Tour v477
CSIQ
CANADIAN SOLAR INC
$15.08 +2.17%
$14.98 (-0.66%)🌙
as of 07/31 06:04 PM
7/31 18:04

Option Volume

Detail
Current (07/31) 7,171
Calls: 3,361 (47%)
Puts: 3,810 (53%)
Prior (07/30) 4,745
Calls: 2,942 (62%)
Puts: 1,803 (38%)
Current vs Prior +51.13%
Calls: +14.24% (Calls)
Puts: +111.31% (Puts)
Prior 7-Day Total 30,464
Calls: 20,909 (69%)
Puts: 9,555 (31%)
Prior 7-Day Average 4,352
Calls: 2,987 (69%)
Puts: 1,365 (31%)
Current vs Prior 7-Day Avg +64.77%
Calls: +12.52%
Puts: +179.12%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/31) $711.8K
Calls: $355.5K (50%)
Puts: $356.3K (50%)
Prior (07/30) $682.9K
Calls: $354.9K (52%)
Puts: $328.0K (48%)
Current vs Prior +4.23%
Calls: +0.17%
Puts: +8.62%
Prior 7-Day Total $4.70M
Calls: $3.01M (64%)
Puts: $1.69M (36%)
Prior 7-Day Average $670.8K
Calls: $430.0K (64%)
Puts: $240.8K (36%)
Current vs Prior 7-Day Avg +6.11%
Calls: -17.32%
Puts: +47.93%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/31) 1.13
Prior (07/30) 0.61
Current vs Prior +84.97%
Prior 7-Day Average 0.47
Current vs Prior 7-Day Avg +142.41%
Sentiment BEARISH

Open Interest

Detail
Current (07/31) 163,650
Calls: 128,910 (79%)
Puts: 34,740 (21%)
Prior (07/30) 162,403
Calls: 127,900 (79%)
Puts: 34,503 (21%)
Current vs Prior +0.77%
Prior 7-Day Total 863,803
Calls: 688,129 (80%)
Puts: 175,674 (20%)
Prior 7-Day Average 123,400
Calls: 98,304 (80%)
Puts: 25,096 (20%)
Current vs Prior 7-Day Avg +32.62%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 5.50% | 12.14%19.96% | 28.18%
Prior 7.11% | 14.97%19.99% | 28.86%
Current vs Prior +70.59% | +10.72%-0.13% | -2.35%
Prior 7-Day Avg 9.40% | 14.65%22.47% | 29.32%
Current vs 7-Day Avg +29.09% | +13.16%-11.18% | -3.88%
Prior 7-Day Eod 7.11% | 14.97%19.99% | 28.86%
Current vs 7-Day Eod +70.59% | +10.72%-0.13% | -2.35%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 197.41% | 16.39%
Calls: 300.00% | 18.07%
Puts: 94.83% | 14.71%
Prior 44.70% | 17.36%
Calls: 36.76% | 20.00%
Puts: 52.63% | 14.71%
Current vs Prior +341.63% | -5.59%
Prior 7-Day Avg 35.58% | 15.30%
Calls: 33.88% | 18.65%
Puts: 37.28% | 11.94%
Current vs 7-Day Avg +454.86% | +7.15%
Liquidity Expensive
+
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🤖 AI Insights

Above-average activity with volume up 51% vs prior. Slightly bearish P/C ratio of 1.13. P/C ratio rising 85% - increased hedging/bearish positioning. Call-heavy open interest (128,910 calls vs 34,740 puts) suggests bullish positioning.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 8.6%, best 7.7%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.50Aug 141.952.15$2.059.8%100.761
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.00Aug 212.502.70$2.607.7%--0.6631
$16.00Aug 211.852.00$1.937.8%390.5623
$16.50Aug 71.651.80$1.738.7%30.74103
$15.50Aug 211.551.70$1.639.2%690.517

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 5 found (avg $0.89, cheapest $0.83)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.00Aug 70.750.90$0.8318.1%420.54172
$16.50Aug 210.750.90$0.8318.1%--0.3826
$15.50Aug 140.851.00$0.9316.1%100.48130
$16.00Aug 210.901.05$0.9815.3%620.43319
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.00Aug 210.800.95$0.8817.0%50.3484

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 39 found (avg delta 0.71, highest 0.96)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.00Jul 311.602.60$2.1047.6%510.9654
$14.00Jul 310.751.55$1.1569.6%1390.87458
$13.00Aug 71.852.45$2.1527.9%--0.8731
$12.50Jul 312.003.20$2.6046.2%20.8411
$13.50Jul 311.001.85$1.4359.4%1040.81172
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.00Jul 312.403.90$3.1547.6%10.963
$17.50Jul 312.053.20$2.6343.7%10.927
$17.00Jul 311.652.60$2.1344.6%--0.9134
$16.50Jul 311.251.95$1.6043.7%130.9013
$16.00Jul 310.751.55$1.1569.6%2780.87296

