Tour v346
NLY
ANNALY CAP MGMT INC REIT
$23.01 -1.75%
$23.10 (+0.39%)🌙
as of 07/17 07:04 PM
7/17 19:04

Option Volume

Detail
Current (07/17) 12,035
Calls: 4,042 (34%)
Puts: 7,993 (66%)
Prior (07/16) 6,504
Calls: 3,030 (47%)
Puts: 3,474 (53%)
Current vs Prior +85.04%
Calls: +33.40% (Calls)
Puts: +130.08% (Puts)
Prior 7-Day Total 47,087
Calls: 22,461 (48%)
Puts: 24,626 (52%)
Prior 7-Day Average 6,726
Calls: 3,208 (48%)
Puts: 3,518 (52%)
Current vs Prior 7-Day Avg +78.91%
Calls: +25.97%
Puts: +127.20%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/17) $324.8K
Calls: $185.2K (57%)
Puts: $139.7K (43%)
Prior (07/16) $410.1K
Calls: $280.5K (68%)
Puts: $129.7K (32%)
Current vs Prior -20.80%
Calls: -33.98%
Puts: +7.72%
Prior 7-Day Total $2.53M
Calls: $1.68M (66%)
Puts: $848.3K (34%)
Prior 7-Day Average $361.0K
Calls: $239.8K (66%)
Puts: $121.2K (34%)
Current vs Prior 7-Day Avg -10.02%
Calls: -22.79%
Puts: +15.26%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/17) 1.98
Prior (07/16) 1.15
Current vs Prior +72.48%
Prior 7-Day Average 0.94
Current vs Prior 7-Day Avg +109.72%
Sentiment BEARISH

Open Interest

Detail
Current (07/17) 77,156
Calls: 47,356 (61%)
Puts: 29,800 (39%)
Prior (07/16) 80,996
Calls: 52,167 (64%)
Puts: 28,829 (36%)
Current vs Prior -4.74%
Prior 7-Day Total 461,359
Calls: 311,189 (67%)
Puts: 150,170 (33%)
Prior 7-Day Average 65,908
Calls: 44,455 (67%)
Puts: 21,452 (33%)
Current vs Prior 7-Day Avg +17.07%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 3.39% | 3.78%3.39% | 7.26%
Prior 2.52% | 4.06%2.52% | 7.22%
Current vs Prior +50.09% | +12.50%+34.56% | +0.58%
Prior 7-Day Avg 2.94% | 4.11%3.13% | 7.58%
Current vs 7-Day Avg +28.51% | +11.14%+8.23% | -4.24%
Prior 7-Day Eod 2.52% | 4.06%2.52% | 7.22%
Current vs 7-Day Eod +50.09% | +12.50%+34.56% | +0.58%
Sentiment BEARISHBEARISH

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

Above-average activity with volume up 85% vs prior. Volume explosion - 79% above 7-day average (12,035 vs avg 6,726). Extreme bearish P/C ratio of 1.98 - heavy put buying. P/C ratio rising 72% - increased hedging/bearish positioning.

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

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.50Jul 174.354.70$4.537.7%20.995
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.40, cheapest $0.40)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Jul 310.360.43$0.4017.5%730.53889
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 26 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$20.00Jul 172.593.30$2.9524.1%31.0015
$18.50Jul 174.354.70$4.537.7%20.995
$21.00Jul 171.652.54$2.0942.6%40.9924
$22.50Jul 170.390.72$0.5560.0%370.95897
$19.50Jul 173.104.50$3.8036.8%20.93--
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.50Jul 170.340.65$0.5062.0%611.00273
$24.50Aug 281.351.76$1.5626.3%20.92--
$25.50Jul 172.382.84$2.6117.6%20.86--
$23.50Jul 240.460.63$0.5530.9%30.73--

