Tour v452
CSIQ
CANADIAN SOLAR INC
$13.51 -2.04%
7/28 15:05

Option Volume

Detail
Current (07/28 3:05pm) 2,399
Calls: 1,321 (55%)
Puts: 1,078 (45%)
Prior (07/27) 4,852
Calls: 3,984 (82%)
Puts: 868 (18%)
Current vs Prior -50.56%
Calls: -66.84% (Calls)
Puts: +24.19% (Puts)
Prior 7-Day Total 29,550
Calls: 20,717 (70%)
Puts: 8,833 (30%)
Prior 7-Day Average 4,221
Calls: 2,959 (70%)
Puts: 1,261 (30%)
Current vs Prior 7-Day Avg -43.17%
Calls: -55.37%
Puts: -14.57%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/28 3:05pm) $286.1K
Calls: $157.9K (55%)
Puts: $128.2K (45%)
Prior (07/27) $590.6K
Calls: $471.7K (80%)
Puts: $118.9K (20%)
Current vs Prior -51.56%
Calls: -66.53%
Puts: +7.78%
Prior 7-Day Total $5.41M
Calls: $3.21M (59%)
Puts: $2.20M (41%)
Prior 7-Day Average $772.2K
Calls: $458.3K (59%)
Puts: $314.0K (41%)
Current vs Prior 7-Day Avg -62.95%
Calls: -65.55%
Puts: -59.17%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/28 3:05pm) 0.82
Prior (07/27) 0.22
Current vs Prior +274.55%
Prior 7-Day Average 0.45
Current vs Prior 7-Day Avg +80.96%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/28 3:05pm) 159,469
Calls: 125,993 (79%)
Puts: 33,476 (21%)
Prior (07/27) 156,571
Calls: 123,754 (79%)
Puts: 32,817 (21%)
Current vs Prior +1.85%
Prior 7-Day Total 1,124,331
Calls: 891,269 (79%)
Puts: 233,062 (21%)
Prior 7-Day Average 160,618
Calls: 127,324 (79%)
Puts: 33,294 (21%)
Current vs Prior 7-Day Avg -0.72%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 10.44% | 14.66%22.06% | 28.87%
Prior 6.55% | 13.17%23.55% | 30.24%
Current vs Prior +59.27% | +11.25%-6.33% | -4.54%
Prior 7-Day Avg 8.04% | 13.74%16.84% | 27.70%
Current vs 7-Day Avg +29.87% | +6.68%+30.97% | +4.22%
Prior 7-Day Eod 6.55% | 13.17%22.55% | 29.22%
Current vs 7-Day Eod +59.27% | +11.25%-2.19% | -1.22%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 22.68% | 13.38%
Calls: 28.30% | 18.07%
Puts: 17.05% | 8.70%
Prior 47.62% | 13.06%
Calls: 48.08% | 16.13%
Puts: 47.17% | 10.00%
Current vs Prior -52.37% | +2.45%
Prior 7-Day Avg 44.75% | 14.76%
Calls: 49.61% | 15.36%
Puts: 39.89% | 14.17%
Current vs 7-Day Avg -49.32% | -9.38%
Liquidity Expensive
+
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🤖 AI Insights

Light premium activity with dollar volume down 52% vs prior. Below-average activity with volume down 51% vs prior. P/C ratio rising 275% - increased hedging/bearish positioning. Call-heavy open interest (125,993 calls vs 33,476 puts) suggests bullish positioning.

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 NEUTRAL
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 8.7%, best 8.7%)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$16.00Aug 142.753.00$2.888.7%100.764
$14.00Aug 71.101.20$1.158.7%--0.5768

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 7 found (avg $0.77, cheapest $0.55)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.00Jul 310.750.90$0.8318.1%70.6559
$13.50Aug 70.750.90$0.8318.1%20.521
$15.00Aug 210.750.90$0.8318.1%70.39115
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.50Jul 310.500.60$0.5518.2%80.49447
$13.00Aug 70.550.65$0.6016.7%420.38307
$13.50Aug 70.800.90$0.8511.8%10.4740
$14.00Jul 310.800.95$0.8817.0%420.63293

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 29 found (avg delta 0.67, highest 0.92)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.50Jul 311.402.35$1.8850.5%20.921
$12.00Jul 311.401.90$1.6530.3%50.871
$12.50Jul 311.101.25$1.1812.7%--0.7710
$13.00Jul 310.750.90$0.8318.1%70.6559
$13.00Aug 71.001.20$1.1018.2%10.6220
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$16.00Jul 312.352.90$2.6320.9%100.92308
$15.50Jul 311.802.55$2.1734.6%10.87125
$15.00Jul 311.402.00$1.7035.3%110.85196
$16.00Aug 72.403.00$2.7022.2%--0.8234
$16.00Aug 142.753.00$2.888.7%100.764