Most actively traded options today. High liquidity = easy entry/exit. 68 active (total vol 4.2K, top 506)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.00Aug 140.400.50$0.4522.2%5060.29132
$14.50Jul 310.350.95$0.6592.3%2230.74458
$16.00Aug 70.350.50$0.4334.9%2070.35217
$15.00Jul 310.100.30$0.20100.0%1800.56260
$14.00Jul 310.751.55$1.1569.6%1390.87458
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.00Jul 310.000.15$0.08187.5%3810.14325
$16.00Jul 310.751.55$1.1569.6%2780.87296
$13.00Aug 70.100.20$0.1566.7%2340.13304
$16.00Aug 141.551.75$1.6512.1%1860.6013
$15.50Jul 310.350.90$0.6387.3%1200.81125

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 23 strikes (avg 981.5%, max 2643.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$13.50Jul 31Aug 211772.8%97.5%1718.5%104187
$17.50Jul 31Aug 141346.8%96.1%1301.9%100310
$18.00Jul 31Aug 281335.2%102.1%1207.6%7291
$17.00Jul 31Sep 41148.4%100.1%1047.6%--708
$13.00Jul 31Aug 281168.5%102.8%1036.4%5171
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$12.50Jul 31Aug 212699.4%98.4%2643.9%--598
$13.50Jul 31Sep 41772.8%98.4%1701.7%5450
$17.50Jul 31Aug 71346.8%97.8%1276.4%27
$18.00Jul 31Aug 211335.2%97.1%1274.7%125
$17.00Jul 31Aug 211148.4%97.5%1078.4%--65

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 52 found (best R:R 4.00, avg 1.64)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$17.00$18.00Aug 21$0.22$0.78$0.223.55$17.22
$16.50$17.00Aug 14$0.12$0.38$0.123.17$16.62
$17.00$18.00Aug 28$0.25$0.75$0.253.00$17.25
$16.00$16.50Aug 14$0.13$0.37$0.132.85$16.13
$16.50$17.00Aug 21$0.13$0.37$0.132.85$16.63
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$13.50$13.00Aug 14$0.10$0.40$0.104.00$13.40
$13.00$12.50Aug 14$0.12$0.38$0.123.17$12.88
$13.00$12.50Aug 21$0.13$0.37$0.132.85$12.87
$14.50$14.00Aug 7$0.15$0.35$0.152.33$14.35
$14.00$13.50Aug 14$0.15$0.35$0.152.33$13.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 57 found (best R:R 3.17, avg 0.97)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$13.00$14.00Aug 7$0.72$0.72$0.282.57$13.72
$13.50$14.00Aug 14$0.35$0.35$0.152.33$13.85
$14.00$14.50Aug 7$0.33$0.33$0.171.94$14.33
$13.50$14.00Aug 21$0.31$0.31$0.191.63$13.81
$14.00$14.50Aug 14$0.30$0.30$0.201.50$14.30
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$16.50$16.00Aug 7$0.38$0.38$0.123.17$16.12
$17.50$17.00Aug 7$0.35$0.35$0.152.33$17.15
$17.00$16.00Aug 21$0.67$0.67$0.332.03$16.33
$15.50$15.00Aug 14$0.33$0.33$0.171.94$15.17
$16.00$15.00Aug 7$0.62$0.62$0.381.63$15.38

