Tour v490
CSIQ
CANADIAN SOLAR INC
$16.39 +5.61%
$16.07 (-1.96%)🌙
as of 08/04 06:14 PM
8/4 18:14

Option Volume

Detail
Current (08/04) 4,041
Calls: 1,806 (45%)
Puts: 2,235 (55%)
Prior (08/03) 7,248
Calls: 4,454 (61%)
Puts: 2,794 (39%)
Current vs Prior -44.25%
Calls: -59.45% (Calls)
Puts: -20.01% (Puts)
Prior 7-Day Total 36,475
Calls: 22,398 (61%)
Puts: 14,077 (39%)
Prior 7-Day Average 5,210
Calls: 3,199 (61%)
Puts: 2,011 (39%)
Current vs Prior 7-Day Avg -22.45%
Calls: -43.56%
Puts: +11.14%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/04) $485.0K
Calls: $311.8K (64%)
Puts: $173.2K (36%)
Prior (08/03) $881.1K
Calls: $482.0K (55%)
Puts: $399.1K (45%)
Current vs Prior -44.96%
Calls: -35.32%
Puts: -56.60%
Prior 7-Day Total $4.79M
Calls: $2.86M (60%)
Puts: $1.93M (40%)
Prior 7-Day Average $685.0K
Calls: $408.9K (60%)
Puts: $276.1K (40%)
Current vs Prior 7-Day Avg -29.20%
Calls: -23.75%
Puts: -37.26%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/04) 1.24
Prior (08/03) 0.63
Current vs Prior +97.28%
Prior 7-Day Average 0.63
Current vs Prior 7-Day Avg +97.32%
Sentiment BEARISH

Open Interest

Detail
Current (08/04) 55,924
Calls: 51,723 (92%)
Puts: 4,201 (8%)
Prior (08/03) 160,607
Calls: 126,724 (79%)
Puts: 33,883 (21%)
Current vs Prior -65.18%
Prior 7-Day Total 967,304
Calls: 761,694 (79%)
Puts: 205,610 (21%)
Prior 7-Day Average 138,186
Calls: 108,813 (79%)
Puts: 29,372 (21%)
Current vs Prior 7-Day Avg -59.53%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 10.74% | 15.25%20.13% | 28.37%
Prior 11.02% | 15.46%19.33% | 28.09%
Current vs Prior -2.54% | -1.36%+4.16% | +0.99%
Prior 7-Day Avg 10.46% | 15.45%21.27% | 28.66%
Current vs 7-Day Avg +2.66% | -1.28%-5.33% | -1.01%
Prior 7-Day Eod 11.02% | 15.46%19.33% | 28.09%
Current vs 7-Day Eod -2.54% | -1.36%+4.16% | +0.99%
Sentiment BULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 18.68% | 22.97%
Calls: 22.06% | 24.51%
Puts: 15.31% | 21.43%
Prior 20.29% | 18.50%
Calls: 17.05% | 20.33%
Puts: 23.53% | 16.67%
Current vs Prior -7.93% | +24.16%
Prior 7-Day Avg 56.60% | 16.42%
Calls: 68.90% | 19.73%
Puts: 44.29% | 13.10%
Current vs 7-Day Avg -67.00% | +39.93%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 64% call dollar volume ($311.8K). Below-average activity with volume down 44% vs prior. Bearish P/C ratio of 1.24 indicates protective positioning. P/C ratio rising 97% - increased hedging/bearish positioning.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
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 6.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.00Sep 182.903.10$3.006.7%10.66253
$16.00Sep 182.402.60$2.508.0%290.591.1K
$18.00Sep 181.651.80$1.738.7%50.46212
$13.50Aug 213.103.40$3.259.2%30.8510
$14.00Aug 283.003.30$3.159.5%20.7519
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.80, cheapest $0.80)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.00Aug 140.750.85$0.8012.5%200.43639
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 22 found (avg delta 0.66, highest 0.93)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.50Aug 213.103.40$3.259.2%30.8510
$14.50Aug 71.902.20$2.0514.6%190.84121
$14.00Aug 283.003.30$3.159.5%20.7519
$14.00Sep 183.003.70$3.3520.9%20.72--
$15.00Aug 141.402.05$1.7337.6%10.71--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$19.50Aug 73.004.20$3.6033.3%20.93--
$17.50Aug 71.302.25$1.7853.4%10.72--
$17.00Aug 70.951.55$1.2548.0%10.64--
$17.50Aug 141.652.25$1.9530.8%10.64--
$17.00Aug 141.301.90$1.6037.5%10.56--

