Tour v365
NLY
ANNALY CAP MGMT INC REIT
$22.85 -0.72%
7/20 14:05

Option Volume

Detail
Current (07/20 2:05pm) 2,973
Calls: 1,524 (51%)
Puts: 1,449 (49%)
Prior (04/21) 8,031
Calls: 6,817 (85%)
Puts: 1,214 (15%)
Current vs Prior -62.98%
Calls: -77.64% (Calls)
Puts: +19.36% (Puts)
Prior 7-Day Total 18,268
Calls: 15,632 (86%)
Puts: 2,636 (14%)
Prior 7-Day Average 9,134
Calls: 2,233 (86%)
Puts: 376 (14%)
Current vs Prior 7-Day Avg -67.45%
Calls: -31.76%
Puts: +284.79%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/20 2:05pm) $94.4K
Calls: $51.5K (55%)
Puts: $42.9K (45%)
Prior (04/21) $221.1K
Calls: $177.1K (80%)
Puts: $44.0K (20%)
Current vs Prior -57.33%
Calls: -70.93%
Puts: -2.62%
Prior 7-Day Total $407.3K
Calls: $306.0K (75%)
Puts: $101.2K (25%)
Prior 7-Day Average $203.6K
Calls: $43.7K (75%)
Puts: $14.5K (25%)
Current vs Prior 7-Day Avg -53.66%
Calls: +17.76%
Puts: +196.53%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/20 2:05pm) 0.95
Prior (04/21) 0.18
Current vs Prior +433.90%
Prior 7-Day Average 0.17
Current vs Prior 7-Day Avg +460.28%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/20 2:05pm) 102,148
Calls: 52,195 (51%)
Puts: 49,953 (49%)
Prior (04/21) 120,712
Calls: 75,380 (62%)
Puts: 45,332 (38%)
Current vs Prior -15.38%
Prior 7-Day Total 238,197
Calls: 148,740 (62%)
Puts: 89,457 (38%)
Prior 7-Day Average 119,098
Calls: 74,370 (62%)
Puts: 44,728 (38%)
Current vs Prior 7-Day Avg -14.23%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 3.90% | 4.46%5.82% | 8.93%
Prior 4.26% | 5.10%-- | --
Current vs Prior -8.51% | -12.47%-- | --
Prior 7-Day Avg 4.19% | 5.14%-- | --
Current vs 7-Day Avg -6.96% | -13.13%-- | --
Prior 7-Day Eod 4.26% | 5.10%-- | --
Current vs 7-Day Eod -8.51% | -12.47%-- | --
Sentiment BULLISH--

Relative Spread

Detail
Expiry | Next
Current 16.19% | 14.70%
Calls: 13.46% | 8.47%
Puts: 18.92% | 20.93%
Prior 10.00% | 13.74%
Calls: 8.33% | 12.77%
Puts: 11.67% | 14.71%
Current vs Prior +61.90% | +6.99%
Prior 7-Day Avg 10.00% | 13.74%
Calls: 8.33% | 12.77%
Puts: 11.67% | 14.71%
Current vs 7-Day Avg +61.90% | +6.99%
Liquidity Expensive
+
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🤖 AI Insights

Light premium activity with dollar volume down 57% vs prior. Below-average activity with volume down 63% vs prior. P/C ratio rising 434% - increased hedging/bearish positioning. Declining open interest (down 15%) indicates positions being closed.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
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 4 of results (avg 8.1%, best 5.3%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.00Aug 211.111.17$1.145.3%--0.74172
$22.50Aug 140.680.74$0.718.5%--0.6212
$22.50Jul 310.560.61$0.598.5%--0.6654
$23.00Jul 240.190.21$0.2010.0%1390.411.7K
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 14 found (avg $0.48, cheapest $0.20)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Jul 240.190.21$0.2010.0%1390.411.7K
$23.00Jul 310.250.30$0.2817.9%680.43940
$23.00Aug 70.320.38$0.3517.1%250.45898
$23.00Aug 140.380.45$0.4216.7%10.4613
$23.00Aug 210.430.50$0.4714.9%940.463.4K
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Jul 310.190.23$0.2119.0%20.351.2K
$23.00Jul 240.330.40$0.3718.9%1640.593.1K
$23.00Aug 210.510.62$0.5619.6%750.542.1K
$23.50Aug 280.850.97$0.9113.2%--0.6640

