Tour v536
CSIQ
CANADIAN SOLAR INC
$10.31 -4.36%
$10.10 (-2.04%)🌙
as of 11/05 06:08 PM
◀ 11/5 18:09 ▶

Option Volume

Detail
ℹ
Current (11/05) 4,518
Calls: 2,923 (65%)
Puts: 1,595 (35%)
Prior (11/04) 12,801
Calls: 8,880 (69%)
Puts: 3,921 (31%)
Current vs Prior -64.71%
Calls: -67.08% (Calls)
Puts: -59.32% (Puts)
Prior 7-Day Total 36,492
Calls: 25,720 (70%)
Puts: 10,772 (30%)
Prior 7-Day Average 5,213
Calls: 3,674 (70%)
Puts: 1,538 (30%)
Current vs Prior 7-Day Avg -13.33%
Calls: -20.45%
Puts: +3.65%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/05) $687.7K
Calls: $511.1K (74%)
Puts: $176.6K (26%)
Prior (11/04) $839.8K
Calls: $428.8K (51%)
Puts: $411.0K (49%)
Current vs Prior -18.11%
Calls: +19.19%
Puts: -57.03%
Prior 7-Day Total $2.86M
Calls: $1.70M (59%)
Puts: $1.17M (41%)
Prior 7-Day Average $409.2K
Calls: $242.2K (59%)
Puts: $167.0K (41%)
Current vs Prior 7-Day Avg +68.06%
Calls: +111.05%
Puts: +5.73%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/05) 0.55
Prior (11/04) 0.44
Current vs Prior +23.58%
Prior 7-Day Average 0.71
Current vs Prior 7-Day Avg -22.72%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/05) 163,677
Calls: 119,146 (73%)
Puts: 44,531 (27%)
Prior (11/04) 69,378
Calls: 60,338 (87%)
Puts: 9,040 (13%)
Current vs Prior +135.92%
Prior 7-Day Total 1,025,643
Calls: 770,555 (75%)
Puts: 255,088 (25%)
Prior 7-Day Average 146,520
Calls: 110,079 (75%)
Puts: 36,441 (25%)
Current vs Prior 7-Day Avg +11.71%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 8.54% | 14.26%18.91% | 23.76%
Prior 9.09% | 15.12%18.74% | 23.01%
Current vs Prior -6.11% | -5.70%+0.94% | +3.29%
Prior 7-Day Avg 8.43% | 13.03%18.03% | 24.01%
Current vs 7-Day Avg +1.22% | +9.45%+4.89% | -1.01%
Prior 7-Day Eod 9.09% | 15.12%18.74% | 23.01%
Current vs 7-Day Eod -6.11% | -5.70%+0.94% | +3.29%
Sentiment BULLISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 48.62% | 29.36%
Calls: 55.56% | 26.67%
Puts: 41.67% | 32.05%
Prior 35.38% | 15.70%
Calls: 26.32% | 18.07%
Puts: 44.44% | 13.33%
Current vs Prior +37.42% | +87.01%
Prior 7-Day Avg 31.55% | 26.88%
Calls: 23.56% | 22.87%
Puts: 39.54% | 30.88%
Current vs 7-Day Avg +54.09% | +9.24%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 74% call dollar volume ($511.1K). Dollar volume significantly above 7-day average (68% higher). Below-average activity with volume down 65% vs prior. Bullish P/C ratio of 0.55.

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 BULLISH
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 9.5%, best 9.5%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.00Dec 181.001.10$1.059.5%60.4193

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 5 found (avg $0.84, cheapest $0.77)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.00Nov 130.700.85$0.7719.5%40.6248
$11.00Dec 40.700.85$0.7719.5%--0.4644
$11.00Dec 180.901.05$0.9815.3%630.48140
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.00Nov 270.700.85$0.7719.5%10.418
$10.00Dec 110.851.00$0.9316.1%30.413

