Tour v528
CSIQ
CANADIAN SOLAR INC
$11.77 +3.25%
$11.70 (-0.59%)🌙
as of 09/21 06:01 PM
9/21 18:01

Option Volume

Detail
Current (09/21) 1,742
Calls: 1,191 (68%)
Puts: 551 (32%)
Prior (09/18) 3,589
Calls: 1,995 (56%)
Puts: 1,594 (44%)
Current vs Prior -51.46%
Calls: -40.30% (Calls)
Puts: -65.43% (Puts)
Prior 7-Day Total 25,074
Calls: 12,044 (48%)
Puts: 13,030 (52%)
Prior 7-Day Average 3,582
Calls: 1,720 (48%)
Puts: 1,861 (52%)
Current vs Prior 7-Day Avg -51.37%
Calls: -30.78%
Puts: -70.40%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/21) $179.6K
Calls: $118.8K (66%)
Puts: $60.8K (34%)
Prior (09/18) $300.6K
Calls: $127.8K (43%)
Puts: $172.8K (57%)
Current vs Prior -40.24%
Calls: -7.04%
Puts: -64.80%
Prior 7-Day Total $3.54M
Calls: $1.10M (31%)
Puts: $2.44M (69%)
Prior 7-Day Average $505.9K
Calls: $156.6K (31%)
Puts: $349.3K (69%)
Current vs Prior 7-Day Avg -64.49%
Calls: -24.12%
Puts: -82.58%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/21) 0.46
Prior (09/18) 0.80
Current vs Prior -42.10%
Prior 7-Day Average 1.15
Current vs Prior 7-Day Avg -59.74%
Sentiment BULLISH

Open Interest

Detail
Current (09/21) 154,207
Calls: 117,109 (76%)
Puts: 37,098 (24%)
Prior (09/18) 170,417
Calls: 131,287 (77%)
Puts: 39,130 (23%)
Current vs Prior -9.51%
Prior 7-Day Total 1,193,628
Calls: 907,879 (76%)
Puts: 285,749 (24%)
Prior 7-Day Average 170,518
Calls: 129,697 (76%)
Puts: 40,821 (24%)
Current vs Prior 7-Day Avg -9.57%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/25) | Next (10/02)Expiry (10/16) | Next (11/20)
Current 8.92% | 12.57%17.25% | 25.32%
Prior 10.18% | 13.42%6.40% | 15.35%
Current vs Prior -12.33% | -6.31%+169.34% | +64.93%
Prior 7-Day Avg 8.14% | 12.04%8.34% | 17.43%
Current vs 7-Day Avg +9.54% | +4.46%+106.80% | +45.25%
Prior 7-Day Eod 10.18% | 13.42%6.40% | 15.35%
Current vs 7-Day Eod -12.33% | -6.31%+169.34% | +64.93%
Sentiment BULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 67.43% | 22.25%
Calls: 68.18% | 18.18%
Puts: 66.67% | 26.32%
Prior 67.43% | 22.25%
Calls: 68.18% | 18.18%
Puts: 66.67% | 26.32%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 44.86% | 18.67%
Calls: 48.88% | 18.45%
Puts: 40.84% | 18.90%
Current vs 7-Day Avg +50.30% | +19.15%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 66% call dollar volume ($118.8K). Below-average activity with volume down 51% vs prior. Extreme bullish P/C ratio of 0.46 - heavy call buying (1,191 calls vs 551 puts). P/C ratio dropping 42% - 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 BEARISH
7-Day Avg BEARISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
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 6.8%, best 6.8%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.50Oct 20.700.75$0.736.8%60.586
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 3 found (avg $0.68, cheapest $0.73)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.50Oct 20.700.75$0.736.8%60.586
$13.00Oct 230.500.60$0.5518.2%20.35518
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Oct 300.700.85$0.7719.5%--0.35200

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 31 found (avg delta 0.72, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.50Sep 250.901.35$1.1339.8%70.947
$11.00Sep 250.550.95$0.7553.3%80.8813
$10.00Oct 21.552.00$1.7825.3%20.881
$10.00Oct 161.702.30$2.0030.0%--0.8276
$10.50Oct 21.151.55$1.3529.6%70.8220
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.50Sep 251.652.30$1.9832.8%30.9376
$14.00Sep 252.002.70$2.3529.8%10.9126
$13.00Sep 251.201.50$1.3522.2%70.88147
$14.00Oct 22.202.75$2.4822.2%20.8714
$13.50Oct 21.802.05$1.9213.0%10.8327

