Tour v366
NLY
ANNALY CAP MGMT INC REIT
$22.70 -1.35%
$22.83 (+0.57%)🌙
as of 07/20 06:00 PM
7/20 18:00

Option Volume

Detail
Current (07/20) 5,958
Calls: 4,081 (68%)
Puts: 1,877 (32%)
Prior (07/17) 12,035
Calls: 4,042 (34%)
Puts: 7,993 (66%)
Current vs Prior -50.49%
Calls: +0.96% (Calls)
Puts: -76.52% (Puts)
Prior 7-Day Total 54,362
Calls: 24,192 (45%)
Puts: 30,170 (55%)
Prior 7-Day Average 7,766
Calls: 3,456 (45%)
Puts: 4,310 (55%)
Current vs Prior 7-Day Avg -23.28%
Calls: +18.08%
Puts: -56.45%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/20) $205.4K
Calls: $139.6K (68%)
Puts: $65.7K (32%)
Prior (07/17) $324.8K
Calls: $185.2K (57%)
Puts: $139.7K (43%)
Current vs Prior -36.78%
Calls: -24.59%
Puts: -52.94%
Prior 7-Day Total $2.66M
Calls: $1.78M (67%)
Puts: $882.7K (33%)
Prior 7-Day Average $380.3K
Calls: $254.2K (67%)
Puts: $126.1K (33%)
Current vs Prior 7-Day Avg -46.01%
Calls: -45.08%
Puts: -47.87%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/20) 0.46
Prior (07/17) 1.98
Current vs Prior -76.74%
Prior 7-Day Average 1.07
Current vs Prior 7-Day Avg -57.18%
Sentiment BULLISH

Open Interest

Detail
Current (07/20) 102,148
Calls: 52,195 (51%)
Puts: 49,953 (49%)
Prior (07/17) 77,156
Calls: 47,356 (61%)
Puts: 29,800 (39%)
Current vs Prior +32.39%
Prior 7-Day Total 496,028
Calls: 327,808 (66%)
Puts: 168,220 (34%)
Prior 7-Day Average 70,861
Calls: 46,829 (66%)
Puts: 24,031 (34%)
Current vs Prior 7-Day Avg +44.15%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 3.83% | 4.45%5.90% | 8.94%
Prior 3.78% | 4.56%3.39% | 7.26%
Current vs Prior +1.37% | -2.50%+74.14% | +23.22%
Prior 7-Day Avg 3.09% | 4.21%3.07% | 7.44%
Current vs 7-Day Avg +24.06% | +5.63%+92.22% | +20.15%
Prior 7-Day Eod 3.78% | 4.56%3.39% | 7.26%
Current vs 7-Day Eod +1.37% | -2.50%+74.14% | +23.22%
Sentiment BEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 16.19% | 14.70%
Calls: 13.46% | 8.47%
Puts: 18.92% | 20.93%
Prior 19.12% | 9.71%
Calls: 23.68% | 6.00%
Puts: 14.55% | 13.43%
Current vs Prior -15.32% | +51.39%
Prior 7-Day Avg 19.12% | 9.71%
Calls: 23.68% | 6.00%
Puts: 14.55% | 13.43%
Current vs 7-Day Avg -15.32% | +51.39%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 68% call dollar volume ($139.6K). Below-average activity with volume down 50% vs prior. Extreme bullish P/C ratio of 0.46 - heavy call buying (4,081 calls vs 1,877 puts). P/C ratio dropping 77% - sentiment shifting bullish.

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 BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
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 2 of results (avg 6.9%, best 6.0%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.50Jul 244.054.30$4.186.0%10.912
$22.00Aug 210.991.07$1.037.8%6000.70172
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 8 found (avg $0.60, cheapest $0.47)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Jul 310.450.52$0.4914.3%--0.5954
$22.50Aug 70.510.61$0.5617.9%--0.5838
$22.50Aug 140.570.67$0.6216.1%--0.5712
$22.00Aug 70.790.96$0.8819.3%20.743
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Jul 240.420.51$0.4719.1%1670.673.1K
$23.00Jul 310.480.57$0.5217.3%510.6253
$23.00Aug 70.530.62$0.5715.8%10.6015
$23.00Aug 210.600.72$0.6618.2%750.582.1K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 25 found (avg delta 0.76, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$21.00Jul 241.402.39$1.9052.1%10.941
$19.00Jul 243.553.95$3.7510.7%20.921
$18.50Jul 244.054.30$4.186.0%10.912
$20.00Jul 242.313.30$2.8135.2%30.851
$22.00Jul 240.660.86$0.7626.3%--0.8326
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Jul 241.902.54$2.2228.8%30.98--
$27.00Jul 243.754.55$4.1519.3%20.97--
$24.50Aug 71.061.97$1.5259.9%20.94--
$23.50Jul 240.641.04$0.8447.6%20.877
$26.00Jul 242.823.45$3.1420.1%20.85--

