Tour v528
CSIQ
CANADIAN SOLAR INC
$11.75 +3.62%
$11.94 (+1.62%)🌙
as of 09/17 06:01 PM
9/17 18:01

Option Volume

Detail
Current (09/17) 6,624
Calls: 3,314 (50%)
Puts: 3,310 (50%)
Prior (09/16) 6,283
Calls: 2,769 (44%)
Puts: 3,514 (56%)
Current vs Prior +5.43%
Calls: +19.68% (Calls)
Puts: -5.81% (Puts)
Prior 7-Day Total 23,127
Calls: 11,409 (49%)
Puts: 11,718 (51%)
Prior 7-Day Average 3,303
Calls: 1,629 (49%)
Puts: 1,674 (51%)
Current vs Prior 7-Day Avg +100.49%
Calls: +103.33%
Puts: +97.73%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/17) $1.32M
Calls: $345.4K (26%)
Puts: $976.8K (74%)
Prior (09/16) $974.7K
Calls: $323.7K (33%)
Puts: $651.0K (67%)
Current vs Prior +35.65%
Calls: +6.71%
Puts: +50.04%
Prior 7-Day Total $2.80M
Calls: $909.2K (32%)
Puts: $1.89M (68%)
Prior 7-Day Average $400.5K
Calls: $129.9K (32%)
Puts: $270.6K (68%)
Current vs Prior 7-Day Avg +230.13%
Calls: +165.93%
Puts: +260.95%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (09/17) 1.00
Prior (09/16) 1.27
Current vs Prior -21.30%
Prior 7-Day Average 1.09
Current vs Prior 7-Day Avg -8.59%
Sentiment NEUTRAL

Open Interest

Detail
Current (09/17) 171,897
Calls: 130,381 (76%)
Puts: 41,516 (24%)
Prior (09/16) 170,033
Calls: 129,133 (76%)
Puts: 40,900 (24%)
Current vs Prior +1.10%
Prior 7-Day Total 1,186,346
Calls: 900,413 (76%)
Puts: 285,933 (24%)
Prior 7-Day Average 169,478
Calls: 128,630 (76%)
Puts: 40,847 (24%)
Current vs Prior 7-Day Avg +1.43%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/18) | Next (09/25)Expiry (09/18) | Next (10/16)
Current 6.64% | 11.06%6.64% | 16.60%
Prior 6.70% | 11.20%6.70% | 17.46%
Current vs Prior -0.95% | -1.21%-0.95% | -4.95%
Prior 7-Day Avg 8.05% | 11.73%9.66% | 18.51%
Current vs 7-Day Avg -17.54% | -5.64%-31.30% | -10.34%
Prior 7-Day Eod 6.70% | 11.20%6.70% | 17.46%
Current vs 7-Day Eod -0.95% | -1.21%-0.95% | -4.95%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 53.34% | 20.12%
Calls: 66.67% | 22.06%
Puts: 40.00% | 18.18%
Prior 34.15% | 22.77%
Calls: 40.00% | 20.55%
Puts: 28.30% | 25.00%
Current vs Prior +56.19% | -11.64%
Prior 7-Day Avg 53.80% | 20.55%
Calls: 44.34% | 18.79%
Puts: 63.27% | 22.32%
Current vs 7-Day Avg -0.86% | -2.10%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Moderately bearish flow with 74% put dollar volume ($976.8K). Dollar volume significantly above 7-day average (230% higher). Volume explosion - 101% above 7-day average (6,624 vs avg 3,303). P/C ratio dropping 21% - sentiment shifting bullish.

Smart Money BEARISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
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. 3 found (avg $0.82, cheapest $0.77)

CALLS (0)
No calls meet the criteria
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.00Oct 20.700.85$0.7719.5%10.5225
$12.00Oct 90.851.00$0.9316.1%50.50149
$11.00Oct 300.700.85$0.7719.5%--0.34200