Most actively traded options today. High liquidity = easy entry/exit. 56 active (total vol 1.1K, top 130)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.00Oct 160.400.50$0.4522.2%1300.33122
$11.50Sep 250.300.60$0.4566.7%1020.61284
$14.00Oct 230.300.45$0.3839.5%1020.261
$12.00Oct 20.400.55$0.4831.3%460.45369
$12.50Oct 20.250.35$0.3033.3%450.33126
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Sep 250.050.15$0.10100.0%810.20100
$10.00Oct 20.050.20$0.13115.4%800.137
$11.00Oct 160.450.65$0.5536.4%450.33795
$12.00Sep 250.450.75$0.6050.0%390.62279
$10.50Sep 250.000.15$0.08187.5%300.13144

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 5 strikes (avg 4.2%, max 6.7%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$12.00Sep 25Oct 3081.7%76.6%6.7%35243
$12.50Sep 25Oct 1677.1%74.5%3.4%2778
$11.50Sep 25Oct 971.6%70.4%1.7%103322
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$12.00Sep 25Oct 3081.7%76.6%6.7%39296
$12.50Sep 25Oct 2377.1%75.4%2.3%6248

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 36 found (best R:R 0.67, avg 1.70)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$10.00$12.00Oct 16$1.20$0.80$1.2082%0.67$11.20
$12.00$14.00Oct 30$0.54$1.46$0.5450%2.70$12.54
$11.00$11.50Oct 9$0.17$0.33$0.1768%1.94$11.17
$11.00$12.00Oct 23$0.45$0.55$0.4566%1.22$11.45
$11.00$11.50Sep 25$0.30$0.20$0.3088%0.67$11.30
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$13.00$12.50Oct 2$0.33$0.17$0.3378%0.52$12.67
$12.50$12.00Sep 25$0.33$0.17$0.3379%0.52$12.17
$11.50$11.00Oct 2$0.18$0.32$0.1842%1.78$11.32
$11.00$10.50Oct 2$0.12$0.38$0.1229%3.17$10.88
$11.00$10.50Oct 30$0.17$0.33$0.1735%1.94$10.83

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 20 found (best R:R 0.43, avg 0.49)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$13.00$13.50Oct 9$0.15$0.15$0.3569%0.43$13.15
$12.00$12.50Sep 25$0.15$0.15$0.3562%0.43$12.15
$12.50$13.00Oct 2$0.12$0.12$0.3867%0.32$12.62
$12.00$12.50Oct 2$0.18$0.18$0.3255%0.56$12.18
$12.00$12.50Oct 16$0.20$0.20$0.3051%0.67$12.20
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$11.00$10.00Oct 16$0.30$0.30$0.7067%0.43$10.70
$11.00$10.00Oct 23$0.32$0.32$0.6866%0.47$10.68
$11.50$11.00Oct 30$0.25$0.25$0.2558%1.00$11.25
$10.50$10.00Oct 30$0.17$0.17$0.3371%0.52$10.33
$11.50$11.00Sep 25$0.18$0.18$0.3259%0.56$11.32