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 23 found (avg delta 0.75, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$19.00Jul 243.604.20$3.9015.4%10.921
$21.00Jul 241.602.39$2.0039.5%10.901
$22.00Jul 240.771.03$0.9028.9%--0.8426
$20.00Jul 242.713.30$3.0119.6%30.841
$20.50Jul 242.053.25$2.6545.3%10.8024
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$25.00Jul 241.902.34$2.1220.8%30.98--
$27.00Jul 243.704.40$4.0517.3%20.97--
$24.50Aug 71.051.98$1.5261.2%10.93--
$26.00Jul 242.823.40$3.1118.6%20.84--
$23.50Jul 240.640.84$0.7427.0%20.827

Most actively traded options today. High liquidity = easy entry/exit. 65 active (total vol 2.0K, top 461)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$24.00Aug 210.120.17$0.1533.3%1590.201.3K
$23.00Jul 240.190.21$0.2010.0%1390.411.7K
$23.00Aug 210.430.50$0.4714.9%940.463.4K
$23.50Jul 240.050.09$0.0757.1%760.181.6K
$23.00Aug 280.480.57$0.5217.3%730.472
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Jul 240.140.19$0.1729.4%4610.333.1K
$23.00Jul 240.330.40$0.3718.9%1640.593.1K
$22.00Aug 140.160.24$0.2040.0%1000.25201
$23.00Aug 210.510.62$0.5619.6%750.542.1K
$20.00Aug 140.020.06$0.04100.0%230.0585

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 86.9%, max 383.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$26.00Jul 24Aug 28114.9%45.2%154.0%151
$22.00Jul 24Aug 2135.9%20.4%75.9%--198
$22.50Jul 24Aug 1431.4%19.7%59.1%32236
$24.50Jul 24Aug 2831.7%20.3%56.2%1830
$23.50Jul 24Aug 2829.8%19.8%50.5%801.8K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$20.50Jul 24Aug 28130.9%27.1%383.0%638
$20.00Jul 24Aug 28133.8%29.0%362.2%2216
$21.00Jul 24Aug 2864.5%24.2%166.7%3129
$22.00Jul 24Aug 2135.9%20.4%75.9%393.4K
$22.50Jul 24Aug 2131.4%18.9%66.0%4623.1K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 27 found (best R:R 6.69, avg 2.34)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$24.50$25.50Aug 14$0.15$0.85$0.155.67$24.65
$23.50$24.00Aug 14$0.10$0.40$0.104.00$23.60
$23.50$24.00Aug 21$0.12$0.38$0.123.17$23.62
$23.00$23.50Jul 24$0.13$0.37$0.132.85$23.13
$23.50$24.00Aug 28$0.14$0.36$0.142.57$23.64
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$22.00$21.00Aug 14$0.13$0.87$0.136.69$21.87
$22.00$21.00Aug 21$0.13$0.87$0.136.69$21.87
$22.50$22.00Aug 7$0.12$0.38$0.123.17$22.38
$22.50$22.00Aug 14$0.12$0.38$0.123.17$22.38
$22.50$22.00Aug 21$0.13$0.37$0.132.85$22.37

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 34 found (best R:R 11.50, avg 1.49)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$19.00$20.00Jul 24$0.89$0.89$0.118.09$19.89
$22.00$22.50Jul 24$0.38$0.38$0.123.17$22.38
$20.00$20.50Jul 24$0.36$0.36$0.142.57$20.36
$22.00$23.00Aug 21$0.67$0.67$0.332.03$22.67
$22.50$23.00Jul 24$0.32$0.32$0.181.78$22.82
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$1.04$1.04$0.462.26$23.46
$20.00$19.50Jul 24$0.27$0.27$0.231.17$19.73
$24.00$23.00Aug 21$0.47$0.47$0.530.89$23.53