Most actively traded options today. High liquidity = easy entry/exit. 60 active (total vol 1.2K, top 207)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.50Jul 310.150.25$0.2050.0%2070.25133
$13.50Jul 310.450.60$0.5328.3%1490.5126
$14.00Jul 310.250.40$0.3345.5%1480.37317
$15.50Aug 280.751.05$0.9033.3%220.372
$13.00Aug 281.651.95$1.8016.7%170.60--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.50Aug 140.600.75$0.6822.1%1160.3219
$13.00Jul 310.300.40$0.3528.6%820.35274
$12.00Jul 310.050.15$0.10100.0%760.13106
$14.00Jul 310.800.95$0.8817.0%420.63293
$13.00Aug 70.550.65$0.6016.7%420.38307

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 18 strikes (avg 16.1%, max 28.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$15.50Jul 31Aug 28130.1%104.1%25.0%25176
$16.00Jul 31Aug 28126.0%104.1%21.0%5213
$13.00Jul 31Aug 28114.9%96.7%18.9%2459
$13.50Jul 31Aug 21109.7%95.9%14.4%14941
$14.50Jul 31Aug 28112.6%103.8%8.5%217139
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$15.50Jul 31Aug 14130.1%101.4%28.2%5151
$16.00Jul 31Aug 21126.0%98.4%28.0%12332
$11.50Jul 31Sep 4122.8%99.5%23.5%692
$12.50Jul 31Aug 21117.5%96.9%21.2%22575
$12.00Jul 31Sep 4118.3%97.9%20.9%78106

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 43 found (best R:R 4.00, avg 1.86)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$14.50$15.00Jul 31$0.10$0.40$0.104.00$14.60
$15.50$16.00Aug 14$0.12$0.38$0.123.17$15.62
$15.50$16.00Aug 28$0.12$0.38$0.123.17$15.62
$14.00$14.50Jul 31$0.13$0.37$0.132.85$14.13
$14.50$15.00Aug 7$0.13$0.37$0.132.85$14.63
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$12.50$12.00Jul 31$0.10$0.40$0.104.00$12.40
$12.00$11.50Aug 14$0.12$0.38$0.123.17$11.88
$12.00$11.00Aug 21$0.25$0.75$0.253.00$11.75
$12.50$12.00Aug 7$0.13$0.37$0.132.85$12.37
$11.50$11.00Aug 14$0.13$0.37$0.132.85$11.37

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 54 found (best R:R 4.88, avg 1.19)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$12.50$13.00Jul 31$0.35$0.35$0.152.33$12.85
$13.00$13.50Jul 31$0.30$0.30$0.201.50$13.30
$13.00$13.50Aug 7$0.27$0.27$0.231.17$13.27
$11.50$12.00Jul 31$0.23$0.23$0.270.85$11.73
$13.00$14.00Aug 28$0.42$0.42$0.580.72$13.42
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$16.00$15.00Aug 21$0.83$0.83$0.174.88$15.17
$15.00$14.50Aug 7$0.40$0.40$0.104.00$14.60
$16.00$15.00Aug 7$0.80$0.80$0.204.00$15.20
$16.00$15.50Aug 14$0.40$0.40$0.104.00$15.60
$14.50$14.00Jul 31$0.35$0.35$0.152.33$14.15

