Tour v492
CSIQ
CANADIAN SOLAR INC
$15.37 -6.22%
8/5 15:05

Option Volume

Detail
Current (08/05 3:05pm) 3,353
Calls: 1,017 (30%)
Puts: 2,336 (70%)
Prior (08/04) 3,753
Calls: 1,556 (41%)
Puts: 2,197 (59%)
Current vs Prior -10.66%
Calls: -34.64% (Calls)
Puts: +6.33% (Puts)
Prior 7-Day Total 28,706
Calls: 18,678 (65%)
Puts: 10,028 (35%)
Prior 7-Day Average 4,100
Calls: 2,668 (65%)
Puts: 1,432 (35%)
Current vs Prior 7-Day Avg -18.24%
Calls: -61.89%
Puts: +63.06%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/05 3:05pm) $434.8K
Calls: $185.8K (43%)
Puts: $249.0K (57%)
Prior (08/04) $453.7K
Calls: $270.2K (60%)
Puts: $183.5K (40%)
Current vs Prior -4.15%
Calls: -31.23%
Puts: +35.72%
Prior 7-Day Total $3.84M
Calls: $2.37M (62%)
Puts: $1.47M (38%)
Prior 7-Day Average $548.0K
Calls: $338.0K (62%)
Puts: $210.0K (38%)
Current vs Prior 7-Day Avg -20.66%
Calls: -45.03%
Puts: +18.58%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/05 3:05pm) 2.30
Prior (08/04) 1.41
Current vs Prior +62.68%
Prior 7-Day Average 0.55
Current vs Prior 7-Day Avg +320.29%
Sentiment BEARISH

Open Interest

Detail
Current (08/05 3:05pm) 167,448
Calls: 130,300 (78%)
Puts: 37,148 (22%)
Prior (08/04) 164,898
Calls: 129,462 (79%)
Puts: 35,436 (21%)
Current vs Prior +1.55%
Prior 7-Day Total 1,113,861
Calls: 880,597 (79%)
Puts: 233,264 (21%)
Prior 7-Day Average 159,123
Calls: 125,799 (79%)
Puts: 33,323 (21%)
Current vs Prior 7-Day Avg +5.23%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 8.26% | 13.53%17.57% | 27.20%
Prior 10.98% | 15.42%19.23% | 28.24%
Current vs Prior -24.73% | -12.23%-8.63% | -3.68%
Prior 7-Day Avg 9.32% | 14.25%21.87% | 29.12%
Current vs 7-Day Avg -11.33% | -5.04%-19.67% | -6.61%
Prior 7-Day Eod 10.98% | 15.42%20.13% | 28.37%
Current vs 7-Day Eod -24.73% | -12.23%-12.75% | -4.14%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 20.30% | 16.95%
Calls: 14.29% | 13.89%
Puts: 26.32% | 20.00%
Prior 20.29% | 18.50%
Calls: 17.05% | 20.33%
Puts: 23.53% | 16.67%
Current vs Prior +0.05% | -8.38%
Prior 7-Day Avg 53.49% | 15.93%
Calls: 67.05% | 18.97%
Puts: 39.93% | 12.89%
Current vs 7-Day Avg -62.05% | +6.37%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Extreme bearish P/C ratio of 2.30 - heavy put buying. P/C ratio rising 63% - increased hedging/bearish positioning. Call-heavy open interest (130,300 calls vs 37,148 puts) suggests bullish positioning.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
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 19 of results (avg 7.8%, best 4.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.00Sep 182.252.35$2.304.3%20.59254
$16.00Sep 181.851.95$1.905.3%80.521.1K
$14.00Sep 182.702.90$2.807.1%10.6718
$15.00Sep 41.952.10$2.037.4%--0.5912
$15.50Aug 211.151.25$1.208.3%380.53117
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.50Aug 142.352.50$2.426.2%10.77201
$17.00Aug 212.202.35$2.286.6%--0.6531
$16.00Sep 42.102.25$2.176.9%30.491
$17.00Aug 141.952.10$2.037.4%--0.7246
$15.50Aug 211.251.35$1.307.7%1260.4775

