Tour v394
CSIQ
CANADIAN SOLAR INC
$14.69 -4.61%
$14.87 (+1.20%)🌙
as of 07/23 06:04 PM
7/23 18:04

Option Volume

Detail
Current (07/23) 5,224
Calls: 3,859 (74%)
Puts: 1,365 (26%)
Prior (07/22) 3,184
Calls: 2,467 (77%)
Puts: 717 (23%)
Current vs Prior +64.07%
Calls: +56.42% (Calls)
Puts: +90.38% (Puts)
Prior 7-Day Total 32,931
Calls: 22,803 (69%)
Puts: 10,128 (31%)
Prior 7-Day Average 4,704
Calls: 3,257 (69%)
Puts: 1,446 (31%)
Current vs Prior 7-Day Avg +11.04%
Calls: +18.46%
Puts: -5.66%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/23) $906.2K
Calls: $637.4K (70%)
Puts: $268.9K (30%)
Prior (07/22) $587.5K
Calls: $347.8K (59%)
Puts: $239.8K (41%)
Current vs Prior +54.24%
Calls: +83.28%
Puts: +12.13%
Prior 7-Day Total $5.75M
Calls: $3.30M (57%)
Puts: $2.45M (43%)
Prior 7-Day Average $820.9K
Calls: $471.3K (57%)
Puts: $349.6K (43%)
Current vs Prior 7-Day Avg +10.39%
Calls: +35.24%
Puts: -23.10%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/23) 0.35
Prior (07/22) 0.29
Current vs Prior +21.70%
Prior 7-Day Average 0.45
Current vs Prior 7-Day Avg -22.01%
Sentiment BULLISH

Open Interest

Detail
Current (07/23) 157,018
Calls: 124,853 (80%)
Puts: 32,165 (20%)
Prior (07/22) 63,738
Calls: 57,216 (90%)
Puts: 6,522 (10%)
Current vs Prior +146.35%
Prior 7-Day Total 1,044,021
Calls: 831,824 (80%)
Puts: 212,197 (20%)
Prior 7-Day Average 149,145
Calls: 118,832 (80%)
Puts: 30,313 (20%)
Current vs Prior 7-Day Avg +5.28%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 7.56% | 12.80%24.03% | 30.84%
Prior 8.18% | 13.64%23.70% | 30.06%
Current vs Prior -7.65% | -6.15%+1.39% | +2.57%
Prior 7-Day Avg 9.40% | 14.59%14.83% | 26.97%
Current vs 7-Day Avg -19.58% | -12.27%+61.99% | +14.34%
Prior 7-Day Eod 8.18% | 13.64%23.70% | 30.06%
Current vs 7-Day Eod -7.65% | -6.15%+1.39% | +2.57%
Sentiment BULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 47.62% | 13.06%
Calls: 48.08% | 16.13%
Puts: 47.17% | 10.00%
Prior 22.93% | 13.99%
Calls: 23.81% | 14.71%
Puts: 22.06% | 13.27%
Current vs Prior +107.68% | -6.65%
Prior 7-Day Avg 41.36% | 14.86%
Calls: 47.14% | 15.25%
Puts: 35.59% | 14.48%
Current vs 7-Day Avg +15.13% | -12.13%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 70% call dollar volume ($637.4K). Elevated premium activity with dollar volume up 54% vs prior. Above-average activity with volume up 64% vs prior. Extreme bullish P/C ratio of 0.35 - heavy call buying (3,859 calls vs 1,365 puts).

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 1 of results (avg 9.8%, best 9.8%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$16.50Jul 311.952.15$2.059.8%10.78--

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

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 30 found (avg delta 0.72, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.00Jul 242.403.80$3.1045.2%40.905
$12.50Jul 241.152.60$1.8877.1%--0.8912
$13.00Jul 240.802.10$1.4589.7%20.845
$14.00Jul 240.651.40$1.0273.5%--0.84131
$13.00Jul 311.402.25$1.8346.4%400.8211
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$16.00Jul 241.052.00$1.5362.1%41.00136
$17.00Jul 241.402.95$2.1771.4%31.0064
$17.50Jul 242.403.80$3.1045.2%10.946
$16.50Jul 241.002.45$1.7383.8%20.93125
$15.50Jul 240.601.50$1.0585.7%100.85157