Most actively traded options today. High liquidity = easy entry/exit. 51 active (total vol 2.3K, top 1.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.50Aug 210.600.80$0.7028.6%1180.33--
$17.00Aug 70.300.45$0.3839.5%1170.35205
$19.00Aug 210.450.60$0.5328.3%1000.27--
$16.00Aug 211.501.80$1.6518.2%460.58288
$18.50Aug 70.050.30$0.18138.9%410.17--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.50Aug 70.250.55$0.4075.0%1.2K0.31268
$15.00Aug 70.150.25$0.2050.0%1060.20182
$16.00Aug 70.450.70$0.5743.9%700.41196
$16.00Aug 211.151.65$1.4035.7%650.4266
$13.50Aug 210.150.40$0.2889.3%610.154

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 14 strikes (avg 16.9%, max 35.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$18.50Aug 7Aug 21139.7%104.8%33.3%159--
$15.50Aug 7Aug 28128.8%104.6%23.2%11435
$16.00Aug 7Sep 18123.8%101.8%21.7%661.8K
$18.00Aug 7Sep 18119.9%104.5%14.7%31445
$17.00Aug 7Aug 21112.5%99.7%12.9%121504
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$14.00Aug 7Sep 4138.8%102.5%35.4%4234
$16.00Aug 7Sep 4123.8%99.6%24.3%71196
$17.50Aug 7Aug 14120.0%100.2%19.8%2--
$15.00Aug 7Sep 18117.3%103.8%13.0%118530
$17.00Aug 7Aug 14112.5%103.5%8.8%2--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 28 found (best R:R 9.00, avg 1.97)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$17.50$18.00Aug 7$0.10$0.40$0.104.00$17.60
$18.00$19.00Aug 14$0.22$0.78$0.223.55$18.22
$18.00$19.00Sep 18$0.28$0.72$0.282.57$18.28
$18.00$18.50Aug 21$0.15$0.35$0.152.33$18.15
$15.50$16.00Aug 7$0.17$0.33$0.171.94$15.67
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$15.00$14.00Aug 7$0.10$0.90$0.109.00$14.90
$16.00$15.50Aug 7$0.17$0.33$0.171.94$15.83
$15.50$15.00Aug 7$0.20$0.30$0.201.50$15.30
$16.00$14.00Sep 4$0.87$1.13$0.871.30$15.13
$15.00$14.50Aug 14$0.22$0.28$0.221.27$14.78

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 34 found (best R:R 10.11, avg 1.24)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$16.50$17.00Aug 21$0.38$0.38$0.123.17$16.88
$14.00$15.50Aug 28$1.12$1.12$0.382.95$15.12
$13.50$15.50Aug 21$1.40$1.40$0.602.33$14.90
$15.00$15.50Aug 14$0.31$0.31$0.191.63$15.31
$16.00$16.50Aug 7$0.30$0.30$0.201.50$16.30
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$19.50$17.50Aug 7$1.82$1.82$0.1810.11$17.68
$17.50$17.00Aug 14$0.35$0.35$0.152.33$17.15
$17.00$16.00Aug 7$0.68$0.68$0.322.13$16.32
$17.00$15.00Aug 14$1.03$1.03$0.971.06$15.97
$16.00$13.50Aug 21$1.12$1.12$1.380.81$14.88

