Tour v528
CSIQ
CANADIAN SOLAR INC
$11.34 -7.35%
$11.40 (+0.49%)🌙
as of 09/16 06:01 PM
9/16 18:01

Option Volume

Detail
Current (09/16) 6,283
Calls: 2,769 (44%)
Puts: 3,514 (56%)
Prior (09/15) 1,319
Calls: 502 (38%)
Puts: 817 (62%)
Current vs Prior +376.35%
Calls: +451.59% (Calls)
Puts: +330.11% (Puts)
Prior 7-Day Total 20,538
Calls: 9,326 (45%)
Puts: 11,212 (55%)
Prior 7-Day Average 2,934
Calls: 1,332 (45%)
Puts: 1,601 (55%)
Current vs Prior 7-Day Avg +114.14%
Calls: +107.84%
Puts: +119.39%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/16) $974.7K
Calls: $323.7K (33%)
Puts: $651.0K (67%)
Prior (09/15) $238.3K
Calls: $76.8K (32%)
Puts: $161.5K (68%)
Current vs Prior +308.93%
Calls: +321.24%
Puts: +303.08%
Prior 7-Day Total $2.06M
Calls: $624.0K (30%)
Puts: $1.44M (70%)
Prior 7-Day Average $294.3K
Calls: $89.1K (30%)
Puts: $205.2K (70%)
Current vs Prior 7-Day Avg +231.15%
Calls: +263.08%
Puts: +217.27%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (09/16) 1.27
Prior (09/15) 1.63
Current vs Prior -22.02%
Prior 7-Day Average 1.54
Current vs Prior 7-Day Avg -17.47%
Sentiment BEARISH

Open Interest

Detail
Current (09/16) 170,033
Calls: 129,133 (76%)
Puts: 40,900 (24%)
Prior (09/15) 169,535
Calls: 129,060 (76%)
Puts: 40,475 (24%)
Current vs Prior +0.29%
Prior 7-Day Total 1,189,231
Calls: 903,057 (76%)
Puts: 286,174 (24%)
Prior 7-Day Average 169,890
Calls: 129,008 (76%)
Puts: 40,882 (24%)
Current vs Prior 7-Day Avg +0.08%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/18) | Next (09/25)Expiry (09/18) | Next (10/16)
Current 6.70% | 11.20%6.70% | 17.46%
Prior 8.82% | 11.93%8.82% | 17.40%
Current vs Prior -24.04% | -6.11%-24.04% | +0.34%
Prior 7-Day Avg 8.39% | 11.99%10.57% | 19.05%
Current vs 7-Day Avg -20.12% | -6.63%-36.62% | -8.35%
Prior 7-Day Eod 8.82% | 11.93%8.82% | 17.40%
Current vs 7-Day Eod -24.04% | -6.11%-24.04% | +0.34%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 34.15% | 22.77%
Calls: 40.00% | 20.55%
Puts: 28.30% | 25.00%
Prior 34.15% | 22.77%
Calls: 40.00% | 20.55%
Puts: 28.30% | 25.00%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 68.08% | 21.73%
Calls: 48.36% | 19.00%
Puts: 87.80% | 24.46%
Current vs 7-Day Avg -49.84% | +4.78%
Liquidity Expensive
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🤖 AI Insights

Moderately bearish flow with 67% put dollar volume ($651.0K). Massive premium surge with dollar volume up 309% vs prior. Dollar volume significantly above 7-day average (231% higher). Unusually high activity with volume up 376% vs prior - elevated interest.