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 18 found (avg debit $0.22, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$15.50Jul 31Aug 7$0.15130.1%98.1%
$16.00Jul 31Aug 7$0.15126.0%102.4%
$15.00Jul 31Aug 7$0.25108.7%98.1%
$13.00Jul 31Aug 7$0.27114.9%92.6%
$14.50Jul 31Aug 7$0.28112.6%97.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$16.00Jul 31Aug 7$0.07126.0%102.4%
$11.00Aug 7Aug 14$0.10110.1%100.9%
$11.50Jul 31Aug 7$0.15122.8%102.1%
$12.00Jul 31Aug 7$0.20118.3%99.3%
$15.00Jul 31Aug 7$0.20108.7%98.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 25 found (cheapest 7.99% of stock, avg 16.50%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$13.50Jul 31$0.53$0.55$1.08$12.42$14.587.99%
$13.00Jul 31$0.83$0.35$1.18$11.82$14.188.73%
$14.00Jul 31$0.33$0.88$1.21$12.79$15.218.96%
$12.50Jul 31$1.18$0.20$1.38$11.12$13.8810.21%
$14.50Jul 31$0.20$1.23$1.43$13.07$15.9310.58%
$13.50Aug 7$0.83$0.85$1.68$11.82$15.1812.44%
$13.00Aug 7$1.10$0.60$1.70$11.30$14.7012.58%
$12.00Jul 31$1.65$0.10$1.75$10.25$13.7512.95%
$14.00Aug 7$0.63$1.15$1.78$12.22$15.7813.18%
$15.00Jul 31$0.10$1.70$1.80$13.20$16.8013.32%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 94 found (cheapest 0.74% of stock, avg 8.00%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$16.00$11.50Jul 31$0.05$0.05$0.10$11.40$16.10
$15.00$11.50Jul 31$0.10$0.05$0.15$11.35$15.15
$15.50$11.50Jul 31$0.10$0.05$0.15$11.35$15.65
$16.00$12.00Jul 31$0.05$0.10$0.15$11.85$16.15
$15.00$12.00Jul 31$0.10$0.10$0.20$11.80$15.20
$15.50$12.00Jul 31$0.10$0.10$0.20$11.80$15.70
$14.50$11.50Jul 31$0.20$0.05$0.25$11.25$14.75
$16.00$12.50Jul 31$0.05$0.20$0.25$12.25$16.25
$14.50$12.00Jul 31$0.20$0.10$0.30$11.70$14.80
$15.00$12.50Jul 31$0.10$0.20$0.30$12.20$15.30

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 45 found (best R:R 4.00, avg credit $0.46)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
12/1213/14Jul 31$0.40$0.104.00$12.10$13.40
14/1516/16Aug 21$0.80$0.204.00$14.20$16.30
14/1516/16Aug 28$0.77$0.233.35$14.23$16.27
13/1414/15Aug 7$0.38$0.123.17$13.12$14.88
12/1316/16Aug 21$0.38$0.123.17$12.62$15.88
13/1415/16Aug 21$0.38$0.123.17$13.12$15.38
11/1213/14Aug 28$0.75$0.253.00$11.25$13.75
12/1314/14Aug 7$0.37$0.132.85$12.63$13.87
13/1416/16Aug 14$0.37$0.132.85$13.13$15.87
13/1416/16Aug 21$0.36$0.142.57$13.14$15.86

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 21 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$12.50$13.00$13.50Jul 31$0.05$0.459.00
$13.50$14.00$14.50Aug 7$0.05$0.459.00
$15.00$15.50$16.00Aug 7$0.05$0.459.00
$13.50$14.00$14.50Jul 31$0.07$0.436.14
$13.00$13.50$14.00Aug 7$0.07$0.436.14
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$12.50$13.00$13.50Jul 31$0.05$0.459.00
$13.00$13.50$14.00Aug 7$0.05$0.459.00
$13.50$14.00$14.50Aug 7$0.05$0.459.00
$12.50$13.00$13.50Aug 14$0.05$0.459.00
$13.00$13.50$14.00Aug 14$0.05$0.459.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 35 found (best net $-0.07, 34 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$13.50$15.001:2Aug 14-$0.07$1.43
$14.00$15.001:2Aug 21-$0.51$0.49
$14.00$14.501:2Jul 31-$0.07$0.43
$15.00$15.501:2Jul 31-$0.10$0.40
$14.50$15.501:2Aug 28-$0.60$0.40
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$12.00$11.001:2Aug 21-$0.15$0.85
$12.00$11.001:2Aug 28-$0.22$0.78
$13.00$12.001:2Sep 4-$0.53$0.47
$13.00$12.501:2Jul 31-$0.05$0.45
$11.50$11.001:2Aug 7-$0.10$0.40

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 18 found (best yield 9.25%, avg 3.97%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$14.00Aug 28$1.250.503.6%9.25%12.88%1725
$14.00Aug 21$1.050.493.6%7.77%11.40%--25
$14.50Aug 28$1.050.467.3%7.77%15.10%106
$15.00Aug 21$0.750.3911.0%5.55%16.58%7115
$15.50Aug 28$0.750.3714.7%5.55%20.28%222
$16.00Aug 28$0.650.3318.4%4.81%23.24%--13
$14.00Aug 7$0.550.433.6%4.07%7.70%155
$15.50Aug 21$0.550.3414.7%4.07%18.80%--68
$15.00Aug 14$0.500.3511.0%3.70%14.73%19
$14.50Aug 7$0.400.357.3%2.96%10.29%23

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 1,321
Total Puts 1,078
Put/Call Ratio 0.82
Net Difference 243

Prior's Put/Call Breakdown

Total Calls 3,984
Total Puts 868
Put/Call Ratio 0.22
Net Difference 3,116

Prior 7-Day Put/Call Summary

Total Calls 20,717
Total Puts 8,833
Average Put/Call Ratio 0.45
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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