Most actively traded options today. High liquidity = easy entry/exit. 66 active (total vol 11.1K, top 2.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$23.00Jul 170.050.50$0.28160.7%1.2K0.697.8K
$23.50Jul 310.140.24$0.1952.6%5420.32362
$23.50Jul 240.100.17$0.1450.0%4010.291.6K
$23.00Aug 210.530.66$0.6021.7%3560.523.6K
$23.00Jul 240.280.36$0.3225.0%2300.551.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$22.50Aug 70.200.29$0.2536.0%2.0K0.3270
$21.50Aug 70.060.13$0.1070.0%2.0K0.137
$22.50Jul 310.130.24$0.1957.9%1.2K0.28117
$21.50Jul 310.050.12$0.0977.8%1.2K0.1263
$23.00Jul 170.020.17$0.10150.0%8310.401.3K

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 1174.1%, max 2972.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$22.00Jul 17Jul 31560.1%25.5%2094.5%211465
$25.00Jul 17Aug 21468.8%22.1%2019.0%12183
$22.50Jul 17Aug 28245.8%15.2%1513.1%38897
$24.00Jul 17Aug 28244.2%17.6%1290.5%122.5K
$23.00Jul 17Aug 21223.3%17.9%1149.6%1.6K11.5K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$22.00Jul 17Aug 28560.1%18.2%2972.6%1133.2K
$22.50Jul 17Aug 14245.8%17.4%1315.7%71845
$23.00Jul 17Aug 21223.3%17.9%1149.6%8593.4K
$23.50Jul 17Jul 24177.7%23.7%649.4%64273
$21.50Jul 24Aug 740.3%25.9%55.5%2.0K7

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 25 found (best R:R 9.00, avg 2.56)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$24.00$25.00Aug 21$0.13$0.87$0.136.69$24.13
$23.50$24.00Jul 31$0.10$0.40$0.104.00$23.60
$23.00$23.50Aug 14$0.13$0.37$0.132.85$23.13
$23.50$24.00Aug 28$0.14$0.36$0.142.57$23.64
$23.00$23.50Jul 24$0.18$0.32$0.181.78$23.18
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$22.50$21.50Jul 31$0.10$0.90$0.109.00$22.40
$22.00$21.00Aug 21$0.10$0.90$0.109.00$21.90
$22.50$21.50Aug 7$0.15$0.85$0.155.67$22.35
$23.00$22.50Jul 24$0.12$0.38$0.123.17$22.88
$23.00$22.50Jul 31$0.12$0.38$0.123.17$22.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 27 found (best R:R 2.85, avg 0.92)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$20.50$21.00Jul 17$0.37$0.37$0.132.85$20.87
$22.50$23.00Aug 14$0.36$0.36$0.142.57$22.86
$18.50$19.00Jul 17$0.33$0.33$0.171.94$18.83
$22.50$23.00Jul 24$0.31$0.31$0.191.63$22.81
$22.50$23.00Aug 7$0.30$0.30$0.201.50$22.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$23.50$23.00Jul 24$0.31$0.31$0.191.63$23.19
$24.50$22.00Aug 28$1.40$1.40$1.101.27$23.10
$23.00$22.00Aug 21$0.31$0.31$0.690.45$22.69
$23.00$22.50Jul 24$0.12$0.12$0.380.32$22.88
$23.00$22.50Jul 31$0.12$0.12$0.380.32$22.88