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 19 found (avg debit $0.34, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$18.00Jul 31Aug 7$0.071335.2%98.1%
$17.50Jul 31Aug 7$0.101346.8%97.8%
$17.00Jul 31Aug 7$0.171148.4%98.3%
$16.50Jul 31Aug 7$0.23935.2%90.9%
$14.00Jul 31Aug 7$0.28908.4%100.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$13.00Jul 31Aug 7$0.121168.5%103.1%
$16.50Jul 31Aug 7$0.13935.2%90.9%
$17.00Jul 31Aug 7$0.171148.4%98.3%
$16.00Jul 31Aug 7$0.20701.4%93.7%
$14.00Jul 31Aug 7$0.30908.4%100.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 36 found (cheapest 2.52% of stock, avg 15.29%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$15.00Jul 31$0.20$0.18$0.38$14.62$15.382.52%
$15.50Jul 31$0.05$0.63$0.68$14.82$16.184.51%
$14.50Jul 31$0.65$0.15$0.80$13.70$15.305.31%
$16.00Jul 31$0.05$1.15$1.20$14.80$17.207.96%
$14.00Jul 31$1.15$0.08$1.23$12.77$15.238.16%
$15.00Aug 7$0.83$0.73$1.56$13.44$16.5610.34%
$14.50Aug 7$1.10$0.53$1.63$12.87$16.1310.81%
$16.50Jul 31$0.05$1.60$1.65$14.85$18.1510.94%
$13.50Jul 31$1.43$0.23$1.66$11.84$15.1611.01%
$16.00Aug 7$0.43$1.35$1.78$14.22$17.7811.80%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 115 found (cheapest 0.86% of stock, avg 7.59%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$15.50$14.00Jul 31$0.05$0.08$0.13$13.87$15.63
$16.00$14.00Jul 31$0.05$0.08$0.13$13.87$16.13
$16.50$14.00Jul 31$0.05$0.08$0.13$13.87$16.63
$17.00$14.00Jul 31$0.05$0.08$0.13$13.87$17.13
$17.50$14.00Jul 31$0.05$0.08$0.13$13.87$17.63
$15.50$14.50Jul 31$0.05$0.15$0.20$14.30$15.70
$16.00$14.50Jul 31$0.05$0.15$0.20$14.30$16.20
$16.50$14.50Jul 31$0.05$0.15$0.20$14.30$16.70
$17.00$14.50Jul 31$0.05$0.15$0.20$14.30$17.20
$17.50$14.50Jul 31$0.05$0.15$0.20$14.30$17.70

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 62 found (best R:R 4.00, avg credit $0.41)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
14/1414/15Aug 14$0.40$0.104.00$13.60$14.90
13/1415/16Aug 21$0.40$0.104.00$13.10$15.40
14/1416/16Aug 14$0.38$0.123.17$13.62$15.88
14/1516/17Aug 21$0.38$0.123.17$14.62$16.88
13/1416/16Aug 28$0.38$0.123.17$13.12$15.88
14/1516/17Aug 28$0.76$0.243.17$14.24$16.76
15/1617/18Aug 28$1.13$0.373.05$15.37$18.13
12/1314/15Aug 14$0.37$0.132.85$12.63$14.87
14/1415/16Aug 14$0.37$0.132.85$13.63$15.37
14/1416/16Aug 21$0.37$0.132.85$14.13$15.87

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 19 found (best R:R 7.33, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$14.00$14.50$15.00Aug 7$0.06$0.447.33
$15.00$15.50$16.00Aug 21$0.06$0.447.33
$16.00$16.50$17.00Aug 7$0.09$0.414.56
$15.50$16.00$16.50Aug 14$0.10$0.404.00
$15.00$15.50$16.00Aug 7$0.12$0.383.17
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$13.00$13.50$14.00Aug 28$0.06$0.447.33
$15.00$15.50$16.00Jul 31$0.07$0.436.14
$16.00$16.50$17.00Jul 31$0.08$0.425.25
$13.50$14.00$14.50Aug 14$0.08$0.425.25
$13.00$13.50$14.00Aug 7$0.09$0.414.56

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 45 found (best net $-0.38, 41 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$15.00$17.001:2Sep 4-$0.38$1.62
$17.00$18.001:2Aug 21-$0.26$0.74
$17.00$18.001:2Aug 28-$0.48$0.52
$15.50$16.001:2Jul 31-$0.05$0.45
$16.00$16.501:2Jul 31-$0.05$0.45
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$15.00$13.501:2Sep 4-$0.33$1.17
$16.00$15.001:2Aug 7-$0.11$0.89
$16.50$15.001:2Aug 28-$0.77$0.73
$13.00$12.501:2Aug 7-$0.05$0.45
$14.00$13.501:2Aug 7-$0.06$0.44

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 21 found (best yield 8.95%, avg 4.01%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$15.50Aug 28$1.350.512.8%8.95%11.74%2224
$16.00Aug 28$1.150.466.1%7.63%13.73%--15
$15.50Aug 21$1.050.492.8%6.96%9.75%6577
$17.00Sep 4$1.000.4012.7%6.63%19.36%--22
$16.00Aug 21$0.900.436.1%5.97%12.07%62319
$15.50Aug 14$0.850.482.8%5.64%8.42%10130
$17.00Aug 28$0.800.3812.7%5.31%18.04%--23
$16.50Aug 21$0.750.389.4%4.97%14.39%--26
$16.00Aug 14$0.600.416.1%3.98%10.08%1144
$17.00Aug 21$0.600.3412.7%3.98%16.71%11275

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 3,361
Total Puts 3,810
Put/Call Ratio 1.13
Net Difference -449

Prior's Put/Call Breakdown

Total Calls 2,942
Total Puts 1,803
Put/Call Ratio 0.61
Net Difference 1,139

Prior 7-Day Put/Call Summary

Total Calls 20,909
Total Puts 9,555
Average Put/Call Ratio 0.47
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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