Tour v533
CSIQ
CANADIAN SOLAR INC
$10.10 +7.33%
$10.14 (+0.40%)🌙
as of 11/03 06:09 PM
◀ 11/3 18:09 ▶

Option Volume

Detail
ℹ
Current (11/03) 10,256
Calls: 8,575 (84%)
Puts: 1,681 (16%)
Prior (11/02) 3,979
Calls: 3,184 (80%)
Puts: 795 (20%)
Current vs Prior +157.75%
Calls: +169.32% (Calls)
Puts: +111.45% (Puts)
Prior 7-Day Total 18,935
Calls: 11,034 (58%)
Puts: 7,901 (42%)
Prior 7-Day Average 2,705
Calls: 1,576 (58%)
Puts: 1,128 (42%)
Current vs Prior 7-Day Avg +279.15%
Calls: +444.00%
Puts: +48.93%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/03) $899.8K
Calls: $780.0K (87%)
Puts: $119.8K (13%)
Prior (11/02) $202.1K
Calls: $114.0K (56%)
Puts: $88.2K (44%)
Current vs Prior +345.18%
Calls: +584.38%
Puts: +35.94%
Prior 7-Day Total $1.62M
Calls: $695.9K (43%)
Puts: $922.0K (57%)
Prior 7-Day Average $231.1K
Calls: $99.4K (43%)
Puts: $131.7K (57%)
Current vs Prior 7-Day Avg +289.31%
Calls: +684.56%
Puts: -9.02%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/03) 0.20
Prior (11/02) 0.25
Current vs Prior -21.49%
Prior 7-Day Average 0.90
Current vs Prior 7-Day Avg -78.15%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/03) 159,323
Calls: 118,412 (74%)
Puts: 40,911 (26%)
Prior (11/02) 156,970
Calls: 116,641 (74%)
Puts: 40,329 (26%)
Current vs Prior +1.50%
Prior 7-Day Total 1,113,483
Calls: 827,076 (74%)
Puts: 286,407 (26%)
Prior 7-Day Average 159,069
Calls: 118,153 (74%)
Puts: 40,915 (26%)
Current vs Prior 7-Day Avg +0.16%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 11.19% | 15.84%19.31% | 23.56%
Prior 10.95% | 13.60%16.15% | 23.49%
Current vs Prior +2.21% | +16.46%+19.53% | +0.34%
Prior 7-Day Avg 8.08% | 12.36%17.89% | 24.55%
Current vs 7-Day Avg +38.51% | +28.13%+7.91% | -4.00%
Prior 7-Day Eod 10.95% | 13.60%16.15% | 23.49%
Current vs 7-Day Eod +2.21% | +16.46%+19.53% | +0.34%
Sentiment BEARISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 29.94% | 18.72%
Calls: 25.00% | 15.38%
Puts: 34.88% | 22.06%
Prior 26.31% | 20.24%
Calls: 13.16% | 23.81%
Puts: 39.47% | 16.67%
Current vs Prior +13.80% | -7.51%
Prior 7-Day Avg 40.72% | 28.61%
Calls: 21.14% | 24.77%
Puts: 47.16% | 32.45%
Current vs 7-Day Avg -26.47% | -34.56%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 87% of dollar volume in calls ($780.0K) vs puts ($119.8K). Massive premium surge with dollar volume up 345% vs prior. Dollar volume significantly above 7-day average (289% higher). Unusually high activity with volume up 158% vs prior - elevated interest.

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 BEARISH
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 9.4%, best 9.4%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.50Nov 130.500.55$0.539.4%70.43108
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 7 found (avg $0.63, cheapest $0.28)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.50Nov 60.250.30$0.2817.9%3490.40998
$10.50Nov 130.500.55$0.539.4%70.43108
$10.00Nov 130.650.75$0.7014.3%40.5423
$12.00Dec 180.550.65$0.6016.7%30.34336
$11.00Dec 180.800.95$0.8817.0%240.45124
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.00Nov 200.700.80$0.7513.3%--0.43850
$9.00Dec 180.600.70$0.6515.4%250.29125