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

No options available for this category

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.77, cheapest $0.77)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.50Oct 90.700.85$0.7719.5%380.50--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.50Oct 300.700.85$0.7719.5%50.341

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 32 found (avg delta 0.72, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.00Sep 180.952.00$1.4870.9%80.926
$10.50Sep 180.601.00$0.8050.0%10.889
$9.50Sep 181.302.35$1.8357.4%30.862
$10.00Oct 161.401.85$1.6327.6%--0.7576
$11.00Sep 180.300.55$0.4358.1%80.7310
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.50Sep 182.002.70$2.3529.8%180.94134
$12.50Sep 181.051.45$1.2532.0%580.92445
$13.00Sep 181.551.95$1.7522.9%490.901.9K
$13.50Sep 251.852.50$2.1730.0%610.8923
$13.00Sep 251.502.00$1.7528.6%210.86151

Most actively traded options today. High liquidity = easy entry/exit. 68 active (total vol 3.0K, top 518)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.00Oct 20.350.50$0.4334.9%5180.383
$12.00Oct 300.801.05$0.9326.9%1510.46--
$11.00Oct 20.751.10$0.9337.6%950.60--
$11.50Sep 180.150.30$0.2268.2%710.46--
$12.00Sep 250.200.35$0.2853.6%600.343
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Oct 300.851.10$0.9825.5%2000.41--
$13.00Oct 302.002.40$2.2018.2%2000.65--
$11.00Oct 160.700.90$0.8025.0%1910.40717
$12.00Oct 161.251.45$1.3514.8%1550.571.4K
$12.00Sep 250.851.05$0.9521.1%1300.67223

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 11.4%, max 21.9%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$11.00Sep 18Oct 286.2%70.7%21.9%10310
$12.00Sep 18Oct 3082.2%78.2%5.1%15612
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$11.00Sep 18Oct 3086.2%71.9%19.9%277144
$12.00Sep 18Oct 3082.2%78.2%5.1%120722
$11.50Sep 18Oct 3082.4%78.6%4.8%108227

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 33 found (best R:R 1.11, avg 1.65)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$10.00$12.00Oct 16$0.95$1.05$0.9575%1.11$10.95
$12.00$13.00Oct 16$0.25$0.75$0.2543%3.00$12.25
$11.00$11.50Sep 18$0.21$0.29$0.2173%1.38$11.21
$12.00$12.50Oct 9$0.14$0.36$0.1441%2.57$12.14
$11.50$12.00Oct 2$0.17$0.33$0.1748%1.94$11.67
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$13.00$12.50Oct 9$0.29$0.21$0.2972%0.72$12.71
$12.00$11.50Oct 2$0.25$0.25$0.2562%1.00$11.75
$11.50$11.00Sep 25$0.22$0.28$0.2252%1.27$11.28
$11.50$11.00Sep 18$0.20$0.30$0.2056%1.50$11.30
$11.00$10.50Sep 25$0.15$0.35$0.1537%2.33$10.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 18 found (best R:R 0.39, avg 0.49)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$11.50$12.00Sep 18$0.14$0.14$0.3654%0.39$11.64
$11.50$12.00Sep 25$0.17$0.17$0.3352%0.52$11.67
$12.00$12.50Oct 2$0.13$0.13$0.3762%0.35$12.13
$11.50$12.00Oct 9$0.20$0.20$0.3050%0.67$11.70
$12.00$12.50Sep 25$0.10$0.10$0.4066%0.25$12.10
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$10.50$9.50Oct 9$0.28$0.28$0.7269%0.39$10.22
$11.00$10.00Oct 16$0.37$0.37$0.6360%0.59$10.63
$10.50$10.00Oct 23$0.20$0.20$0.3067%0.67$10.30
$10.50$10.00Oct 30$0.20$0.20$0.3066%0.67$10.30
$10.50$10.00Oct 2$0.15$0.15$0.3571%0.43$10.35