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 34 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Sep 180.601.10$0.8558.8%100.936
$10.50Sep 181.101.60$1.3537.0%160.8910
$9.50Sep 182.052.60$2.3323.6%20.884
$10.00Sep 181.702.00$1.8516.2%120.8713
$10.00Oct 161.852.30$2.0821.6%--0.8276
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.50Sep 180.550.80$0.6836.8%181.00488
$14.00Sep 252.002.45$2.2320.2%--1.0026
$13.00Sep 181.051.35$1.2025.0%980.941.9K
$13.50Sep 251.551.90$1.7320.2%--0.9476
$14.00Oct 22.102.50$2.3017.4%--0.8614

Most actively traded options today. High liquidity = easy entry/exit. 56 active (total vol 3.1K, top 1.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.00Oct 20.450.70$0.5743.9%5190.49519
$13.00Oct 230.600.80$0.7028.6%5180.40--
$12.00Sep 180.100.15$0.1338.5%980.4017
$13.50Oct 20.150.25$0.2050.0%870.218
$12.00Oct 160.801.00$0.9022.2%410.5140
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.00Sep 181.902.45$2.1725.3%1.0K0.85698
$12.00Sep 180.200.40$0.3066.7%1070.72667
$10.50Oct 20.150.25$0.2050.0%1000.19195
$13.00Sep 181.051.35$1.2025.0%980.941.9K
$13.50Sep 181.451.90$1.6726.9%760.8450

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 7 strikes (avg 160.7%, max 337.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$14.00Sep 18Oct 30326.3%74.6%337.2%9465
$13.50Sep 18Oct 9279.8%75.0%273.3%1218
$13.00Sep 18Oct 23167.2%77.2%116.6%518497
$11.50Sep 18Oct 9102.3%71.2%43.8%6108
$12.50Sep 18Oct 9100.9%74.8%35.0%4155
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$13.50Sep 18Oct 2279.8%74.6%275.1%7674
$11.50Sep 18Oct 9102.3%71.2%43.8%33233

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 33 found (best R:R 0.69, avg 1.81)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$10.00$12.00Oct 16$1.18$0.82$1.1882%0.69$11.18
$12.00$13.00Oct 16$0.33$0.67$0.3351%2.03$12.33
$12.00$12.50Oct 2$0.12$0.38$0.1249%3.17$12.12
$11.50$12.50Oct 9$0.42$0.58$0.4261%1.38$11.92
$12.00$14.00Oct 30$0.68$1.32$0.6853%1.94$12.68
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$12.00$11.50Sep 18$0.20$0.30$0.2072%1.50$11.80
$13.00$12.50Oct 2$0.32$0.18$0.3271%0.56$12.68
$12.50$12.00Sep 25$0.30$0.20$0.3070%0.67$12.20
$12.50$12.00Oct 9$0.27$0.23$0.2759%0.85$12.23
$12.00$11.50Oct 2$0.24$0.26$0.2452%1.08$11.76

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 17 found (best R:R 0.18, avg 0.43)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$13.00$13.50Oct 2$0.13$0.13$0.3770%0.35$13.13
$12.00$12.50Sep 25$0.18$0.18$0.3252%0.56$12.18
$12.50$13.00Sep 25$0.10$0.10$0.4067%0.25$12.60
$13.00$13.50Oct 9$0.12$0.12$0.3866%0.32$13.12
$12.50$13.00Oct 9$0.15$0.15$0.3558%0.43$12.65
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$10.50$9.50Oct 2$0.15$0.15$0.8581%0.18$10.35
$11.00$10.00Oct 16$0.29$0.29$0.7167%0.41$10.71
$11.50$11.00Oct 9$0.22$0.22$0.2860%0.79$11.28
$11.50$11.00Sep 25$0.18$0.18$0.3263%0.56$11.32
$11.50$11.00Oct 2$0.20$0.20$0.3060%0.67$11.30

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 1 found (avg debit $0.30, cheapest $0.30)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$12.00Sep 18Sep 25$0.3075.6%69.8%
PUTS (0)
No puts found

