Tour v376
CSIQ
CANADIAN SOLAR INC
$15.19 -0.07%
7/21 15:05

Option Volume

Detail
Current (07/21 3:05pm) 5,242
Calls: 3,994 (76%)
Puts: 1,248 (24%)
Prior (07/20) 4,188
Calls: 3,022 (72%)
Puts: 1,166 (28%)
Current vs Prior +25.17%
Calls: +32.16% (Calls)
Puts: +7.03% (Puts)
Prior 7-Day Total 25,306
Calls: 16,534 (65%)
Puts: 8,772 (35%)
Prior 7-Day Average 3,615
Calls: 2,362 (65%)
Puts: 1,253 (35%)
Current vs Prior 7-Day Avg +45.00%
Calls: +69.09%
Puts: -0.41%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/21 3:05pm) $1.24M
Calls: $827.0K (67%)
Puts: $413.4K (33%)
Prior (07/20) $824.1K
Calls: $575.1K (70%)
Puts: $248.9K (30%)
Current vs Prior +50.53%
Calls: +43.79%
Puts: +66.09%
Prior 7-Day Total $4.01M
Calls: $1.98M (49%)
Puts: $2.03M (51%)
Prior 7-Day Average $572.3K
Calls: $282.7K (49%)
Puts: $289.5K (51%)
Current vs Prior 7-Day Avg +116.76%
Calls: +192.51%
Puts: +42.79%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/21 3:05pm) 0.31
Prior (07/20) 0.39
Current vs Prior -19.02%
Prior 7-Day Average 0.58
Current vs Prior 7-Day Avg -46.35%
Sentiment BULLISH

Open Interest

Detail
Current (07/21 3:05pm) 151,240
Calls: 120,424 (80%)
Puts: 30,816 (20%)
Prior (07/20) 147,716
Calls: 117,956 (80%)
Puts: 29,760 (20%)
Current vs Prior +2.39%
Prior 7-Day Total 1,188,335
Calls: 932,180 (78%)
Puts: 256,155 (22%)
Prior 7-Day Average 169,762
Calls: 133,168 (78%)
Puts: 36,593 (22%)
Current vs Prior 7-Day Avg -10.91%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 9.74% | 14.81%25.15% | 30.15%
Prior 3.72% | 12.29%3.72% | 23.79%
Current vs Prior +161.85% | +20.50%+575.86% | +26.75%
Prior 7-Day Avg 7.74% | 13.58%9.71% | 24.73%
Current vs 7-Day Avg +25.89% | +9.11%+158.98% | +21.91%
Prior 7-Day Eod 3.72% | 12.29%24.67% | 31.05%
Current vs 7-Day Eod +161.85% | +20.50%+1.93% | -2.90%
Sentiment BEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 16.94% | 17.79%
Calls: 20.55% | 18.18%
Puts: 13.33% | 17.39%
Prior 106.25% | 11.01%
Calls: 100.00% | 12.50%
Puts: 112.50% | 9.52%
Current vs Prior -84.06% | +61.58%
Prior 7-Day Avg 52.43% | 16.25%
Calls: 61.10% | 17.32%
Puts: 43.75% | 15.18%
Current vs 7-Day Avg -67.69% | +9.49%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Moderately bullish flow with 67% call dollar volume ($827.0K). Elevated premium activity with dollar volume up 51% vs prior. Dollar volume significantly above 7-day average (117% higher). Extreme bullish P/C ratio of 0.31 - heavy call buying (3,994 calls vs 1,248 puts).

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 7 of results (avg 8.7%, best 6.9%)

CALLS (0)
No calls meet the criteria
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.00Jul 312.102.25$2.176.9%--0.7233
$18.00Aug 213.403.70$3.558.5%--0.6722
$17.00Aug 212.702.95$2.838.8%--0.5931
$16.00Jul 241.051.15$1.109.1%--0.67146
$16.00Aug 212.102.30$2.209.1%--0.5120

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 6 found (avg $0.77, cheapest $0.43)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.00Aug 210.750.90$0.8318.1%--0.33224
$15.50Jul 310.800.95$0.8817.0%30.4912
$16.00Aug 70.901.05$0.9815.3%10.4522
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.00Jul 310.400.45$0.4311.6%700.27129
$15.50Jul 240.700.80$0.7513.3%--0.56155
$13.00Aug 210.700.80$0.7513.3%30.24101

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 25 found (avg delta 0.69, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.00Jul 242.052.40$2.2215.8%20.942
$12.50Jul 242.602.90$2.7510.9%20.926
$13.00Jul 312.302.95$2.6324.7%--0.8510
$14.00Jul 241.251.55$1.4021.4%--0.81131
$14.00Jul 311.601.80$1.7011.8%--0.7319
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.00Jul 242.603.00$2.8014.3%--0.9311
$17.50Jul 241.752.55$2.1537.2%10.886
$17.00Jul 241.502.05$1.7830.9%--0.8764
$16.50Jul 241.401.55$1.4810.1%--0.77117
$17.00Jul 312.102.25$2.176.9%--0.7233