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 25 found (avg delta 0.70, highest 0.95)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$8.50Nov 61.351.85$1.6031.2%--0.95123
$9.00Nov 61.001.40$1.2033.3%--0.88108
$9.00Nov 131.251.55$1.4021.4%10.78--
$9.50Nov 60.650.90$0.7832.1%410.75554
$9.00Nov 201.401.65$1.5316.3%90.7532
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.00Nov 61.652.20$1.9328.5%--0.9536
$11.50Nov 61.201.65$1.4231.7%--0.87114
$12.00Nov 131.852.25$2.0519.5%--0.8215
$11.00Nov 60.851.10$0.9825.5%140.7680
$12.00Nov 202.002.30$2.1514.0%10.76704

Most actively traded options today. High liquidity = easy entry/exit. 44 active (total vol 2.2K, top 711)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.00Nov 60.450.55$0.5020.0%7110.59943
$10.50Nov 60.250.30$0.2817.9%3490.40998
$11.00Nov 130.300.40$0.3528.6%940.3383
$11.50Nov 130.200.35$0.2853.6%620.2630
$10.00Dec 181.151.35$1.2516.0%430.57123
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.00Nov 60.250.40$0.3345.5%3910.41254
$9.50Nov 60.100.25$0.1883.3%2220.25224
$9.00Dec 180.600.70$0.6515.4%250.29125
$10.00Dec 181.051.20$1.1313.3%160.4375
$11.00Nov 60.851.10$0.9825.5%140.7680

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 31.2%, max 35.7%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$11.00Nov 6Dec 18118.6%87.4%35.7%57455
$10.00Nov 6Dec 18112.6%83.1%35.5%7541.1K
$9.50Nov 6Nov 20122.6%95.3%28.7%41646
$10.50Nov 6Nov 20113.6%95.8%18.7%3501.0K
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$11.00Nov 6Dec 18118.6%87.4%35.7%19114
$10.00Nov 6Dec 18112.6%83.1%35.5%407329
$9.50Nov 6Nov 20122.6%95.3%28.7%226289

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 32 found (best R:R 1.99, avg 1.68)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$10.00$12.00Dec 11$0.67$1.33$0.6757%1.99$10.67
$10.00$11.00Dec 18$0.37$0.63$0.3757%1.70$10.37
$10.00$11.00Dec 4$0.37$0.63$0.3756%1.70$10.37
$11.00$12.00Dec 18$0.28$0.72$0.2844%2.57$11.28
$10.00$10.50Nov 13$0.17$0.33$0.1754%1.94$10.17
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$10.00$9.50Nov 6$0.15$0.35$0.1542%2.33$9.85
$9.00$8.50Nov 20$0.11$0.39$0.1124%3.55$8.89
$10.00$9.50Nov 13$0.22$0.28$0.2245%1.27$9.78
$11.50$10.00Nov 13$0.98$0.52$0.9873%0.53$10.52
$10.00$9.50Nov 20$0.22$0.28$0.2243%1.27$9.78

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 16 found (best R:R 0.92, avg 0.50)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$11.50$12.00Nov 13$0.13$0.13$0.3774%0.35$11.63
$10.50$11.00Nov 13$0.18$0.18$0.3256%0.56$10.68
$10.50$11.00Nov 6$0.13$0.13$0.3760%0.35$10.63
$11.00$11.50Nov 20$0.15$0.15$0.3561%0.43$11.15
$11.00$12.00Nov 27$0.25$0.25$0.7560%0.33$11.25
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$10.00$9.00Dec 18$0.48$0.48$0.5257%0.92$9.52
$9.50$9.00Nov 20$0.20$0.20$0.3066%0.67$9.30
$9.50$9.00Nov 13$0.18$0.18$0.3266%0.56$9.32
$9.00$8.50Nov 13$0.12$0.12$0.3877%0.32$8.88
$10.00$9.50Nov 20$0.22$0.22$0.2857%0.79$9.78