Most actively traded options today. High liquidity = easy entry/exit. 69 active (total vol 4.5K, top 1.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.50Jul 310.060.11$0.0955.6%1.3K0.18705
$22.00Aug 210.991.07$1.037.8%6000.70172
$23.00Jul 240.120.20$0.1650.0%2190.341.7K
$24.00Aug 210.080.17$0.1369.2%1610.181.3K
$23.50Jul 240.020.07$0.05100.0%1230.131.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Jul 240.180.26$0.2236.4%5360.403.1K
$22.00Aug 140.190.28$0.2437.5%2040.28201
$23.00Jul 240.420.51$0.4719.1%1670.673.1K
$23.00Aug 210.600.72$0.6618.2%750.582.1K
$23.00Jul 310.480.57$0.5217.3%510.6253

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 20 strikes (avg 82.2%, max 337.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$26.00Jul 24Aug 28121.6%46.7%160.4%151
$24.50Jul 24Aug 2835.0%20.3%72.3%1830
$22.50Jul 24Aug 1431.9%19.8%61.0%48236
$23.50Jul 24Aug 2830.2%19.4%55.4%1271.8K
$24.00Jul 24Aug 2830.5%19.8%53.8%109714
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$20.00Jul 24Aug 28120.5%27.6%337.3%2216
$20.50Jul 24Aug 28128.9%32.1%301.4%638
$21.00Jul 24Aug 2850.1%23.9%109.2%5129
$19.50Jul 24Aug 14112.9%65.7%71.7%2251
$22.50Jul 24Aug 2131.9%19.0%68.0%5673.1K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 36 found (best R:R 5.67, avg 2.11)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$23.50$24.00Aug 14$0.10$0.40$0.104.00$23.60
$23.00$23.50Jul 24$0.11$0.39$0.113.55$23.11
$23.50$24.00Aug 28$0.11$0.39$0.113.55$23.61
$23.50$24.00Aug 21$0.12$0.38$0.123.17$23.62
$23.00$23.50Aug 7$0.15$0.35$0.152.33$23.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$22.00$21.00Aug 21$0.15$0.85$0.155.67$21.85
$20.00$19.50Jul 24$0.10$0.40$0.104.00$19.90
$20.50$20.00Aug 21$0.11$0.39$0.113.55$20.39
$22.50$22.00Jul 31$0.12$0.38$0.123.17$22.38
$20.50$20.00Aug 28$0.13$0.37$0.132.85$20.37

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 39 found (best R:R 11.50, avg 1.05)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$22.00$22.50Jul 24$0.36$0.36$0.142.57$22.36
$22.00$22.50Aug 7$0.32$0.32$0.181.78$22.32
$22.00$23.00Aug 21$0.62$0.62$0.381.63$22.62
$20.00$20.50Jul 24$0.26$0.26$0.241.08$20.26
$22.50$23.00Aug 7$0.25$0.25$0.251.00$22.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$25.00$23.50Jul 24$1.38$1.38$0.1211.50$23.62
$23.50$23.00Jul 24$0.37$0.37$0.132.85$23.13
$24.50$23.00Aug 7$0.95$0.95$0.551.73$23.55
$23.00$22.50Jul 24$0.25$0.25$0.251.00$22.75
$23.00$22.50Jul 31$0.25$0.25$0.251.00$22.75