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $0.22, cheapest $0.15)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$12.00Sep 25Oct 2$0.2381.7%74.3%
$11.50Sep 25Oct 2$0.2871.6%71.8%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$12.00Sep 25Oct 2$0.1581.7%74.3%
$11.50Sep 25Oct 2$0.2071.6%71.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 15 found (cheapest 6.20% of stock, avg 12.29%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$11.50Sep 25$0.45$0.28$0.73$10.77$12.236.20%
$11.00Sep 25$0.75$0.10$0.85$10.15$11.857.22%
$12.00Sep 25$0.25$0.60$0.85$11.15$12.857.22%
$12.50Sep 25$0.10$0.93$1.03$11.47$13.538.75%
$11.50Oct 2$0.73$0.48$1.21$10.29$12.7110.28%
$12.00Oct 2$0.48$0.75$1.23$10.77$13.2310.45%
$11.00Oct 2$1.00$0.30$1.30$9.70$12.3011.05%
$12.50Oct 2$0.30$1.15$1.45$11.05$13.9512.32%
$11.00Oct 9$1.10$0.43$1.53$9.47$12.5313.00%
$11.50Oct 9$0.93$0.63$1.56$9.94$13.0613.25%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 78 found (cheapest 0.51% of stock, avg 5.72%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$13.50$10.00Sep 25$0.03$0.03$0.06$9.94$13.56
$14.00$10.00Sep 25$0.05$0.03$0.08$9.92$14.08
$13.00$10.00Sep 25$0.05$0.03$0.08$9.92$13.08
$13.50$10.50Sep 25$0.03$0.08$0.11$10.39$13.61
$13.00$10.50Sep 25$0.05$0.08$0.13$10.37$13.13
$14.00$10.50Sep 25$0.05$0.08$0.13$10.37$14.13
$13.50$11.00Sep 25$0.03$0.10$0.13$10.87$13.63
$12.50$10.00Sep 25$0.10$0.03$0.13$9.87$12.63
$13.00$11.00Sep 25$0.05$0.10$0.15$10.85$13.15
$14.00$11.00Sep 25$0.05$0.10$0.15$10.85$14.15

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 3 found (best R:R 1.50, avg credit $0.31)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
10/1113/14Oct 9$0.30$0.2038%1.50$10.70$13.30
10/1112/13Oct 2$0.24$0.2638%0.92$10.76$12.74
10/1113/14Oct 16$0.40$0.6034%0.67$10.60$13.40

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 29 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$11.00$12.00$13.00Oct 23$0.10$0.9030%9.00
$11.50$12.00$12.50Sep 25$0.05$0.4541%9.00
$11.00$11.50$12.00Sep 25$0.10$0.4049%4.00
$10.50$11.00$11.50Sep 25$0.08$0.4233%5.25
$12.00$12.50$13.00Oct 2$0.06$0.4423%7.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$10.50$11.00$11.50Oct 9$0.05$0.4520%9.00
$10.50$11.00$11.50Oct 2$0.06$0.4423%7.33
$10.00$11.00$12.00Oct 16$0.20$0.8032%4.00
$10.00$11.00$12.00Oct 23$0.18$0.8230%4.56
$11.00$11.50$12.00Sep 25$0.14$0.3641%2.57

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 41 found (best net $-0.36, 37 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$11.00$11.501:2Sep 25-$0.15$0.35
$12.00$13.001:2Oct 23-$0.20$0.80
$11.00$12.001:2Oct 23-$0.45$0.55
$10.50$11.001:2Sep 25-$0.37$0.13
$12.00$12.501:2Oct 2-$0.12$0.38
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$14.00$12.501:2Oct 23-$0.36$1.14
$12.00$11.001:2Oct 16-$0.05$0.95
$13.00$12.001:2Oct 16-$0.30$0.70
$12.00$11.001:2Oct 23-$0.15$0.85
$12.50$12.001:2Sep 25-$0.27$0.23

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 20 found (best yield 3.40%, avg 3.14%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$14.00Oct 30$0.400.2818.9%3.40%22.34%419
$12.00Oct 30$0.900.511.9%7.65%9.60%--150
$13.00Oct 23$0.500.3510.4%4.25%14.70%2518
$12.00Oct 23$0.800.501.9%6.80%8.75%3--
$14.00Oct 23$0.300.2618.9%2.55%21.50%1021
$13.50Oct 23$0.350.3014.7%2.97%17.67%21
$12.00Oct 16$0.700.491.9%5.95%7.90%1143
$13.00Oct 16$0.400.3310.4%3.40%13.85%130122
$12.50Oct 16$0.500.416.2%4.25%10.45%4--
$13.50Oct 16$0.300.2714.7%2.55%17.25%1--

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 1,191
Total Puts 551
Put/Call Ratio 0.46
Net Difference 640

Prior's Put/Call Breakdown

Total Calls 1,995
Total Puts 1,594
Put/Call Ratio 0.80
Net Difference 401

Prior 7-Day Put/Call Summary

Total Calls 12,044
Total Puts 13,030
Average Put/Call Ratio 1.15
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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