Ticker Options Intelligence

NLY options intelligence

Annaly Capital Management, Inc. options pressure, expected move, strike concentration, and Sharemaestro trend context.

Conviction 62 Market data through 29 Jul 2026 Checked 30 Jul 2026 00:30 · complete available chain

Put-side pressure

Bearish pressure

NLY currently carries bearish options pressure with a 62/100 conviction score. The nearest-chain expected move is 3.2%, with volume/open-interest participation at 0.12.

Options Intelligence Opportunities Bullish confirmation Risks Unusual flow Vol expansion Repeated pressure Chart Weekly report
Primary read Bearish

Put-side pressure

Expected move 3.2%

Near-term move context

Activity / OI 0.12

Current volume is quieter versus prior open interest

Put-call 5.37

Put-side skew

Trend fit 70

Options agree with trend context

Weekly backdrop -2.4%

RS -1.5

Expected move 3.2%
Put-call volume 5.37
Volume / OI 0.12
Reference IV 0.75
Max pain 22.50
Underlying 22.45
Nearest expiry 31 Jul 2026
Contracts 249

Options Intent Radar

Put-heavy activity

83/100
Primary intent Put-heavy activity

Put-side activity dominates. This can reflect hedging or directional positioning, but the chain alone cannot distinguish buying from selling.

Flow vs price divergence Bearish flow confirms price

Options pressure and weekly price action are both cautionary.

Why this matters

Put-heavy activity matters because it connects the options headline to the actual evidence: $893378 of estimated gross traded notional, puts · 22-45 days · atm, and a bearish flow confirms price backdrop. Use it as a research priority signal, then validate the chart, liquidity, event calendar, and risk before acting.

Options pressure-66
1W price-2.4%
Call premium43%
Put premium57%
Notional split C 43% / P 57% Estimated gross traded notional uses volume × contract multiplier × midpoint, or last price when no valid midpoint is available.
Freshness 0.12 Volume divided by open interest across the visible chain.
Trend fit 70/100 Agreement between options pressure and Sharemaestro market context.
Aggregate chain data does not identify trade aggressor or opening versus closing activity; call/put concentration is not proof of market direction.
Conviction clusters Puts · 22-45 days · ATM
Puts · 22-45 days · ATM puts cluster with 9549 contracts traded, $368603 estimated gross traded notional, and 41% of visible notional.
$368603
Calls · 91+ days · ITM calls cluster with 130 contracts traded, $152971 estimated gross traded notional, and 17% of visible notional.
$152971
Puts · 91+ days · ITM puts cluster with 50 contracts traded, $52621 estimated gross traded notional, and 6% of visible notional.
$52621
Calls · 46-90 days · ITM calls cluster with 87 contracts traded, $48974 estimated gross traded notional, and 5% of visible notional.
$48974
Calls · 46-90 days · ATM calls cluster with 314 contracts traded, $44898 estimated gross traded notional, and 5% of visible notional.
$44898

Setup Classification

Opportunity and risk frame

Context, not advice
Positive Options-confirmed trend

Positioning agrees with the Sharemaestro trend backdrop.

Warning Volatility expansion

The tape is pricing or displaying unusually elevated activity.

Warning Crowded strike risk

Underlying price is close to the max-pain zone.

Activity Anomaly

High anomaly

100

Current options activity is unusually hot versus this ticker's stored history.

Volume rank100th
Volume/OI rank100th
IV rank100th

Market Context

Underlying confirmation

Sharemaestro weekly
Close22.45
1W-2.4%
RS-1.5
Fair value+29.8%
Options pressure-66
Speculation43
Volatility65
Trend fit70

Today Versus Normal

Stored-options context

View history
Expected move 3.2% muted
30d avg 3.6% · 1 read 0th
90d avg 3.6% · 1 read 0th
180d avg 3.6% · 1 read 0th
IV 0.75 elevated
30d avg 0.27 · 1 read 100th
90d avg 0.27 · 1 read 100th
180d avg 0.27 · 1 read 100th
Put-call 5.37 elevated
30d avg 0.18 · 1 read 100th
90d avg 0.18 · 1 read 100th
180d avg 0.18 · 1 read 100th
Volume/OI 0.12 elevated
30d avg 0.08 · 1 read 100th
90d avg 0.08 · 1 read 100th
180d avg 0.08 · 1 read 100th

Pressure Trail

Recent pressure and volatility

Open trail
29 Jul 10:21 Bullish
Pressure 72
Move 3.6%
29 Jul 23:30 Bearish
Pressure -66
Move 3.2%

Strike Map

Where activity is clustering

Full strike map
Strike14.00
Calls · V 4 · OI 9
Puts · V 2 · OI 3
Strike15.00
Calls · V 3 · OI 6
Puts · V 1 · OI 8
Strike17.00
Calls · V 1 · OI 15
Puts · V 0 · OI 0
Strike17.50
Calls · V 4 · OI 4
Puts · V 0 · OI 1
Strike18.00
Calls · V 2 · OI 6
Puts · V 0 · OI 0
Strike18.50
Calls · V 6 · OI 4
Puts · V 0 · OI 0
Strike19.00
Calls · V 7 · OI 9
Puts · V 1 · OI 117
Strike19.50
Calls · V 2 · OI 3
Puts · V 1 · OI 90

Term Structure

Expiration activity

Volume and IV
Expiry31 Jul 2026
Contracts38
Avg IV0.75
Put-call0.66
Expiry7 Aug 2026
Contracts28
Avg IV0.38
Put-call8.80
Expiry14 Aug 2026
Contracts19
Avg IV0.37
Put-call0.69
Expiry21 Aug 2026
Contracts28
Avg IV0.26
Put-call21.79
Expiry28 Aug 2026
Contracts22
Avg IV0.26
Put-call0.92

Skew

Call/put IV balance

OTM demand
31 Jul 2026Put IV premium
Call IV0.29
Put IV0.55
Skew0.26
7 Aug 2026Put IV premium
Call IV0.25
Put IV0.39
Skew0.14
14 Aug 2026Put IV premium
Call IV0.22
Put IV0.34
Skew0.12
21 Aug 2026Put IV premium
Call IV0.22
Put IV0.28
Skew0.06
28 Aug 2026Put IV premium
Call IV0.20
Put IV0.30
Skew0.10

Contract Tape

Most active contracts

Full contract tape
ContractNLY260807P00028000
SidePut
Expiry7 Aug 2026
Strike28.00
Volume-
OI-
IV0.94
ContractNLY260807P00024500
SidePut
Expiry7 Aug 2026
Strike24.50
Volume-
OI-
IV0.55
ContractNLY260821P00019500
SidePut
Expiry21 Aug 2026
Strike19.50
Volume-
OI-
IV0.83
ContractNLY260828C00017500
SideCall
Expiry28 Aug 2026
Strike17.50
Volume-
OI-
IV0.73
ContractNLY260828C00018500
SideCall
Expiry28 Aug 2026
Strike18.50
Volume-
OI-
IV1.30
ContractNLY260807P00030000
SidePut
Expiry7 Aug 2026
Strike30.00
Volume-
OI-
IV1.52
ContractNLY260731P00025000
SidePut
Expiry31 Jul 2026
Strike25.00
Volume-
OI-
IV1.17
ContractNLY260814C00022000
SideCall
Expiry14 Aug 2026
Strike22.00
Volume-
OI31
IV0.52