Most actively traded options today. High liquidity = easy entry/exit. 61 active (total vol 785, top 109)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.00Jul 310.951.35$1.1534.8%570.6719
$13.00Jul 311.402.25$1.8346.4%400.8211
$16.00Jul 240.000.25$0.13192.3%370.20509
$15.00Jul 240.150.40$0.2889.3%330.48521
$15.00Aug 70.901.15$1.0224.5%250.5063
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.50Jul 240.100.30$0.20100.0%1090.34267
$13.00Jul 310.150.30$0.2268.2%840.1836
$13.50Jul 310.250.45$0.3557.1%610.25219
$15.00Jul 240.300.65$0.4872.9%460.64131
$14.00Jul 310.400.55$0.4831.3%300.33177

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 102.4%, max 296.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$13.00Jul 24Jul 31310.5%100.3%209.4%4216
$17.50Jul 24Aug 14282.0%91.3%208.8%--1.1K
$16.50Jul 24Aug 21209.4%98.9%111.6%2338
$17.00Jul 24Aug 28181.4%95.4%90.1%--533
$16.00Jul 24Aug 21156.3%94.0%66.2%37767
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$12.00Jul 24Aug 28389.7%98.4%296.1%2102
$12.50Jul 24Aug 21336.2%98.9%239.8%366
$13.00Jul 24Sep 4310.5%98.1%216.4%7123
$13.50Jul 24Aug 7216.5%91.2%137.4%4528
$16.50Jul 24Aug 14209.4%102.4%104.4%3125

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 41 found (best R:R 4.00, avg 1.73)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$15.00$15.50Jul 24$0.10$0.40$0.104.00$15.10
$16.50$17.00Jul 31$0.10$0.40$0.104.00$16.60
$16.00$17.00Aug 7$0.22$0.78$0.223.55$16.22
$16.00$16.50Aug 14$0.12$0.38$0.123.17$16.12
$16.50$17.00Aug 14$0.13$0.37$0.132.85$16.63
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$14.50$14.00Jul 24$0.10$0.40$0.104.00$14.40
$13.50$13.00Jul 31$0.13$0.37$0.132.85$13.37
$14.00$13.50Jul 31$0.13$0.37$0.132.85$13.87
$14.00$12.50Aug 14$0.41$1.09$0.412.66$13.59
$13.50$13.00Aug 7$0.17$0.33$0.171.94$13.33

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 47 found (best R:R 4.00, avg 1.04)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$14.00$14.50Jul 24$0.39$0.39$0.113.55$14.39
$14.50$15.00Jul 24$0.35$0.35$0.152.33$14.85
$13.00$14.00Jul 31$0.68$0.68$0.322.13$13.68
$15.00$15.50Aug 7$0.29$0.29$0.211.38$15.29
$14.50$15.00Jul 31$0.25$0.25$0.251.00$14.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$16.50$16.00Jul 31$0.40$0.40$0.104.00$16.10
$17.00$16.00Aug 21$0.75$0.75$0.253.00$16.25
$16.50$15.50Aug 14$0.70$0.70$0.302.33$15.80
$16.00$15.50Aug 21$0.33$0.33$0.171.94$15.67
$16.00$15.50Jul 31$0.30$0.30$0.201.50$15.70

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 16 found (avg debit $0.29, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$16.50Jul 24Jul 31$0.10209.4%93.7%
$17.00Jul 24Jul 31$0.10181.4%89.9%
$14.00Jul 24Jul 31$0.13138.7%93.6%
$16.00Jul 24Jul 31$0.22156.3%92.4%
$14.50Jul 24Jul 31$0.32123.9%94.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$16.00Jul 24Jul 31$0.12156.3%92.4%
$13.50Jul 24Jul 31$0.20216.5%99.6%
$15.50Jul 24Jul 31$0.30130.7%93.0%
$16.50Jul 24Jul 31$0.32209.4%93.7%
$14.00Jul 24Jul 31$0.38138.7%93.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 28 found (cheapest 5.17% of stock, avg 15.60%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$15.00Jul 24$0.28$0.48$0.76$14.24$15.765.17%
$14.50Jul 24$0.63$0.20$0.83$13.67$15.335.65%
$14.00Jul 24$1.02$0.10$1.12$12.88$15.127.62%
$15.50Jul 24$0.18$1.05$1.23$14.27$16.738.37%
$14.00Jul 31$1.15$0.48$1.63$12.37$15.6311.10%
$15.00Jul 31$0.70$0.93$1.63$13.37$16.6311.10%
$14.50Jul 31$0.95$0.70$1.65$12.85$16.1511.23%
$16.00Jul 24$0.13$1.53$1.66$14.34$17.6611.30%
$13.00Jul 24$1.45$0.23$1.68$11.32$14.6811.44%
$15.50Jul 31$0.50$1.35$1.85$13.65$17.3512.59%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 113 found (cheapest 1.57% of stock, avg 7.94%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$16.00$14.00Jul 24$0.13$0.10$0.23$13.77$16.23
$16.50$14.00Jul 24$0.15$0.10$0.25$13.75$16.75
$17.50$14.00Jul 24$0.15$0.10$0.25$13.75$17.75
$15.50$14.00Jul 24$0.18$0.10$0.28$13.72$15.78
$16.00$13.50Jul 24$0.13$0.15$0.28$13.22$16.28
$16.50$13.50Jul 24$0.15$0.15$0.30$13.20$16.80
$17.50$13.50Jul 24$0.15$0.15$0.30$13.20$17.80
$16.00$12.50Jul 24$0.13$0.18$0.31$12.19$16.31
$15.50$13.50Jul 24$0.18$0.15$0.33$13.17$15.83
$16.00$14.50Jul 24$0.13$0.20$0.33$14.17$16.33