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 28 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$9.00Nov 60.901.95$1.4373.4%70.93112
$8.50Nov 61.751.95$1.8510.8%20.93126
$9.50Nov 60.701.10$0.9044.4%2090.90548
$9.00Nov 201.451.75$1.6018.8%20.7932
$9.00Nov 271.551.95$1.7522.9%60.782
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Nov 60.500.90$0.7057.1%391.00127
$11.50Nov 61.101.60$1.3537.0%101.00738
$12.00Nov 61.552.15$1.8532.4%161.00160
$12.00Nov 131.702.05$1.8818.6%10.9015
$11.50Nov 131.201.55$1.3825.4%10.7981

Most actively traded options today. High liquidity = easy entry/exit. 52 active (total vol 2.4K, top 507)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$9.50Nov 60.701.10$0.9044.4%2090.90548
$10.00Nov 200.901.10$1.0020.0%2050.6174
$11.00Nov 200.500.65$0.5726.3%1840.421.2K
$10.00Nov 60.300.65$0.4872.9%1650.711.0K
$11.00Dec 180.901.05$0.9815.3%630.48140
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.00Nov 60.100.20$0.1566.7%5070.35521
$9.50Nov 130.200.40$0.3066.7%2520.2915
$9.00Nov 130.100.20$0.1566.7%2490.17153
$10.00Nov 200.600.75$0.6822.1%460.41829
$11.00Nov 60.500.90$0.7057.1%391.00127

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 6 strikes (avg 60.5%, max 86.3%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$11.50Nov 6Nov 20196.8%105.7%86.3%24247
$11.00Nov 6Dec 18157.2%89.2%76.3%93397
$10.00Nov 6Dec 18133.2%86.1%54.7%1921.2K
$10.50Nov 6Nov 20146.3%100.5%45.5%43755
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$10.00Nov 6Dec 18133.2%86.1%54.7%513614
$10.50Nov 6Nov 20146.3%100.5%45.5%737

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 35 found (best R:R 0.98, avg 1.54)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$9.00$11.00Dec 4$1.01$0.99$1.0176%0.98$10.01
$9.00$10.00Dec 18$0.52$0.48$0.5274%0.92$9.52
$10.00$11.00Dec 18$0.42$0.58$0.4261%1.38$10.42
$9.00$10.00Nov 27$0.60$0.40$0.6078%0.67$9.60
$11.00$12.00Dec 18$0.30$0.70$0.3048%2.33$11.30
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$11.00$10.50Nov 6$0.30$0.20$0.30100%0.67$10.70
$11.50$10.00Nov 13$0.90$0.60$0.9079%0.67$10.60
$11.00$10.50Nov 20$0.25$0.25$0.2561%1.00$10.75
$10.50$10.00Nov 6$0.25$0.25$0.2571%1.00$10.25
$10.00$9.50Nov 13$0.18$0.32$0.1841%1.78$9.82

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 16 found (best R:R 0.82, avg 0.48)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$11.50$12.00Nov 13$0.10$0.10$0.4073%0.25$11.60
$11.00$11.50Nov 13$0.15$0.15$0.3562%0.43$11.15
$10.50$11.00Nov 6$0.12$0.12$0.3857%0.32$10.62
$11.50$12.00Nov 20$0.12$0.12$0.3865%0.32$11.62
$10.50$11.00Nov 13$0.17$0.17$0.3351%0.52$10.67
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$10.00$9.00Dec 18$0.45$0.45$0.5559%0.82$9.55
$10.00$9.00Nov 27$0.39$0.39$0.6159%0.64$9.61
$10.00$9.50Nov 20$0.23$0.23$0.2759%0.85$9.77
$9.50$9.00Nov 13$0.15$0.15$0.3571%0.43$9.35
$9.50$9.00Nov 20$0.15$0.15$0.3568%0.43$9.35

