Tour v388
CSIQ
CANADIAN SOLAR INC
$15.72 +2.28%
7/22 15:05

Option Volume

Detail
Current (07/22 3:05pm) 3,068
Calls: 2,402 (78%)
Puts: 666 (22%)
Prior (07/21) 5,242
Calls: 3,994 (76%)
Puts: 1,248 (24%)
Current vs Prior -41.47%
Calls: -39.86% (Calls)
Puts: -46.63% (Puts)
Prior 7-Day Total 27,481
Calls: 18,254 (66%)
Puts: 9,227 (34%)
Prior 7-Day Average 3,925
Calls: 2,607 (66%)
Puts: 1,318 (34%)
Current vs Prior 7-Day Avg -21.85%
Calls: -7.89%
Puts: -49.47%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/22 3:05pm) $580.9K
Calls: $353.1K (61%)
Puts: $227.9K (39%)
Prior (07/21) $1.24M
Calls: $827.0K (67%)
Puts: $413.4K (33%)
Current vs Prior -53.17%
Calls: -57.31%
Puts: -44.89%
Prior 7-Day Total $4.24M
Calls: $2.24M (53%)
Puts: $2.00M (47%)
Prior 7-Day Average $605.2K
Calls: $319.8K (53%)
Puts: $285.4K (47%)
Current vs Prior 7-Day Avg -4.02%
Calls: +10.39%
Puts: -20.16%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/22 3:05pm) 0.28
Prior (07/21) 0.31
Current vs Prior -11.27%
Prior 7-Day Average 0.56
Current vs Prior 7-Day Avg -50.45%
Sentiment BULLISH

Open Interest

Detail
Current (07/22 3:05pm) 155,444
Calls: 123,545 (79%)
Puts: 31,899 (21%)
Prior (07/21) 151,240
Calls: 120,424 (80%)
Puts: 30,816 (20%)
Current vs Prior +2.78%
Prior 7-Day Total 1,166,478
Calls: 917,869 (79%)
Puts: 248,609 (21%)
Prior 7-Day Average 166,639
Calls: 131,124 (79%)
Puts: 35,515 (21%)
Current vs Prior 7-Day Avg -6.72%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 8.33% | 13.68%23.66% | 30.60%
Prior 10.68% | 15.16%24.59% | 30.32%
Current vs Prior -21.97% | -9.79%-3.76% | +0.91%
Prior 7-Day Avg 8.05% | 13.73%11.21% | 25.30%
Current vs 7-Day Avg +3.54% | -0.41%+111.01% | +20.92%
Prior 7-Day Eod 10.68% | 15.16%25.11% | 30.25%
Current vs 7-Day Eod -21.97% | -9.79%-5.77% | +1.14%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 22.93% | 13.99%
Calls: 23.81% | 14.71%
Puts: 22.06% | 13.27%
Prior 15.62% | 12.88%
Calls: 19.48% | 9.09%
Puts: 11.76% | 16.67%
Current vs Prior +46.80% | +8.62%
Prior 7-Day Avg 51.76% | 15.55%
Calls: 60.95% | 16.72%
Puts: 42.58% | 14.39%
Current vs 7-Day Avg -55.70% | -10.06%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 61% call dollar volume ($353.1K). Light premium activity with dollar volume down 53% vs prior. Below-average activity with volume down 41% vs prior. Extreme bullish P/C ratio of 0.28 - heavy call buying (2,402 calls vs 666 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 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 2 of results (avg 8.8%, best 8.4%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.00Aug 71.551.70$1.639.2%20.6261
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.00Jul 311.701.85$1.788.4%--0.6733

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 5 found (avg $0.73, cheapest $0.55)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$16.50Jul 310.550.65$0.6016.7%110.39285
$17.00Aug 70.700.80$0.7513.3%60.3852
$16.00Jul 310.750.85$0.8012.5%160.4733
$15.00Jul 240.851.00$0.9316.1%210.72540
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.00Aug 70.500.60$0.5518.2%200.2626

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 28 found (avg delta 0.68, highest 0.92)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.00Jul 242.303.00$2.6526.4%30.914
$13.00Jul 312.403.20$2.8028.6%10.8910
$13.50Jul 241.852.60$2.2333.6%30.88--
$14.00Jul 241.352.20$1.7847.8%--0.88131
$14.50Jul 241.051.40$1.2328.5%2000.82426
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.00Jul 241.902.65$2.2832.9%--0.9211
$17.00Jul 241.301.70$1.5026.7%--0.8464
$18.50Jul 242.003.20$2.6046.2%--0.8314
$16.50Jul 240.951.05$1.0010.0%80.72117
$17.00Jul 311.701.85$1.788.4%--0.6733

