Tour v381
CSIQ
CANADIAN SOLAR INC
$15.37 +1.12%
$15.33 (-0.26%)🌙
as of 07/21 06:03 PM
7/21 18:03

Option Volume

Detail
Current (07/21) 5,490
Calls: 4,148 (76%)
Puts: 1,342 (24%)
Prior (07/20) 4,545
Calls: 3,185 (70%)
Puts: 1,360 (30%)
Current vs Prior +20.79%
Calls: +30.24% (Calls)
Puts: -1.32% (Puts)
Prior 7-Day Total 29,793
Calls: 19,566 (66%)
Puts: 10,227 (34%)
Prior 7-Day Average 4,256
Calls: 2,795 (66%)
Puts: 1,461 (34%)
Current vs Prior 7-Day Avg +28.99%
Calls: +48.40%
Puts: -8.15%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/21) $1.30M
Calls: $874.0K (67%)
Puts: $421.4K (33%)
Prior (07/20) $886.9K
Calls: $594.1K (67%)
Puts: $292.8K (33%)
Current vs Prior +46.07%
Calls: +47.13%
Puts: +43.93%
Prior 7-Day Total $4.49M
Calls: $2.34M (52%)
Puts: $2.15M (48%)
Prior 7-Day Average $641.1K
Calls: $334.1K (52%)
Puts: $307.0K (48%)
Current vs Prior 7-Day Avg +102.08%
Calls: +161.64%
Puts: +37.26%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/21) 0.32
Prior (07/20) 0.43
Current vs Prior -24.23%
Prior 7-Day Average 0.58
Current vs Prior 7-Day Avg -44.67%
Sentiment BULLISH

Open Interest

Detail
Current (07/21) 151,240
Calls: 120,424 (80%)
Puts: 30,816 (20%)
Prior (07/20) 147,716
Calls: 117,956 (80%)
Puts: 29,760 (20%)
Current vs Prior +2.39%
Prior 7-Day Total 1,166,478
Calls: 917,869 (79%)
Puts: 248,609 (21%)
Prior 7-Day Average 166,639
Calls: 131,124 (79%)
Puts: 35,515 (21%)
Current vs Prior 7-Day Avg -9.24%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 9.63% | 14.83%25.11% | 30.25%
Prior 10.86% | 15.53%24.67% | 31.05%
Current vs Prior -11.30% | -4.46%+1.79% | -2.57%
Prior 7-Day Avg 9.90% | 15.04%10.91% | 25.61%
Current vs 7-Day Avg -2.77% | -1.39%+130.14% | +18.15%
Prior 7-Day Eod 10.86% | 15.53%24.67% | 31.05%
Current vs 7-Day Eod -11.30% | -4.46%+1.79% | -2.57%
Sentiment BULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 16.94% | 17.79%
Calls: 20.55% | 18.18%
Puts: 13.33% | 17.39%
Prior 15.62% | 12.88%
Calls: 19.48% | 9.09%
Puts: 11.76% | 16.67%
Current vs Prior +8.45% | +38.12%
Prior 7-Day Avg 51.76% | 15.55%
Calls: 60.95% | 16.72%
Puts: 42.58% | 14.39%
Current vs 7-Day Avg -67.27% | +14.37%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 67% call dollar volume ($874.0K). Dollar volume significantly above 7-day average (102% higher). Extreme bullish P/C ratio of 0.32 - heavy call buying (4,148 calls vs 1,342 puts). P/C ratio dropping 24% - 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 BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
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 5 of results (avg 8.4%, best 7.4%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.00Aug 211.852.00$1.937.8%10.5897
$14.00Jul 311.751.90$1.838.2%--0.7419
$14.50Aug 212.102.30$2.209.1%10.62--
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$16.50Jul 241.301.40$1.357.4%--0.76117
$17.00Jul 311.952.15$2.059.8%--0.7133

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 4 found (avg $0.92, cheapest $0.80)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.00Jul 240.750.85$0.8012.5%140.61530
$15.50Jul 310.851.00$0.9316.1%30.5012
$16.00Aug 70.901.05$0.9815.3%10.4622
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$16.00Jul 240.901.05$0.9815.3%--0.64146

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 27 found (avg delta 0.68, highest 0.93)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.00Jul 241.852.75$2.3039.1%20.902
$12.50Jul 242.303.20$2.7532.7%60.876
$13.00Jul 311.852.95$2.4045.8%--0.8610
$14.00Jul 241.151.60$1.3832.6%--0.83131
$14.00Jul 311.751.90$1.838.2%--0.7419
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.00Jul 242.453.70$3.0840.6%--0.9311
$17.50Jul 241.752.75$2.2544.4%10.876
$17.00Jul 241.502.10$1.8033.3%--0.8464
$16.50Jul 241.301.40$1.357.4%--0.76117
$17.00Jul 311.952.15$2.059.8%--0.7133