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 39 found (best R:R 5.67, avg credit $0.46)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
14/1517/18Aug 14$0.85$0.155.67$14.15$17.85
16/1616/17Jul 31$0.40$0.104.00$15.60$16.90
12/1216/16Aug 21$0.39$0.113.55$12.11$15.89
13/1414/15Jul 31$0.38$0.123.17$13.12$14.88
14/1414/15Jul 31$0.38$0.123.17$13.62$14.88
14/1516/16Jul 31$0.38$0.123.17$14.62$15.88
13/1414/15Aug 7$0.38$0.123.17$13.12$14.88
15/1616/17Aug 21$0.38$0.123.17$15.12$16.88
14/1416/16Jul 31$0.37$0.132.85$14.13$15.87
14/1516/17Aug 14$0.73$0.272.70$14.27$17.23

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 25 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$15.00$15.50$16.00Jul 24$0.05$0.459.00
$14.50$15.00$15.50Jul 31$0.05$0.459.00
$15.50$16.00$16.50Jul 31$0.05$0.459.00
$15.50$16.00$16.50Jul 24$0.07$0.436.14
$16.50$17.00$17.50Jul 31$0.08$0.425.25
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$12.00$12.50$13.00Jul 24$0.05$0.459.00
$12.50$13.00$13.50Jul 31$0.06$0.447.33
$13.00$13.50$14.00Aug 7$0.06$0.447.33
$12.00$12.50$13.00Aug 21$0.06$0.447.33
$15.00$15.50$16.00Aug 21$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. 44 found (best net $-0.12, 39 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$16.00$17.001:2Aug 7-$0.21$0.79
$13.00$14.001:2Jul 31-$0.47$0.53
$15.00$15.501:2Jul 24-$0.08$0.42
$15.50$16.001:2Jul 24-$0.08$0.42
$13.00$14.001:2Jul 24-$0.59$0.41
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$16.00$14.501:2Aug 7-$0.12$1.38
$14.00$12.501:2Aug 14-$0.16$1.34
$15.00$14.001:2Aug 14-$0.38$0.62
$14.00$13.001:2Aug 21-$0.43$0.57
$13.00$12.501:2Jul 31-$0.08$0.42

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 20 found (best yield 8.51%, avg 4.15%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$15.00Aug 21$1.250.532.1%8.51%10.62%699
$15.00Aug 14$1.100.522.1%7.49%9.60%13
$15.50Aug 21$1.050.485.5%7.15%12.66%1454
$15.00Aug 7$0.900.502.1%6.13%8.24%2563
$16.00Aug 21$0.800.438.9%5.45%14.36%--258
$16.00Aug 14$0.750.418.9%5.11%14.02%--22
$16.50Aug 21$0.750.3912.3%5.11%17.43%121
$17.00Aug 28$0.700.3715.7%4.77%20.49%--10
$17.00Aug 21$0.650.3515.7%4.42%20.15%6285
$15.00Jul 31$0.600.482.1%4.08%6.19%314

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 3,859
Total Puts 1,365
Put/Call Ratio 0.35
Net Difference 2,494

Prior's Put/Call Breakdown

Total Calls 2,467
Total Puts 717
Put/Call Ratio 0.29
Net Difference 1,750

Prior 7-Day Put/Call Summary

Total Calls 22,803
Total Puts 10,128
Average Put/Call Ratio 0.45
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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