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 11 found (avg debit $0.15, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$22.50Jul 24Jul 31$0.0731.4%22.2%
$25.00Jul 24Aug 21$0.0739.3%23.9%
$23.00Jul 24Jul 31$0.0828.8%22.2%
$25.50Aug 14Aug 28$0.1344.0%41.2%
$22.00Jul 24Aug 21$0.2435.9%20.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$23.00Jul 24Jul 31$0.0628.8%22.2%
$20.00Jul 24Aug 7$0.10133.8%70.7%
$19.00Jul 24Jul 31$0.12125.4%94.8%
$23.50Jul 24Aug 28$0.1729.8%19.8%
$19.50Jul 24Jul 31$0.2270.6%85.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 21 found (cheapest 2.49% of stock, avg 6.78%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$23.00Jul 24$0.20$0.37$0.57$22.43$23.572.49%
$22.50Jul 24$0.52$0.17$0.69$21.81$23.193.02%
$23.00Jul 31$0.28$0.43$0.71$22.29$23.713.11%
$22.50Jul 31$0.59$0.21$0.80$21.70$23.303.50%
$23.50Jul 24$0.07$0.74$0.81$22.69$24.313.54%
$23.00Aug 7$0.35$0.48$0.83$22.17$23.833.63%
$23.00Aug 14$0.42$0.52$0.94$22.06$23.944.11%
$22.50Aug 7$0.67$0.28$0.95$21.55$23.454.16%
$22.00Jul 24$0.90$0.08$0.98$21.02$22.984.29%
$22.50Aug 14$0.71$0.32$1.03$21.47$23.534.51%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 115 found (cheapest 0.57% of stock, avg 1.77%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$24.00$21.50Jul 31$0.05$0.08$0.13$21.37$24.13
$24.50$21.50Aug 7$0.04$0.10$0.14$21.36$24.64
$23.50$22.00Jul 24$0.07$0.08$0.15$21.85$23.65
$23.50$21.00Jul 24$0.07$0.08$0.15$20.85$23.65
$25.00$20.00Aug 21$0.08$0.07$0.15$19.85$25.15
$24.50$21.00Aug 7$0.04$0.12$0.16$20.84$24.66
$24.50$20.00Aug 21$0.09$0.07$0.16$19.84$24.66
$25.00$20.50Aug 21$0.08$0.08$0.16$20.34$25.16
$24.00$22.00Jul 31$0.05$0.12$0.17$21.83$24.17
$24.50$20.50Aug 21$0.09$0.08$0.17$20.33$24.67

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 15 found (best R:R 1.94, avg credit $0.30)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
22/2223/24Aug 21$0.33$0.171.94$22.17$23.33
22/2324/24Aug 21$0.32$0.181.78$22.68$23.82
22/2223/24Aug 14$0.31$0.191.63$22.19$23.31
22/2324/24Aug 14$0.30$0.201.50$22.70$23.80
22/2223/24Aug 7$0.29$0.211.38$22.21$23.29
22/2224/24Aug 21$0.25$0.251.00$22.25$23.75
22/2224/24Aug 14$0.22$0.280.79$22.28$23.72
21/2222/23Aug 14$0.42$0.580.72$21.58$22.92
22/2324/26Aug 14$0.35$0.650.54$22.65$24.85
21/2223/24Aug 21$0.33$0.670.49$21.67$23.33

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 30 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$22.00$22.50$23.00Jul 24$0.06$0.447.33
$23.50$24.00$24.50Jul 24$0.06$0.447.33
$23.50$24.00$24.50Aug 21$0.06$0.447.33
$23.00$23.50$24.00Aug 28$0.06$0.447.33
$23.00$23.50$24.00Jul 24$0.07$0.436.14
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$21.50$22.00$22.50Jul 24$0.05$0.459.00
$21.50$22.00$22.50Aug 7$0.06$0.447.33
$22.00$22.50$23.00Aug 21$0.07$0.436.14
$21.00$21.50$22.00Jul 24$0.08$0.425.25
$21.00$21.50$22.00Aug 7$0.08$0.425.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 39 found (best net $-0.40, 27 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$24.50$25.501:2Aug 14-$0.10$0.90
$25.00$26.001:2Jul 24-$0.43$0.57
$24.00$24.501:2Aug 28-$0.06$0.44
$23.00$23.501:2Aug 21-$0.07$0.43
$24.50$25.001:2Aug 21-$0.07$0.43
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$21.00$19.501:2Jul 31-$0.40$1.10
$24.00$23.001:2Aug 21-$0.09$0.91
$20.50$20.001:2Aug 28-$0.05$0.45
$20.50$20.001:2Aug 21-$0.06$0.44
$21.00$20.501:2Aug 21-$0.06$0.44

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 17 found (best yield 2.10%, avg 0.91%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$23.00Aug 28$0.480.470.7%2.10%2.76%732
$23.00Aug 21$0.430.460.7%1.88%2.54%943.4K
$23.00Aug 14$0.380.460.7%1.66%2.32%113
$23.00Aug 7$0.320.450.7%1.40%2.06%25898
$23.50Aug 28$0.270.342.8%1.18%4.03%4131
$23.00Jul 31$0.250.430.7%1.09%1.75%68940
$23.50Aug 21$0.230.322.8%1.01%3.85%63--
$23.00Jul 24$0.190.410.7%0.83%1.49%1391.7K
$23.50Aug 14$0.190.302.8%0.83%3.68%2355
$23.50Aug 7$0.150.282.8%0.66%3.50%2694

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 1,524
Total Puts 1,449
Put/Call Ratio 0.95
Net Difference 75

Prior's Put/Call Breakdown

Total Calls 6,817
Total Puts 1,214
Put/Call Ratio 0.18
Net Difference 5,603

Prior 7-Day Put/Call Summary

Total Calls 15,632
Total Puts 2,636
Average Put/Call Ratio 0.17
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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