Most actively traded options today. High liquidity = easy entry/exit. 57 active (total vol 1.2K, top 200)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.50Jul 241.051.40$1.2328.5%2000.82426
$18.00Jul 240.000.10$0.05200.0%1010.08287
$17.50Aug 70.550.70$0.6323.8%1000.3323
$16.50Jul 240.150.25$0.2050.0%760.28242
$17.00Jul 240.050.15$0.10100.0%650.16482
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.00Aug 281.451.70$1.5815.8%500.383
$14.00Jul 240.050.15$0.10100.0%280.12258
$13.50Aug 70.350.50$0.4334.9%200.21--
$14.00Aug 70.500.60$0.5518.2%200.2626
$15.00Jul 240.200.30$0.2540.0%170.28139

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 34.8%, max 110.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$18.50Jul 24Aug 28208.6%99.3%110.2%10287
$13.00Jul 24Jul 31197.0%104.4%88.7%414
$14.00Jul 24Aug 21136.5%92.1%48.2%--161
$18.00Jul 24Aug 28124.9%100.2%24.6%101311
$17.50Jul 24Aug 14117.2%96.3%21.7%461.1K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$13.00Jul 24Aug 21197.0%98.8%99.3%--227
$13.50Jul 24Aug 7178.0%98.3%81.0%22510
$14.00Jul 24Aug 21136.5%92.1%48.2%29335
$18.00Jul 24Aug 21124.9%96.5%29.5%--33
$14.50Jul 24Aug 7123.1%95.2%29.4%5273

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 51 found (best R:R 4.00, avg 1.72)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$16.50$17.00Jul 24$0.10$0.40$0.104.00$16.60
$16.50$17.00Jul 31$0.12$0.38$0.123.17$16.62
$17.00$17.50Aug 7$0.12$0.38$0.123.17$17.12
$15.50$16.00Aug 21$0.12$0.38$0.123.17$15.62
$17.50$18.00Jul 31$0.13$0.37$0.132.85$17.63
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$15.00$14.50Jul 24$0.10$0.40$0.104.00$14.90
$14.50$14.00Jul 31$0.12$0.38$0.123.17$14.38
$14.00$13.50Aug 7$0.12$0.38$0.123.17$13.88
$14.00$13.00Aug 21$0.25$0.75$0.253.00$13.75
$13.50$13.00Aug 7$0.13$0.37$0.132.85$13.37

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 55 found (best R:R 3.55, avg 0.98)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$13.00$14.00Jul 31$0.77$0.77$0.233.35$13.77
$14.00$15.00Jul 31$0.70$0.70$0.302.33$14.70
$15.00$15.50Aug 7$0.33$0.33$0.171.94$15.33
$14.00$15.00Aug 21$0.65$0.65$0.351.86$14.65
$15.00$15.50Jul 31$0.31$0.31$0.191.63$15.31
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$18.00$17.00Jul 24$0.78$0.78$0.223.55$17.22
$18.00$17.00Aug 21$0.75$0.75$0.253.00$17.25
$17.00$16.00Jul 31$0.65$0.65$0.351.86$16.35
$16.50$16.00Jul 24$0.32$0.32$0.181.78$16.18
$18.50$18.00Jul 24$0.32$0.32$0.181.78$18.18