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 8 found (avg $0.74, cheapest $0.48)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.00Aug 70.650.75$0.7014.3%70.62216
$16.50Aug 210.700.85$0.7719.5%100.4035
$16.00Aug 210.901.05$0.9815.3%1230.46310
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.50Aug 210.450.50$0.4810.4%10.2361
$14.50Aug 140.500.55$0.539.4%1370.33135
$13.00Sep 40.700.80$0.7513.3%--0.2413
$14.50Aug 210.800.90$0.8511.8%2140.356
$16.00Aug 70.850.95$0.9011.1%100.68265

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 38 found (avg delta 0.68, highest 0.93)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.00Aug 72.202.90$2.5527.5%20.9324
$13.50Aug 71.752.75$2.2544.4%10.89--
$14.00Aug 71.302.10$1.7047.1%--0.8618
$13.00Aug 142.403.30$2.8531.6%--0.8620
$13.50Aug 142.002.95$2.4838.3%--0.8111
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.00Aug 71.001.90$1.4562.1%--0.8510
$16.50Aug 71.051.45$1.2532.0%--0.79111
$17.50Aug 142.352.50$2.426.2%10.77201
$18.00Aug 212.903.30$3.1012.9%--0.7422
$17.00Aug 141.952.10$2.037.4%--0.7246

Most actively traded options today. High liquidity = easy entry/exit. 56 active (total vol 2.2K, top 511)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$16.00Aug 210.901.05$0.9815.3%1230.46310
$17.00Aug 140.300.45$0.3839.5%1110.28640
$16.00Aug 140.600.75$0.6822.1%490.42157
$15.50Aug 211.151.25$1.208.3%380.53117
$16.50Aug 70.100.20$0.1566.7%340.21188
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.00Aug 210.550.70$0.6323.8%5110.29158
$14.50Aug 210.800.90$0.8511.8%2140.356
$14.50Aug 70.150.25$0.2050.0%1940.24204
$15.00Aug 70.300.40$0.3528.6%1840.38262
$14.50Aug 140.500.55$0.539.4%1370.33135

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 21 strikes (avg 23.8%, max 54.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$13.50Aug 7Aug 21149.1%98.4%51.6%110
$13.00Aug 7Aug 28150.8%103.5%45.7%241
$17.50Aug 7Aug 21134.7%96.7%39.3%2634
$14.00Aug 7Sep 18118.0%97.9%20.5%136
$17.00Aug 7Sep 18123.1%102.2%20.4%26415
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$12.50Aug 7Aug 21155.2%100.5%54.5%--66
$13.50Aug 7Aug 21149.1%98.4%51.6%1144
$13.00Aug 7Sep 18150.8%101.8%48.1%--2.0K
$14.00Aug 7Sep 18118.0%97.9%20.5%55475
$17.00Aug 7Sep 18123.1%102.2%20.4%3091

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 52 found (best R:R 4.00, avg 1.65)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$16.00$16.50Aug 7$0.10$0.40$0.104.00$16.10
$17.50$18.00Aug 21$0.10$0.40$0.104.00$17.60
$17.00$18.00Aug 28$0.27$0.73$0.272.70$17.27
$17.00$18.00Sep 18$0.28$0.72$0.282.57$17.28
$16.00$16.50Aug 14$0.15$0.35$0.152.33$16.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$14.50$14.00Aug 7$0.10$0.40$0.104.00$14.40
$13.00$12.50Aug 14$0.10$0.40$0.104.00$12.90
$14.00$13.50Aug 14$0.12$0.38$0.123.17$13.88
$14.50$14.00Aug 14$0.13$0.37$0.132.85$14.37
$13.50$13.00Aug 21$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. 63 found (best R:R 4.88, avg 1.22)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$13.00$14.00Aug 28$0.83$0.83$0.174.88$13.83
$13.00$13.50Aug 14$0.37$0.37$0.132.85$13.37
$14.00$14.50Aug 14$0.35$0.35$0.152.33$14.35
$14.50$15.00Aug 7$0.32$0.32$0.181.78$14.82
$13.50$14.00Aug 21$0.32$0.32$0.181.78$13.82
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$18.00$17.00Aug 21$0.82$0.82$0.184.56$17.18
$17.50$17.00Aug 14$0.39$0.39$0.113.55$17.11
$17.50$16.50Aug 28$0.76$0.76$0.243.17$16.74
$16.50$16.00Aug 7$0.35$0.35$0.152.33$16.15
$16.50$16.00Aug 14$0.35$0.35$0.152.33$16.15