Most actively traded options today. High liquidity = easy entry/exit. 48 active (total vol 2.1K, top 499)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.00Jul 310.350.50$0.4334.9%4990.29262
$15.50Jul 240.450.60$0.5328.3%1420.48125
$14.50Jul 241.051.20$1.1313.3%1380.73323
$17.00Aug 210.901.20$1.0528.6%1120.40287
$18.00Jul 240.000.10$0.05200.0%930.07258
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.50Jul 240.050.20$0.13115.4%2290.13325
$13.00Aug 70.300.50$0.4050.0%2030.1951
$14.00Jul 310.350.50$0.4334.9%1020.26129
$13.00Jul 240.000.20$0.10200.0%350.1089
$13.50Jul 310.250.40$0.3345.5%260.20197

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 23.0%, max 119.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$13.00Jul 24Jul 31150.6%100.7%49.5%212
$17.50Jul 24Aug 14122.2%96.1%27.2%311.1K
$18.00Jul 24Aug 28118.0%99.6%18.4%110268
$14.50Jul 24Aug 21113.9%99.7%14.2%139323
$14.00Jul 24Aug 21114.0%101.8%12.0%--161
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$12.50Jul 24Aug 14216.9%98.8%119.5%871
$13.00Jul 24Aug 21150.6%98.1%53.6%38190
$13.50Jul 24Jul 31133.8%103.1%29.8%255522
$18.00Jul 24Aug 21118.0%95.8%23.1%--33
$17.00Jul 24Aug 21110.8%96.5%14.8%--95

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 43 found (best R:R 4.00, avg 1.59)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$17.50$18.00Aug 7$0.10$0.40$0.104.00$17.60
$16.50$17.00Jul 31$0.12$0.38$0.123.17$16.62
$17.00$17.50Jul 31$0.13$0.37$0.132.85$17.13
$17.00$18.00Aug 21$0.27$0.73$0.272.70$17.27
$17.00$18.00Aug 28$0.27$0.73$0.272.70$17.27
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$14.50$14.00Jul 24$0.13$0.37$0.132.85$14.37
$13.50$13.00Jul 31$0.13$0.37$0.132.85$13.37
$15.00$14.50Jul 24$0.15$0.35$0.152.33$14.85
$14.00$13.00Aug 7$0.30$0.70$0.302.33$13.70
$14.00$12.50Aug 14$0.47$1.03$0.472.19$13.53

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 46 found (best R:R 2.85, avg 0.92)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$14.50$15.00Jul 24$0.33$0.33$0.171.94$14.83
$14.00$15.00Jul 31$0.65$0.65$0.351.86$14.65
$13.00$14.00Jul 31$0.57$0.57$0.431.33$13.57
$15.00$15.50Jul 24$0.27$0.27$0.231.17$15.27
$14.50$15.00Aug 21$0.27$0.27$0.231.17$14.77
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$16.50$16.00Jul 24$0.37$0.37$0.132.85$16.13
$17.00$16.00Jul 31$0.67$0.67$0.332.03$16.33
$18.00$17.00Aug 21$0.67$0.67$0.332.03$17.33
$17.00$16.00Aug 21$0.66$0.66$0.341.94$16.34
$16.00$15.50Jul 24$0.30$0.30$0.201.50$15.70