Most actively traded options today. High liquidity = easy entry/exit. 44 active (total vol 1.9K, top 498)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.00Jul 310.300.50$0.4050.0%4980.28262
$14.50Jul 240.951.10$1.0214.7%1380.70323
$17.00Aug 211.001.20$1.1018.2%1120.41287
$15.50Jul 240.400.55$0.4831.3%980.45125
$18.00Jul 240.000.10$0.05200.0%930.07258
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.50Jul 240.050.15$0.10100.0%2290.12325
$13.00Aug 70.350.55$0.4544.4%2030.2151
$14.00Jul 310.400.45$0.4311.6%700.27129
$13.00Jul 240.000.10$0.05200.0%350.0789
$13.50Jul 310.250.40$0.3345.5%230.21197

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 19 strikes (avg 16.1%, max 68.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$17.50Jul 24Aug 14125.1%97.0%28.9%311.1K
$18.00Jul 24Aug 28120.2%96.8%24.3%110268
$13.00Jul 24Jul 31119.0%102.5%16.1%212
$16.00Jul 24Aug 21112.7%102.2%10.3%67689
$15.00Jul 24Aug 21109.7%99.7%10.0%15627
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$12.50Jul 24Aug 14168.3%100.0%68.2%571
$18.00Jul 24Aug 21120.2%98.3%22.3%--33
$13.00Jul 24Aug 21119.0%100.1%18.9%38190
$13.50Jul 24Jul 31116.8%100.3%16.5%252522
$15.50Jul 24Aug 14108.1%96.6%11.9%--180

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 41 found (best R:R 4.00, avg 1.81)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$16.50$17.00Jul 24$0.10$0.40$0.104.00$16.60
$17.00$17.50Jul 31$0.10$0.40$0.104.00$17.10
$17.00$17.50Aug 14$0.12$0.38$0.123.17$17.12
$16.00$16.50Jul 24$0.13$0.37$0.132.85$16.13
$17.50$18.00Aug 7$0.13$0.37$0.132.85$17.63
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$13.50$13.00Jul 31$0.10$0.40$0.104.00$13.40
$14.50$14.00Jul 24$0.12$0.38$0.123.17$14.38
$14.00$13.00Aug 7$0.25$0.75$0.253.00$13.75
$13.00$12.50Aug 7$0.15$0.35$0.152.33$12.85
$14.00$12.50Aug 14$0.48$1.02$0.482.12$13.52

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 48 found (best R:R 4.56, avg 1.07)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$13.00$14.00Jul 24$0.82$0.82$0.184.56$13.82
$14.00$14.50Jul 24$0.38$0.38$0.123.17$14.38
$14.00$15.00Jul 31$0.60$0.60$0.401.50$14.60
$14.50$15.00Jul 24$0.29$0.29$0.211.38$14.79
$15.00$15.50Jul 24$0.25$0.25$0.251.00$15.25
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$16.50$16.00Jul 24$0.38$0.38$0.123.17$16.12
$17.50$17.00Jul 24$0.37$0.37$0.132.85$17.13
$17.00$16.00Jul 31$0.74$0.74$0.262.85$16.26
$18.00$17.00Aug 21$0.72$0.72$0.282.57$17.28
$16.00$15.50Jul 24$0.35$0.35$0.152.33$15.65