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $0.23, cheapest $0.23)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$11.50Sep 18Sep 25$0.2382.4%72.3%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$11.50Sep 18Sep 25$0.2482.4%72.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 13 found (cheapest 4.85% of stock, avg 11.42%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$11.50Sep 18$0.22$0.33$0.55$10.95$12.054.85%
$11.00Sep 18$0.43$0.13$0.56$10.44$11.564.94%
$10.50Sep 18$0.80$0.05$0.85$9.65$11.357.50%
$12.00Sep 18$0.08$0.80$0.88$11.12$12.887.76%
$11.50Sep 25$0.45$0.57$1.02$10.48$12.528.99%
$11.00Sep 25$0.70$0.35$1.05$9.95$12.059.26%
$12.00Sep 25$0.28$0.95$1.23$10.77$13.2310.85%
$11.50Oct 2$0.60$0.80$1.40$10.10$12.9012.35%
$11.00Oct 2$0.93$0.53$1.46$9.54$12.4612.87%
$12.00Oct 2$0.43$1.05$1.48$10.52$13.4813.05%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 59 found (cheapest 0.88% of stock, avg 5.55%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$12.50$10.50Sep 18$0.05$0.05$0.10$10.40$12.60
$13.50$10.00Sep 18$0.05$0.05$0.10$9.90$13.60
$12.50$10.00Sep 18$0.05$0.05$0.10$9.90$12.60
$13.50$10.50Sep 18$0.05$0.05$0.10$10.40$13.60
$13.00$10.50Sep 18$0.08$0.05$0.13$10.37$13.13
$13.00$10.00Sep 18$0.08$0.05$0.13$9.87$13.13
$12.00$10.50Sep 18$0.08$0.05$0.13$10.37$12.13
$12.00$10.00Sep 18$0.08$0.05$0.13$9.87$12.13
$13.50$10.00Sep 25$0.08$0.10$0.18$9.82$13.68
$13.00$10.00Sep 25$0.10$0.10$0.20$9.80$13.20

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 1 found (best R:R 0.67, avg credit $0.20)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
10/1012/12Sep 25$0.20$0.3042%0.67$10.30$12.20

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 24 found (best R:R 6.14, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$11.00$11.50$12.00Sep 18$0.07$0.4353%6.14
$11.00$11.50$12.00Sep 25$0.08$0.4230%5.25
$11.50$12.00$12.50Sep 25$0.07$0.4325%6.14
$11.50$12.00$12.50Sep 18$0.11$0.3933%3.55
$12.00$12.50$13.00Oct 2$0.05$0.4515%9.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$10.50$11.00$11.50Sep 18$0.12$0.3844%3.17
$10.50$11.00$11.50Sep 25$0.07$0.4329%6.14
$10.00$11.00$12.00Oct 16$0.18$0.8232%4.56
$10.50$11.00$11.50Oct 2$0.07$0.4323%6.14
$11.00$12.00$13.00Oct 16$0.20$0.8030%4.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 36 found (best net $-0.12, 30 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$10.00$10.501:2Sep 18-$0.12$0.38
$10.50$11.001:2Sep 18-$0.06$0.44
$12.00$13.001:2Oct 16-$0.18$0.82
$11.50$12.001:2Sep 25-$0.11$0.39
$11.00$11.501:2Sep 25-$0.20$0.30
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$12.00$11.001:2Oct 9-$0.11$0.89
$11.00$10.001:2Oct 16-$0.06$0.94
$12.00$11.001:2Oct 16-$0.25$0.75
$12.50$12.001:2Sep 18-$0.35$0.15
$12.00$11.501:2Sep 25-$0.19$0.31

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 15 found (best yield 7.05%, avg 3.20%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$12.00Oct 30$0.800.465.8%7.05%12.87%151--
$12.00Oct 16$0.600.435.8%5.29%11.11%--40
$13.00Oct 16$0.350.3014.6%3.09%17.72%6121
$11.50Oct 9$0.700.501.4%6.17%7.58%38--
$12.00Oct 9$0.500.415.8%4.41%10.23%1--
$12.50Oct 9$0.350.3310.2%3.09%13.32%5720
$12.00Oct 2$0.350.385.8%3.09%8.91%5183
$11.50Oct 2$0.500.481.4%4.41%5.82%5--
$12.50Oct 2$0.200.2910.2%1.76%11.99%15
$13.00Oct 2$0.150.2214.6%1.32%15.96%28

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 2,769
Total Puts 3,514
Put/Call Ratio 1.27
Net Difference -745

Prior's Put/Call Breakdown

Total Calls 502
Total Puts 817
Put/Call Ratio 1.63
Net Difference -315

Prior 7-Day Put/Call Summary

Total Calls 9,326
Total Puts 11,212
Average Put/Call Ratio 1.54
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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