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 15 found (cheapest 3.66% of stock, avg 10.99%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$12.00Sep 18$0.13$0.30$0.43$11.57$12.433.66%
$11.50Sep 18$0.48$0.10$0.58$10.92$12.084.94%
$12.50Sep 18$0.05$0.68$0.73$11.77$13.236.21%
$11.00Sep 18$0.85$0.03$0.88$10.12$11.887.49%
$11.50Sep 25$0.70$0.33$1.03$10.47$12.538.77%
$12.00Sep 25$0.43$0.60$1.03$10.97$13.038.77%
$12.50Sep 25$0.25$0.90$1.15$11.35$13.659.79%
$11.00Sep 25$1.02$0.15$1.17$9.83$12.179.96%
$12.00Oct 2$0.57$0.77$1.34$10.66$13.3411.40%
$11.00Oct 2$1.18$0.33$1.51$9.49$12.5112.85%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 82 found (cheapest 0.68% of stock, avg 4.89%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$12.50$11.00Sep 18$0.05$0.03$0.08$10.92$12.58
$14.00$10.00Sep 25$0.05$0.05$0.10$9.90$14.10
$13.00$11.00Sep 18$0.08$0.03$0.11$10.89$13.11
$12.50$10.50Sep 18$0.05$0.08$0.13$10.37$12.63
$13.50$10.00Sep 25$0.08$0.05$0.13$9.87$13.63
$13.00$10.50Sep 18$0.08$0.08$0.16$10.34$13.16
$12.50$11.50Sep 18$0.05$0.10$0.15$11.35$12.65
$14.00$10.50Sep 25$0.05$0.13$0.18$10.32$14.18
$13.00$11.50Sep 18$0.08$0.10$0.18$11.32$13.18
$12.50$10.00Sep 18$0.05$0.15$0.20$9.80$12.70

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 3 found (best R:R 1.08, avg credit $0.27)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
10/1113/14Oct 2$0.26$0.2441%1.08$10.74$13.26
10/1113/14Oct 9$0.27$0.2335%1.17$10.73$13.27
10/1013/14Oct 2$0.28$0.7250%0.39$10.22$13.28

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 27 found (best R:R 2.85, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$11.00$11.50$12.00Sep 25$0.05$0.4532%9.00
$12.00$13.00$14.00Oct 16$0.11$0.8926%8.09
$11.50$12.00$12.50Sep 25$0.09$0.4131%4.56
$12.00$12.50$13.00Sep 25$0.08$0.4226%5.25
$12.00$12.50$13.00Sep 18$0.11$0.3925%3.55
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$11.00$11.50$12.00Sep 18$0.13$0.3764%2.85
$11.00$12.00$13.00Oct 30$0.06$0.9425%15.67
$11.50$12.00$12.50Sep 18$0.18$0.3273%1.78
$12.00$12.50$13.00Sep 25$0.07$0.4329%6.14
$11.00$11.50$12.00Sep 25$0.09$0.4132%4.56

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 43 found (best net $-0.46, 37 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$11.00$11.501:2Sep 18-$0.11$0.39
$11.50$12.501:2Oct 9-$0.18$0.82
$12.00$13.001:2Oct 16-$0.24$0.76
$13.00$14.001:2Oct 16-$0.13$0.87
$11.50$12.001:2Sep 25-$0.16$0.34
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$14.00$12.501:2Oct 23-$0.46$1.04
$13.00$12.501:2Sep 18-$0.16$0.34
$12.00$11.001:2Oct 16-$0.09$0.91
$12.00$11.001:2Oct 23-$0.12$0.88
$13.00$12.001:2Oct 16-$0.37$0.63

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 19 found (best yield 8.94%, avg 3.11%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$12.00Oct 30$1.050.532.1%8.94%11.06%1151
$13.00Oct 23$0.600.4010.6%5.11%15.74%518--
$14.00Oct 30$0.350.3019.1%2.98%22.13%415
$13.00Oct 16$0.500.3710.6%4.26%14.89%2121
$12.00Oct 16$0.800.512.1%6.81%8.94%4140
$14.00Oct 16$0.300.2519.1%2.55%21.70%10264
$12.50Oct 9$0.500.426.4%4.26%10.64%--13
$13.00Oct 9$0.350.3410.6%2.98%13.62%7--
$13.50Oct 9$0.250.2714.9%2.13%17.02%1--
$14.00Oct 9$0.200.2319.1%1.70%20.85%--31

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 3,314
Total Puts 3,310
Put/Call Ratio 1.00
Net Difference 4

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 11,409
Total Puts 11,718
Average Put/Call Ratio 1.09
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All