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 16 found (avg debit $0.38, cheapest $0.15)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$13.00Jul 24Jul 31$0.15197.0%104.4%
$18.00Jul 24Jul 31$0.20124.9%96.8%
$14.00Jul 24Jul 31$0.25136.5%99.9%
$17.50Jul 24Jul 31$0.30117.2%100.8%
$17.00Jul 24Jul 31$0.38103.7%98.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$14.00Jul 24Jul 31$0.23136.5%99.9%
$17.00Jul 24Jul 31$0.28103.7%98.2%
$14.50Jul 24Jul 31$0.30123.1%96.9%
$15.00Jul 24Jul 31$0.40114.9%98.2%
$15.50Jul 24Jul 31$0.42111.1%95.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 24 found (cheapest 6.55% of stock, avg 15.26%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$16.00Jul 24$0.35$0.68$1.03$14.97$17.036.55%
$15.50Jul 24$0.63$0.43$1.06$14.44$16.566.74%
$15.00Jul 24$0.93$0.25$1.18$13.82$16.187.51%
$16.50Jul 24$0.20$1.00$1.20$15.30$17.707.63%
$14.50Jul 24$1.23$0.15$1.38$13.12$15.888.78%
$17.00Jul 24$0.10$1.50$1.60$15.40$18.6010.18%
$15.50Jul 31$1.02$0.85$1.87$13.63$17.3711.90%
$14.00Jul 24$1.78$0.10$1.88$12.12$15.8811.96%
$16.00Jul 31$0.80$1.13$1.93$14.07$17.9312.28%
$15.00Jul 31$1.33$0.65$1.98$13.02$16.9812.60%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 103 found (cheapest 1.15% of stock, avg 8.38%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$17.50$14.00Jul 24$0.08$0.10$0.18$13.82$17.68
$17.00$14.00Jul 24$0.10$0.10$0.20$13.80$17.20
$17.50$13.50Jul 24$0.08$0.13$0.21$13.29$17.71
$17.00$13.50Jul 24$0.10$0.13$0.23$13.27$17.23
$17.50$14.50Jul 24$0.08$0.15$0.23$14.27$17.73
$17.00$14.50Jul 24$0.10$0.15$0.25$14.25$17.25
$16.50$14.00Jul 24$0.20$0.10$0.30$13.70$16.80
$18.50$14.00Jul 24$0.20$0.10$0.30$13.70$18.80
$16.50$13.50Jul 24$0.20$0.13$0.33$13.17$16.83
$18.50$13.50Jul 24$0.20$0.13$0.33$13.17$18.83

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 53 found (best R:R 6.69, avg credit $0.43)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
14/1517/18Aug 21$0.87$0.136.69$14.13$17.87
16/1616/17Jul 31$0.40$0.104.00$15.60$16.90
15/1616/17Aug 14$0.40$0.104.00$15.10$16.90
16/1718/18Jul 31$0.78$0.223.55$16.22$18.28
14/1516/16Jul 24$0.38$0.123.17$14.62$15.88
14/1516/17Aug 21$0.75$0.253.00$14.25$17.25
14/1416/16Jul 31$0.37$0.132.85$13.63$15.87
13/1416/16Aug 7$0.36$0.142.57$13.14$16.36
14/1516/16Aug 21$0.72$0.282.57$14.28$16.72
16/1616/17Jul 24$0.35$0.152.33$15.65$16.85

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 26 found (best R:R 13.29, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$13.00$14.00$15.00Jul 31$0.07$0.9313.29
$16.00$16.50$17.00Aug 14$0.05$0.459.00
$17.50$18.00$18.50Aug 7$0.07$0.436.14
$16.50$17.00$17.50Jul 24$0.08$0.425.25
$16.00$16.50$17.00Jul 31$0.08$0.425.25
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$13.50$14.00$14.50Aug 7$0.06$0.447.33
$15.00$15.50$16.00Aug 21$0.06$0.447.33
$16.00$17.00$18.00Aug 21$0.12$0.887.33
$15.00$15.50$16.00Jul 24$0.07$0.436.14
$15.50$16.00$16.50Jul 24$0.07$0.436.14

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 $-0.01, 36 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$16.00$16.501:2Jul 24-$0.05$0.45
$17.00$18.001:2Aug 21-$0.55$0.45
$17.00$17.501:2Jul 24-$0.06$0.44
$15.50$16.001:2Jul 24-$0.07$0.43
$17.50$18.001:2Jul 31-$0.12$0.38
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$16.00$14.501:2Aug 7-$0.01$1.49
$15.00$14.001:2Aug 21-$0.36$0.64
$15.00$14.001:2Aug 14-$0.38$0.62
$14.00$13.001:2Aug 21-$0.38$0.62
$17.00$16.001:2Jul 31-$0.48$0.52

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 28 found (best yield 10.81%, avg 4.76%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$16.00Aug 28$1.700.541.8%10.81%12.60%45
$16.00Aug 21$1.550.531.8%9.86%11.64%--257
$16.50Aug 21$1.400.485.0%8.91%13.87%214
$17.00Aug 28$1.300.468.1%8.27%16.41%101
$16.00Aug 14$1.200.511.8%7.63%9.41%184
$17.00Aug 21$1.150.448.1%7.32%15.46%18270
$16.00Aug 7$1.050.491.8%6.68%8.46%423
$16.50Aug 14$1.000.455.0%6.36%11.32%2126
$18.00Aug 28$1.000.3914.5%6.36%20.87%--24
$17.00Aug 14$0.850.418.1%5.41%13.55%--149

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 2,402
Total Puts 666
Put/Call Ratio 0.28
Net Difference 1,736

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 18,254
Total Puts 9,227
Average Put/Call Ratio 0.56
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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