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 15 found (avg debit $0.16, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$25.00Jul 24Aug 21$0.0742.7%24.7%
$22.50Jul 24Jul 31$0.0931.9%22.9%
$23.00Jul 24Jul 31$0.0931.3%24.4%
$22.00Jul 24Aug 7$0.1232.2%22.8%
$25.50Aug 14Aug 28$0.1345.8%42.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$22.50Jul 24Jul 31$0.0531.9%22.9%
$23.00Jul 24Jul 31$0.0531.3%24.4%
$21.50Jul 24Jul 31$0.0634.8%30.2%
$22.00Jul 24Jul 31$0.0732.2%26.3%
$21.00Jul 24Jul 31$0.0950.1%41.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 23 found (cheapest 2.73% of stock, avg 7.18%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$22.50Jul 24$0.40$0.22$0.62$21.88$23.122.73%
$23.00Jul 24$0.16$0.47$0.63$22.37$23.632.78%
$22.50Jul 31$0.49$0.27$0.76$21.74$23.263.35%
$23.00Jul 31$0.25$0.52$0.77$22.23$23.773.39%
$22.00Jul 24$0.76$0.08$0.84$21.16$22.843.70%
$23.00Aug 7$0.31$0.57$0.88$22.12$23.883.88%
$23.50Jul 24$0.05$0.84$0.89$22.61$24.393.92%
$22.50Aug 7$0.56$0.34$0.90$21.60$23.403.96%
$23.00Aug 14$0.37$0.61$0.98$22.02$23.984.32%
$22.50Aug 14$0.62$0.38$1.00$21.50$23.504.41%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 120 found (cheapest 0.53% of stock, avg 1.85%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$24.50$21.50Jul 31$0.03$0.09$0.12$21.38$24.62
$23.50$22.00Jul 24$0.05$0.08$0.13$21.87$23.63
$24.00$21.50Jul 31$0.05$0.09$0.14$21.36$24.14
$24.50$21.50Aug 7$0.03$0.11$0.14$21.36$24.64
$25.00$20.00Aug 21$0.08$0.07$0.15$19.85$25.15
$23.50$19.50Jul 24$0.05$0.12$0.17$19.33$23.67
$23.50$21.50Jul 31$0.09$0.09$0.18$21.32$23.68
$24.50$22.00Jul 31$0.03$0.15$0.18$21.82$24.68
$24.00$21.50Aug 7$0.08$0.11$0.19$21.31$24.19
$24.00$22.00Jul 31$0.05$0.15$0.20$21.80$24.20

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 23 found (best R:R 3.55, avg credit $0.31)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
20/2022/23Aug 14$0.39$0.113.55$20.11$22.89
20/2022/23Aug 21$0.73$0.272.70$19.77$22.73
22/2324/24Aug 21$0.36$0.142.57$22.64$23.86
20/2022/23Jul 24$0.34$0.162.13$19.66$22.84
22/2324/24Aug 14$0.33$0.171.94$22.67$23.83
20/2023/24Aug 28$0.33$0.171.94$20.17$23.33
20/2023/24Aug 14$0.31$0.191.63$20.19$23.31
22/2223/24Aug 14$0.31$0.191.63$22.19$23.31
20/2123/24Aug 7$0.30$0.201.50$20.70$23.30
22/2223/24Aug 7$0.30$0.201.50$22.20$23.30

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 33 found (best R:R 10.11, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$23.00$23.50$24.00Jul 24$0.07$0.436.14
$22.00$22.50$23.00Aug 7$0.07$0.436.14
$23.00$23.50$24.00Aug 7$0.07$0.436.14
$23.00$23.50$24.00Aug 14$0.07$0.436.14
$22.50$23.00$23.50Jul 31$0.08$0.425.25
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$25.00$26.00$27.00Jul 24$0.09$0.9110.11
$21.00$21.50$22.00Jul 24$0.05$0.459.00
$19.50$20.00$20.50Jul 24$0.06$0.447.33
$21.50$22.00$22.50Jul 31$0.06$0.447.33
$18.50$19.00$19.50Jul 24$0.07$0.436.14

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 43 found (best net $-0.54, 30 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$24.50$25.501:2Aug 14-$0.35$0.65
$25.00$26.001:2Jul 24-$0.43$0.57
$22.50$23.001:2Aug 7-$0.06$0.44
$23.00$23.501:2Aug 28-$0.07$0.43
$23.00$23.501:2Aug 21-$0.09$0.41
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$21.00$19.501:2Jul 31-$0.54$0.96
$22.00$21.001:2Aug 14-$0.14$0.86
$24.00$23.001:2Aug 21-$0.18$0.82
$20.50$20.001:2Jul 24-$0.06$0.44
$19.50$19.001:2Jul 24-$0.08$0.42

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 13 found (best yield 1.81%, avg 0.89%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$23.00Aug 28$0.410.431.3%1.81%3.13%742
$23.00Aug 21$0.350.421.3%1.54%2.86%1093.4K
$23.00Aug 14$0.310.411.3%1.37%2.69%113
$23.00Aug 7$0.260.401.3%1.15%2.47%27898
$23.50Aug 28$0.230.303.5%1.01%4.54%4131
$23.00Jul 31$0.210.381.3%0.93%2.25%93940
$23.50Aug 21$0.200.293.5%0.88%4.41%63--
$23.50Aug 14$0.150.273.5%0.66%4.19%2355
$23.00Jul 24$0.120.341.3%0.53%1.85%2191.7K
$23.50Aug 7$0.120.243.5%0.53%4.05%8694

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 4,081
Total Puts 1,877
Put/Call Ratio 0.46
Net Difference 2,204

Prior's Put/Call Breakdown

Total Calls 4,042
Total Puts 7,993
Put/Call Ratio 1.98
Net Difference -3,951

Prior 7-Day Put/Call Summary

Total Calls 24,192
Total Puts 30,170
Average Put/Call Ratio 1.07
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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