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $0.09, cheapest $0.05)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$24.00Jul 17Jul 24$0.06244.2%27.1%
$24.50Jul 24Aug 14$0.0629.6%19.7%
$22.50Jul 17Jul 24$0.08245.8%26.3%
$23.50Jul 17Jul 24$0.11177.7%23.7%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$23.50Jul 17Jul 24$0.05177.7%23.7%
$21.00Aug 21Aug 28$0.1024.4%29.1%
$22.50Jul 17Jul 24$0.11245.8%26.3%
$23.00Jul 17Jul 24$0.14223.3%21.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 14 found (cheapest 1.65% of stock, avg 4.45%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$23.00Jul 17$0.28$0.10$0.38$22.62$23.381.65%
$23.50Jul 17$0.03$0.50$0.53$22.97$24.032.30%
$22.50Jul 17$0.55$0.01$0.56$21.94$23.062.43%
$23.00Jul 24$0.32$0.24$0.56$22.44$23.562.43%
$23.50Jul 24$0.14$0.55$0.69$22.81$24.193.00%
$23.00Jul 31$0.40$0.31$0.71$22.29$23.713.09%
$22.50Jul 24$0.63$0.12$0.75$21.75$23.253.26%
$22.50Jul 31$0.66$0.19$0.85$21.65$23.353.69%
$22.50Aug 14$0.81$0.21$1.02$21.48$23.524.43%
$22.50Aug 7$0.78$0.25$1.03$21.47$23.534.48%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 48 found (cheapest 0.17% of stock, avg 1.28%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$23.50$22.50Jul 17$0.03$0.01$0.04$22.46$23.54
$23.50$22.00Jul 17$0.03$0.05$0.08$21.92$23.58
$24.50$21.50Jul 24$0.03$0.06$0.09$21.41$24.59
$24.50$22.00Jul 24$0.03$0.07$0.10$21.90$24.60
$25.00$21.50Jul 24$0.05$0.06$0.11$21.39$25.11
$25.00$22.00Jul 24$0.05$0.07$0.12$21.88$25.12
$23.50$23.00Jul 17$0.03$0.10$0.13$22.87$23.63
$23.50$19.50Jul 17$0.03$0.10$0.13$19.37$23.63
$24.00$21.50Jul 24$0.07$0.06$0.13$21.37$24.13
$24.00$22.00Jul 24$0.07$0.07$0.14$21.86$24.14

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 7 found (best R:R 0.92, avg credit $0.32)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
21/2223/24Aug 21$0.48$0.520.92$21.52$23.48
22/2324/24Jul 31$0.22$0.280.79$22.78$23.72
22/2324/25Aug 21$0.44$0.560.79$22.56$24.44
22/2223/24Aug 7$0.37$0.630.59$22.13$23.37
22/2223/24Jul 31$0.31$0.690.45$22.19$23.31
21/2224/25Aug 21$0.23$0.770.30$21.77$24.23
22/2224/24Jul 31$0.20$0.800.25$22.30$23.70

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 24 found (best R:R 13.29, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$22.50$23.00$23.50Jul 31$0.05$0.459.00
$24.00$24.50$25.00Jul 24$0.06$0.447.33
$22.50$23.00$23.50Aug 7$0.08$0.425.25
$20.50$21.00$21.50Jul 17$0.10$0.404.00
$23.00$23.50$24.00Jul 24$0.11$0.393.55
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$20.00$21.00$22.00Aug 21$0.07$0.9313.29
$20.50$21.50$22.50Aug 7$0.10$0.909.00
$22.00$22.50$23.00Jul 24$0.07$0.436.14
$21.00$22.00$23.00Aug 21$0.21$0.793.76
$22.00$22.50$23.00Jul 17$0.13$0.372.85

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 25 found (best net $-0.15, 16 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$24.50$25.001:2Jul 24-$0.07$0.43
$22.50$23.001:2Aug 14-$0.09$0.41
$23.50$24.001:2Aug 28-$0.10$0.40
$22.50$23.001:2Jul 31-$0.14$0.36
$22.50$23.001:2Aug 7-$0.18$0.32
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$22.00$19.501:2Jul 17-$0.15$2.35
$21.50$20.501:2Aug 7$0.00$1.00
$22.00$21.001:2Aug 28-$0.22$0.78
$23.00$22.501:2Jul 31-$0.07$0.43
$22.50$22.001:2Jul 17-$0.09$0.41

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 8 found (best yield 1.17%, avg 0.73%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$23.50Aug 28$0.270.412.1%1.17%3.30%8--
$23.50Aug 14$0.230.382.1%1.00%3.13%81288
$23.50Aug 7$0.210.352.1%0.91%3.04%4--
$24.00Aug 21$0.170.264.3%0.74%5.04%411.2K
$24.00Aug 28$0.160.284.3%0.70%5.00%1--
$23.50Jul 31$0.140.322.1%0.61%2.74%542362
$23.50Jul 24$0.100.292.1%0.43%2.56%4011.6K
$24.00Jul 31$0.060.184.3%0.26%4.56%6--

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

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 22,461
Total Puts 24,626
Average Put/Call Ratio 0.94
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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