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $0.26, cheapest $0.20)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$10.00Nov 6Nov 13$0.20112.6%101.7%
$10.50Nov 6Nov 13$0.25113.6%108.3%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$10.00Nov 6Nov 13$0.32112.6%101.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 11 found (cheapest 8.22% of stock, avg 15.19%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$10.00Nov 6$0.50$0.33$0.83$9.17$10.838.22%
$10.50Nov 6$0.28$0.63$0.91$9.59$11.419.01%
$9.50Nov 6$0.78$0.18$0.96$8.54$10.469.50%
$11.00Nov 6$0.15$0.98$1.13$9.87$12.1311.19%
$10.00Nov 13$0.70$0.65$1.35$8.65$11.3513.37%
$9.50Nov 13$1.05$0.43$1.48$8.02$10.9814.65%
$10.00Nov 20$0.90$0.75$1.65$8.35$11.6516.34%
$9.50Nov 20$1.20$0.53$1.73$7.77$11.2317.13%
$11.00Nov 20$0.53$1.35$1.88$9.12$12.8818.61%
$10.00Dec 18$1.25$1.13$2.38$7.62$12.3823.56%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 56 found (cheapest 0.59% of stock, avg 7.26%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$12.00$8.50Nov 6$0.03$0.03$0.06$8.44$12.06
$12.00$9.00Nov 6$0.03$0.08$0.11$8.89$12.11
$11.50$8.50Nov 6$0.08$0.03$0.11$8.39$11.61
$11.50$9.00Nov 6$0.08$0.08$0.16$8.84$11.66
$11.00$8.50Nov 6$0.15$0.03$0.18$8.32$11.18
$12.00$9.50Nov 6$0.03$0.18$0.21$9.29$12.21
$11.00$9.00Nov 6$0.15$0.08$0.23$8.77$11.23
$12.00$8.50Nov 13$0.15$0.13$0.28$8.22$12.28
$11.50$9.50Nov 6$0.08$0.18$0.26$9.24$11.76
$11.00$9.50Nov 6$0.15$0.18$0.33$9.17$11.33

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 1.63, avg credit $0.28)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
9/1012/12Nov 13$0.31$0.1940%1.63$9.19$11.81
8/912/12Nov 13$0.25$0.2551%1.00$8.75$11.75

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 22 found (best R:R 10.11, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$10.00$11.00$12.00Dec 4$0.09$0.9126%10.11
$9.50$10.00$10.50Nov 6$0.06$0.4436%7.33
$10.00$11.00$12.00Dec 18$0.09$0.9123%10.11
$10.00$11.00$12.00Nov 27$0.15$0.8529%5.67
$10.50$11.00$11.50Nov 6$0.06$0.4426%7.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$9.00$10.00$11.00Dec 18$0.09$0.9125%10.11
$10.00$10.50$11.00Nov 6$0.05$0.4535%9.00
$9.00$9.50$10.00Nov 6$0.05$0.4529%9.00
$8.50$9.00$9.50Nov 13$0.06$0.4420%7.33
$10.00$11.00$12.00Nov 20$0.20$0.8032%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. 31 found (best net $-0.15, 28 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$10.00$11.001:2Nov 27-$0.20$0.80
$11.00$12.001:2Nov 27-$0.10$0.90
$11.00$12.001:2Dec 4-$0.17$0.83
$10.00$10.501:2Nov 6-$0.06$0.44
$10.00$11.001:2Dec 4-$0.36$0.64
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$11.00$10.001:2Nov 20-$0.15$0.85
$10.00$9.001:2Dec 18-$0.17$0.83
$12.00$11.001:2Nov 20-$0.55$0.45
$11.00$10.501:2Nov 6-$0.28$0.22
$9.50$9.001:2Nov 13-$0.07$0.43

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 17 found (best yield 7.92%, avg 3.87%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$11.00Dec 18$0.800.458.9%7.92%16.83%24124
$12.00Dec 18$0.550.3418.8%5.45%24.26%3336
$12.00Dec 11$0.450.3218.8%4.46%23.27%1--
$11.00Dec 4$0.650.428.9%6.44%15.35%333
$12.00Dec 4$0.400.3018.8%3.96%22.77%15--
$11.00Nov 27$0.500.408.9%4.95%13.86%347
$12.00Nov 27$0.300.2718.8%2.97%21.78%1127
$11.00Nov 20$0.450.398.9%4.46%13.37%13308
$10.50Nov 20$0.600.474.0%5.94%9.90%126
$11.50Nov 20$0.300.3113.9%2.97%16.83%220

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 8,575
Total Puts 1,681
Put/Call Ratio 0.20
Net Difference 6,894

Prior's Put/Call Breakdown

Total Calls 3,184
Total Puts 795
Put/Call Ratio 0.25
Net Difference 2,389

Prior 7-Day Put/Call Summary

Total Calls 11,034
Total Puts 7,901
Average Put/Call Ratio 0.90
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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