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 18 found (avg debit $0.36, cheapest $0.17)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$18.00Jul 24Jul 31$0.17120.2%99.9%
$17.50Jul 24Jul 31$0.20125.1%99.4%
$14.00Jul 24Jul 31$0.30112.3%94.5%
$16.50Jul 24Jul 31$0.30112.4%96.2%
$17.00Jul 24Jul 31$0.30106.6%99.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$13.00Jul 24Jul 31$0.18119.0%102.5%
$13.50Jul 24Jul 31$0.23116.8%100.3%
$14.00Jul 24Jul 31$0.25112.3%94.5%
$16.00Jul 24Jul 31$0.33112.7%98.1%
$14.50Jul 24Jul 31$0.35109.3%99.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 22 found (cheapest 8.10% of stock, avg 16.16%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$15.00Jul 24$0.73$0.50$1.23$13.77$16.238.10%
$15.50Jul 24$0.48$0.75$1.23$14.27$16.738.10%
$14.50Jul 24$1.02$0.30$1.32$13.18$15.828.69%
$16.00Jul 24$0.33$1.10$1.43$14.57$17.439.41%
$14.00Jul 24$1.40$0.18$1.58$12.42$15.5810.40%
$16.50Jul 24$0.20$1.48$1.68$14.82$18.1811.06%
$17.00Jul 24$0.10$1.78$1.88$15.12$18.8812.38%
$15.00Jul 31$1.10$0.85$1.95$13.05$16.9512.84%
$16.00Jul 31$0.68$1.43$2.11$13.89$18.1113.89%
$14.00Jul 31$1.70$0.43$2.13$11.87$16.1314.02%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 86 found (cheapest 1.32% of stock, avg 7.95%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$17.00$13.50Jul 24$0.10$0.10$0.20$13.30$17.20
$17.00$12.50Jul 24$0.10$0.10$0.20$12.30$17.20
$17.50$13.50Jul 24$0.10$0.10$0.20$13.30$17.70
$17.50$12.50Jul 24$0.10$0.10$0.20$12.30$17.70
$17.00$14.00Jul 24$0.10$0.18$0.28$13.72$17.28
$17.50$14.00Jul 24$0.10$0.18$0.28$13.72$17.78
$16.50$13.50Jul 24$0.20$0.10$0.30$13.20$16.80
$16.50$12.50Jul 24$0.20$0.10$0.30$12.20$16.80
$16.50$14.00Jul 24$0.20$0.18$0.38$13.62$16.88
$17.00$14.50Jul 24$0.10$0.30$0.40$14.10$17.40

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 46 found (best R:R 5.25, avg credit $0.50)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
15/1617/18Aug 21$0.84$0.165.25$15.16$17.84
14/1516/16Jul 31$0.40$0.104.00$14.60$15.90
15/1616/17Aug 21$0.80$0.204.00$15.20$17.30
15/1616/16Jul 24$0.38$0.123.17$15.12$16.38
14/1516/16Jul 31$0.38$0.123.17$14.62$16.38
14/1415/16Jul 24$0.37$0.132.85$14.13$15.37
15/1617/18Aug 14$0.37$0.132.85$15.13$17.37
13/1417/18Aug 21$0.72$0.282.57$13.28$17.72
14/1516/16Jul 24$0.35$0.152.33$14.65$15.85
15/1616/17Jul 24$0.35$0.152.33$15.15$16.85

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 17 found (best R:R 15.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$16.00$16.50$17.00Jul 31$0.08$0.425.25
$15.00$15.50$16.00Aug 7$0.08$0.425.25
$14.00$14.50$15.00Jul 24$0.09$0.414.56
$15.00$15.50$16.00Jul 24$0.10$0.404.00
$16.50$17.00$17.50Jul 24$0.10$0.404.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$15.00$16.00$17.00Aug 21$0.06$0.9415.67
$16.00$17.00$18.00Aug 21$0.09$0.9110.11
$14.50$15.00$15.50Jul 24$0.05$0.459.00
$16.50$17.00$17.50Jul 24$0.07$0.436.14
$14.00$15.00$16.00Aug 21$0.14$0.866.14

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 $-0.20, 34 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$16.00$17.001:2Aug 7-$0.38$0.62
$14.00$15.001:2Jul 31-$0.50$0.50
$17.00$18.001:2Aug 21-$0.56$0.44
$16.00$16.501:2Jul 24-$0.07$0.43
$13.00$14.001:2Jul 24-$0.58$0.42
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$14.00$13.001:2Aug 7-$0.20$0.80
$16.00$15.001:2Jul 31-$0.27$0.73
$14.00$13.001:2Aug 21-$0.30$0.70
$15.00$14.001:2Aug 14-$0.48$0.52
$14.50$14.001:2Jul 24-$0.06$0.44

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 23 found (best yield 10.53%, avg 4.48%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$15.50Aug 21$1.600.542.0%10.53%12.57%4--
$16.00Aug 21$1.400.505.3%9.22%14.55%--257
$16.50Aug 21$1.200.468.6%7.90%16.52%4--
$15.50Aug 7$1.050.512.0%6.91%8.95%111
$17.00Aug 21$1.000.4111.9%6.58%18.50%112287
$16.00Aug 7$0.900.455.3%5.92%11.26%122
$16.50Aug 14$0.900.428.6%5.92%14.55%--26
$15.50Jul 31$0.800.492.0%5.27%7.31%312
$18.00Aug 28$0.800.3618.5%5.27%23.77%1710
$17.00Aug 14$0.750.3711.9%4.94%16.85%1148

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 3,994
Total Puts 1,248
Put/Call Ratio 0.31
Net Difference 2,746

Prior's Put/Call Breakdown

Total Calls 3,022
Total Puts 1,166
Put/Call Ratio 0.39
Net Difference 1,856

Prior 7-Day Put/Call Summary

Total Calls 16,534
Total Puts 8,772
Average Put/Call Ratio 0.58
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