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $0.34, cheapest $0.35)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$10.50Nov 6Nov 13$0.35146.3%110.5%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$10.00Nov 6Nov 13$0.33133.2%101.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 14 found (cheapest 6.01% of stock, avg 14.92%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$10.50Nov 6$0.22$0.40$0.62$9.88$11.126.01%
$10.00Nov 6$0.48$0.15$0.63$9.37$10.636.11%
$11.00Nov 6$0.10$0.70$0.80$10.20$11.807.76%
$9.50Nov 6$0.90$0.05$0.95$8.55$10.459.21%
$10.00Nov 13$0.77$0.48$1.25$8.75$11.2512.12%
$9.50Nov 13$1.10$0.30$1.40$8.10$10.9013.58%
$10.00Nov 20$1.00$0.68$1.68$8.32$11.6816.29%
$10.50Nov 20$0.75$0.95$1.70$8.80$12.2016.49%
$9.50Nov 20$1.27$0.45$1.72$7.78$11.2216.68%
$11.00Nov 20$0.57$1.20$1.77$9.23$12.7717.17%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 54 found (cheapest 0.78% of stock, avg 6.50%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$12.00$9.00Nov 6$0.03$0.05$0.08$8.92$12.08
$12.00$9.50Nov 6$0.03$0.05$0.08$9.42$12.08
$12.00$8.50Nov 6$0.03$0.08$0.11$8.39$12.11
$11.50$9.50Nov 6$0.08$0.05$0.13$9.37$11.63
$11.50$9.00Nov 6$0.08$0.05$0.13$8.87$11.63
$11.00$9.50Nov 6$0.10$0.05$0.15$9.35$11.15
$11.50$8.50Nov 6$0.08$0.08$0.16$8.34$11.66
$11.00$9.00Nov 6$0.10$0.05$0.15$8.85$11.15
$11.00$8.50Nov 6$0.10$0.08$0.18$8.32$11.18
$12.00$10.00Nov 6$0.03$0.15$0.18$9.82$12.18

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 1.00, avg credit $0.26)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
9/1012/12Nov 13$0.25$0.2544%1.00$9.25$11.75
9/1012/12Nov 20$0.27$0.2334%1.17$9.23$11.77

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 22 found (best R:R 6.69, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$9.00$10.00$11.00Nov 27$0.13$0.8733%6.69
$9.00$10.00$11.00Dec 18$0.10$0.9026%9.00
$10.00$11.00$12.00Nov 27$0.17$0.8332%4.88
$10.00$10.50$11.00Nov 6$0.14$0.3648%2.57
$10.00$11.00$12.00Dec 18$0.12$0.8824%7.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$9.50$10.00$10.50Nov 6$0.15$0.3558%2.33
$9.00$10.00$11.00Nov 27$0.17$0.8335%4.88
$9.00$10.00$11.00Dec 18$0.15$0.8526%5.67
$8.50$9.00$9.50Nov 20$0.05$0.4516%9.00
$9.00$9.50$10.00Nov 6$0.10$0.4026%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. 33 found (best net $-0.06, 29 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$9.50$10.001:2Nov 6-$0.06$0.44
$10.00$11.001:2Nov 27-$0.21$0.79
$11.00$12.001:2Nov 27-$0.08$0.92
$11.00$12.001:2Dec 4-$0.19$0.81
$9.00$10.001:2Nov 27-$0.55$0.45
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$11.00$10.501:2Nov 6-$0.10$0.40
$11.00$10.001:2Nov 27-$0.21$0.79
$10.00$9.001:2Dec 18-$0.15$0.85
$10.00$9.501:2Nov 13-$0.12$0.38
$11.00$10.001:2Dec 18-$0.45$0.55

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 15 found (best yield 8.73%, avg 4.14%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$11.00Dec 18$0.900.486.7%8.73%15.42%63140
$12.00Dec 18$0.600.3716.4%5.82%22.21%3369
$11.00Dec 4$0.700.466.7%6.79%13.48%--44
$12.00Dec 4$0.400.3316.4%3.88%20.27%--15
$11.00Nov 27$0.600.456.7%5.82%12.51%--49
$12.00Nov 27$0.300.3016.4%2.91%19.30%1129
$11.00Nov 20$0.500.426.7%4.85%11.54%1841.2K
$11.50Nov 20$0.350.3511.5%3.39%14.94%628
$10.50Nov 20$0.650.521.8%6.30%8.15%--28
$12.00Nov 20$0.250.2816.4%2.42%18.82%39741

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 2,923
Total Puts 1,595
Put/Call Ratio 0.55
Net Difference 1,328

Prior's Put/Call Breakdown

Total Calls 8,880
Total Puts 3,921
Put/Call Ratio 0.44
Net Difference 4,959

Prior 7-Day Put/Call Summary

Total Calls 25,720
Total Puts 10,772
Average Put/Call Ratio 0.71
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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