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 19 found (avg debit $0.38, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$13.00Jul 24Jul 31$0.10150.6%100.7%
$17.50Jul 24Jul 31$0.20122.2%97.7%
$18.00Jul 24Jul 31$0.20118.0%102.1%
$17.00Jul 24Jul 31$0.30110.8%100.3%
$16.50Jul 24Jul 31$0.35107.7%99.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$13.00Jul 24Jul 31$0.10150.6%100.7%
$13.50Jul 24Jul 31$0.20133.8%103.1%
$17.00Jul 24Jul 31$0.25110.8%100.3%
$14.00Jul 24Jul 31$0.28114.0%97.5%
$14.50Jul 24Jul 31$0.35113.9%99.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 22 found (cheapest 7.87% of stock, avg 15.98%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$15.50Jul 24$0.53$0.68$1.21$14.29$16.717.87%
$15.00Jul 24$0.80$0.43$1.23$13.77$16.238.00%
$16.00Jul 24$0.35$0.98$1.33$14.67$17.338.65%
$14.50Jul 24$1.13$0.28$1.41$13.09$15.919.17%
$14.00Jul 24$1.38$0.15$1.53$12.47$15.539.95%
$16.50Jul 24$0.20$1.35$1.55$14.95$18.0510.08%
$17.00Jul 24$0.13$1.80$1.93$15.07$18.9312.56%
$15.00Jul 31$1.18$0.83$2.01$12.99$17.0113.08%
$16.00Jul 31$0.73$1.38$2.11$13.89$18.1113.73%
$14.00Jul 31$1.83$0.43$2.26$11.74$16.2614.70%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 86 found (cheapest 1.50% of stock, avg 7.62%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$17.50$13.50Jul 24$0.10$0.13$0.23$13.27$17.73
$17.50$14.00Jul 24$0.10$0.15$0.25$13.75$17.75
$17.00$13.50Jul 24$0.13$0.13$0.26$13.24$17.26
$17.00$14.00Jul 24$0.13$0.15$0.28$13.72$17.28
$17.50$12.50Jul 24$0.10$0.20$0.30$12.20$17.80
$16.50$13.50Jul 24$0.20$0.13$0.33$13.17$16.83
$17.00$12.50Jul 24$0.13$0.20$0.33$12.17$17.33
$16.50$14.00Jul 24$0.20$0.15$0.35$13.65$16.85
$17.50$14.50Jul 24$0.10$0.28$0.38$14.12$17.88
$16.50$12.50Jul 24$0.20$0.20$0.40$12.10$16.90

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 39 found (best R:R 5.25, avg credit $0.55)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
15/1617/18Aug 21$0.84$0.165.25$15.16$17.84
15/1616/17Aug 21$0.79$0.213.76$15.21$17.29
13/1414/15Jul 31$0.78$0.223.55$12.72$14.78
13/1415/16Jul 31$0.38$0.123.17$13.12$15.38
14/1416/16Jul 31$0.38$0.123.17$14.12$16.38
14/1516/16Jul 31$0.38$0.123.17$14.62$16.38
13/1414/15Aug 21$0.72$0.282.57$13.28$15.22
13/1417/18Aug 21$0.72$0.282.57$13.28$17.72
14/1517/18Aug 21$0.69$0.312.23$14.31$17.69
15/1617/18Jul 31$0.68$0.322.12$15.32$17.68

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 18 found (best R:R 10.11, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$17.00$17.50$18.00Aug 7$0.05$0.459.00
$14.50$15.00$15.50Jul 24$0.06$0.447.33
$16.00$16.50$17.00Jul 31$0.06$0.447.33
$16.00$16.50$17.00Jul 24$0.08$0.425.25
$17.00$17.50$18.00Jul 31$0.08$0.425.25
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$15.00$16.00$17.00Aug 21$0.09$0.9110.11
$15.00$16.00$17.00Jul 31$0.12$0.887.33
$15.50$16.00$16.50Jul 24$0.07$0.436.14
$14.00$15.00$16.00Aug 21$0.15$0.855.67
$16.00$16.50$17.00Jul 24$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. 37 found (best net $-0.10, 35 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$16.00$17.001:2Aug 7-$0.38$0.62
$13.00$14.001:2Jul 24-$0.46$0.54
$17.00$18.001:2Aug 21-$0.51$0.49
$14.00$15.001:2Jul 31-$0.53$0.47
$16.00$16.501:2Jul 24-$0.05$0.45
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$14.00$13.001:2Aug 7-$0.10$0.90
$16.00$15.001:2Jul 31-$0.28$0.72
$14.00$13.001:2Aug 21-$0.28$0.72
$15.00$14.001:2Aug 14-$0.45$0.55
$13.50$13.001:2Jul 24-$0.07$0.43

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 25 found (best yield 10.41%, avg 4.39%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$15.50Aug 21$1.600.530.8%10.41%11.26%54--
$16.00Aug 21$1.400.494.1%9.11%13.21%--257
$15.50Aug 7$1.100.520.8%7.16%8.00%111
$16.50Aug 21$1.100.457.3%7.16%14.51%4--
$17.00Aug 28$1.100.4210.6%7.16%17.76%11
$16.00Aug 7$0.900.464.1%5.86%9.95%122
$16.50Aug 14$0.900.437.3%5.86%13.21%--26
$17.00Aug 21$0.900.4010.6%5.86%16.46%112287
$15.50Jul 31$0.850.500.8%5.53%6.38%312
$18.00Aug 28$0.850.3517.1%5.53%22.64%1710

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 4,148
Total Puts 1,342
Put/Call Ratio 0.32
Net Difference 2,806

Prior's Put/Call Breakdown

Total Calls 3,185
Total Puts 1,360
Put/Call Ratio 0.43
Net Difference 1,825

Prior 7-Day Put/Call Summary

Total Calls 19,566
Total Puts 10,227
Average Put/Call Ratio 0.58
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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