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 15 found (avg debit $0.46, cheapest $0.17)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$14.00Aug 28Sep 18$0.20106.6%102.2%
$19.00Aug 14Aug 21$0.23104.4%99.7%
$15.50Aug 7Aug 14$0.32128.8%101.8%
$16.00Aug 7Aug 14$0.32123.8%115.7%
$17.50Aug 7Aug 14$0.32120.0%100.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$17.50Aug 7Aug 14$0.17120.0%100.2%
$17.00Aug 7Aug 14$0.35112.5%103.5%
$15.00Aug 7Aug 14$0.37117.3%106.3%
$14.00Aug 7Sep 4$0.83138.8%102.5%
$16.00Aug 7Aug 21$0.83123.8%111.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 10 found (cheapest 9.15% of stock, avg 15.38%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$15.50Aug 7$1.10$0.40$1.50$14.00$17.009.15%
$16.00Aug 7$0.93$0.57$1.50$14.50$17.509.15%
$17.00Aug 7$0.38$1.25$1.63$15.37$18.639.95%
$17.50Aug 7$0.28$1.78$2.06$15.44$19.5612.57%
$15.00Aug 14$1.73$0.57$2.30$12.70$17.3014.03%
$17.00Aug 14$0.80$1.60$2.40$14.60$19.4014.64%
$17.50Aug 14$0.60$1.95$2.55$14.95$20.0515.56%
$16.00Aug 21$1.65$1.40$3.05$12.95$19.0518.61%
$13.50Aug 21$3.25$0.28$3.53$9.97$17.0321.54%
$15.00Sep 18$3.00$1.68$4.68$10.32$19.6828.55%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 40 found (cheapest 1.71% of stock, avg 6.78%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$18.00$14.00Aug 7$0.18$0.10$0.28$13.72$18.28
$18.50$14.00Aug 7$0.18$0.10$0.28$13.72$18.78
$17.50$14.00Aug 7$0.28$0.10$0.38$13.62$17.88
$18.00$15.00Aug 7$0.18$0.20$0.38$14.62$18.38
$18.50$15.00Aug 7$0.18$0.20$0.38$14.62$18.88
$17.00$14.00Aug 7$0.38$0.10$0.48$13.52$17.48
$17.50$15.00Aug 7$0.28$0.20$0.48$14.52$17.98
$17.00$15.00Aug 7$0.38$0.20$0.58$14.42$17.58
$18.00$15.50Aug 7$0.18$0.40$0.58$14.92$18.58
$18.50$15.50Aug 7$0.18$0.40$0.58$14.92$19.08

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 15 found (best R:R 3.55, avg credit $0.70)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
16/1718/18Aug 7$0.78$0.223.55$16.22$18.28
14/1516/16Aug 14$0.39$0.113.55$14.61$15.89
15/1718/19Aug 14$1.25$0.751.67$15.75$19.25
15/1618/18Aug 7$0.30$0.201.50$15.20$17.80
14/1616/17Aug 21$1.50$1.001.50$14.50$18.00
17/1818/19Aug 14$0.57$0.431.33$16.93$18.57
16/1618/18Aug 7$0.27$0.231.17$15.73$17.77
14/1618/18Aug 21$1.29$1.211.07$14.71$18.79
14/1618/19Aug 21$1.29$1.211.07$14.71$19.79
14/1618/18Aug 21$1.27$1.231.03$14.73$19.27

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 7 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$16.00$16.50$17.00Aug 7$0.05$0.459.00
$17.50$18.00$18.50Aug 7$0.10$0.404.00
$17.00$17.50$18.00Aug 14$0.12$0.383.17
$15.00$15.50$16.00Aug 14$0.14$0.362.57
$18.50$19.00$19.50Aug 21$0.14$0.362.57
PUTS (0)
No puts found

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 23 found (best net $-0.06, 19 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$16.00$18.001:2Aug 28-$0.41$1.59
$13.50$15.501:2Aug 21-$0.45$1.55
$16.00$18.001:2Sep 18-$0.96$1.04
$18.00$19.001:2Aug 14-$0.08$0.92
$14.50$15.501:2Aug 7-$0.15$0.85
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$16.00$14.001:2Sep 4-$0.06$1.94
$15.00$14.001:2Aug 7$0.00$1.00
$15.00$14.501:2Aug 14-$0.13$0.37
$16.00$15.501:2Aug 7-$0.23$0.27
$19.50$17.501:2Aug 7$0.04$1.96

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 19 found (best yield 10.07%, avg 4.16%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$18.00Sep 18$1.650.469.8%10.07%19.89%5212
$19.00Sep 18$1.350.4115.9%8.24%24.16%13--
$16.50Aug 21$1.250.530.7%7.63%8.30%1728
$17.00Aug 21$1.000.463.7%6.10%9.82%4299
$18.00Aug 28$1.000.409.8%6.10%15.92%15--
$17.50Aug 21$0.850.426.8%5.19%11.96%1107
$16.50Aug 14$0.800.500.7%4.88%5.55%8--
$17.00Aug 14$0.750.433.7%4.58%8.30%20639
$18.00Aug 21$0.700.379.8%4.27%14.09%27219
$18.50Aug 21$0.600.3312.9%3.66%16.53%118--

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 1,806
Total Puts 2,235
Put/Call Ratio 1.24
Net Difference -429

Prior's Put/Call Breakdown

Total Calls 4,454
Total Puts 2,794
Put/Call Ratio 0.63
Net Difference 1,660

Prior 7-Day Put/Call Summary

Total Calls 22,398
Total Puts 14,077
Average Put/Call Ratio 0.63
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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