27.00$26.00Jul 17$0.46$0.46$0.540.85$26.54
$23.50$23.00Jul 31$0.19$0.19$0.310.61$23.31
$23.50$23.00Jul 24$0.18$0.18$0.320.56$23.32

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 11 found (avg debit $0.12, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$19.00Jul 17Aug 14$0.07173.9%74.9%
$22.50Jul 17Jul 31$0.0858.0%24.0%
$24.00Jul 17Jul 24$0.1027.2%22.5%
$25.50Jul 24Aug 14$0.1326.5%28.3%
$23.00Jul 17Jul 24$0.1532.7%24.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$22.50Jul 17Jul 24$0.0558.0%27.7%
$22.00Jul 17Jul 24$0.0668.5%36.0%
$21.00Jul 17Aug 28$0.1498.1%28.9%
$23.00Jul 17Jul 24$0.1432.7%24.9%
$23.50Jul 17Jul 24$0.2120.6%23.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 12 found (cheapest 0.90% of stock, avg 4.42%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$23.50Jul 17$0.07$0.14$0.21$23.29$23.710.90%
$23.00Jul 17$0.45$0.03$0.48$22.52$23.482.05%
$23.50Jul 24$0.29$0.35$0.64$22.86$24.142.73%
$23.00Jul 24$0.60$0.17$0.77$22.23$23.773.29%
$23.50Jul 31$0.36$0.42$0.78$22.72$24.283.33%
$23.00Jul 31$0.68$0.23$0.91$22.09$23.913.89%
$22.50Jul 17$1.02$0.03$1.05$21.45$23.554.48%
$23.00Aug 21$0.85$0.36$1.21$21.79$24.215.17%
$22.50Jul 31$1.10$0.13$1.23$21.27$23.735.25%
$22.00Jul 31$1.33$0.09$1.42$20.58$23.426.06%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 42 found (cheapest 0.38% of stock, avg 1.51%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$24.50$21.50Jul 24$0.05$0.04$0.09$21.41$24.59
$23.50$23.00Jul 17$0.07$0.03$0.10$22.90$23.60
$23.50$22.50Jul 17$0.07$0.03$0.10$22.40$23.60
$24.50$22.00Jul 24$0.05$0.07$0.12$21.88$24.62
$24.50$22.50Jul 24$0.05$0.08$0.13$22.37$24.63
$24.00$21.50Jul 24$0.11$0.04$0.15$21.35$24.15
$24.50$21.50Jul 31$0.08$0.07$0.15$21.35$24.65
$24.50$22.00Jul 31$0.08$0.09$0.17$21.83$24.67
$24.00$22.00Jul 24$0.11$0.07$0.18$21.82$24.18
$24.00$22.50Jul 24$0.11$0.08$0.19$22.31$24.19

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 7 found (best R:R 1.50, avg credit $0.41)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
22/2324/24Jul 31$0.30$0.201.50$22.70$23.80
22/2424/24Aug 28$0.47$0.530.89$23.03$24.47
22/2424/25Aug 28$0.42$0.580.72$23.08$24.92
20/2223/24Aug 21$0.62$1.380.45$21.38$23.62
22/2324/26Aug 14$0.54$1.460.37$22.46$24.04
21/2224/24Aug 28$0.27$1.230.22$22.23$24.27
21/2224/25Aug 28$0.22$1.280.17$22.28$24.72

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 14 found (best R:R 15.67, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$24.50$25.50$26.50Jul 24$0.06$0.9415.67
$22.50$23.00$23.50Jul 31$0.10$0.404.00
$23.50$24.00$24.50Jul 24$0.12$0.383.17
$23.00$23.50$24.00Jul 31$0.12$0.383.17
$23.50$24.00$24.50Jul 31$0.12$0.383.17
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$22.00$22.50$23.00Jul 31$0.06$0.447.33
$22.00$22.50$23.00Jul 24$0.08$0.425.25
$22.50$23.00$23.50Jul 24$0.09$0.414.56
$22.50$23.00$23.50Jul 31$0.09$0.414.56
$22.50$23.00$23.50Jul 17$0.11$0.393.55

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 18 found (best net $-0.03, 6 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$24.00$24.501:2Aug 28-$0.07$0.43
$22.50$23.001:2Jul 31-$0.26$0.24
$23.50$25.501:2Aug 14$0.21$1.79
$19.00$23.501:2Aug 14$3.59$0.91
$23.00$24.001:2Aug 21$0.17$0.83
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$22.50$21.001:2Aug 28-$0.03$1.47
$22.00$21.501:2Jul 31-$0.05$0.45
$22.50$22.001:2Jul 24-$0.06$0.44
$21.00$20.501:2Aug 28-$0.11$0.39
$22.00$20.001:2Aug 21$0.06$1.94

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 10 found (best yield 1.84%, avg 1.08%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$23.50Aug 14$0.430.480.3%1.84%2.18%33--
$23.50Aug 7$0.390.480.3%1.67%2.01%29669
$23.50Jul 31$0.320.470.3%1.37%1.71%15--
$24.00Aug 28$0.320.372.5%1.37%3.84%2179
$24.00Aug 21$0.280.352.5%1.20%3.67%245990
$23.50Jul 24$0.260.470.3%1.11%1.45%201.5K
$24.50Aug 28$0.190.254.6%0.81%5.42%4--
$24.00Jul 31$0.140.282.5%0.60%3.07%61.2K
$25.00Aug 28$0.100.166.8%0.43%7.17%4100
$24.00Jul 24$0.090.232.5%0.38%2.86%266341

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 3,030
Total Puts 3,474
Put/Call Ratio 1.15
Net Difference -444

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 22,482
Total Puts 22,353
Average Put/Call Ratio 0.84
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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