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 22 found (avg debit $0.35, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$18.00Aug 7Aug 14$0.19122.2%102.4%
$17.50Aug 7Aug 14$0.22134.7%101.5%
$13.50Aug 7Aug 14$0.23149.1%101.2%
$17.00Aug 7Aug 14$0.28123.1%98.0%
$13.00Aug 7Aug 14$0.30150.8%106.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$12.50Aug 7Aug 14$0.07155.2%100.2%
$13.00Aug 7Aug 14$0.15150.8%106.1%
$13.50Aug 7Aug 14$0.18149.1%101.2%
$14.00Aug 7Aug 14$0.30118.0%99.8%
$14.50Aug 7Aug 14$0.33116.0%94.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 33 found (cheapest 6.51% of stock, avg 16.91%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$15.50Aug 7$0.43$0.57$1.00$14.50$16.506.51%
$15.00Aug 7$0.70$0.35$1.05$13.95$16.056.83%
$16.00Aug 7$0.25$0.90$1.15$14.85$17.157.48%
$14.50Aug 7$1.02$0.20$1.22$13.28$15.727.94%
$16.50Aug 7$0.15$1.25$1.40$15.10$17.909.11%
$17.00Aug 7$0.10$1.45$1.55$15.45$18.5510.08%
$14.00Aug 7$1.70$0.10$1.80$12.20$15.8011.71%
$15.00Aug 14$1.08$0.73$1.81$13.19$16.8111.78%
$15.50Aug 14$0.85$1.00$1.85$13.65$17.3512.04%
$14.50Aug 14$1.38$0.53$1.91$12.59$16.4112.43%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 95 found (cheapest 0.85% of stock, avg 8.49%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$17.50$13.00Aug 7$0.08$0.05$0.13$12.87$17.63
$17.00$13.00Aug 7$0.10$0.05$0.15$12.85$17.15
$17.50$14.00Aug 7$0.08$0.10$0.18$13.82$17.68
$17.50$13.50Aug 7$0.08$0.10$0.18$13.32$17.68
$16.50$13.00Aug 7$0.15$0.05$0.20$12.80$16.70
$17.00$14.00Aug 7$0.10$0.10$0.20$13.80$17.20
$17.00$13.50Aug 7$0.10$0.10$0.20$13.30$17.20
$16.50$14.00Aug 7$0.15$0.10$0.25$13.75$16.75
$16.50$13.50Aug 7$0.15$0.10$0.25$13.25$16.75
$17.50$14.50Aug 7$0.08$0.20$0.28$14.22$17.78

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 53 found (best R:R 6.14, avg credit $0.44)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
13/1414/16Aug 28$0.86$0.146.14$13.14$15.36
14/1516/17Sep 18$0.85$0.155.67$14.15$16.85
15/1617/18Sep 18$0.82$0.184.56$15.18$17.82
12/1314/15Aug 14$0.40$0.104.00$12.60$14.90
14/1517/18Sep 18$0.78$0.223.55$14.22$17.78
15/1617/18Aug 28$1.14$0.363.17$15.36$18.14
13/1415/16Sep 18$0.76$0.243.17$13.24$15.76
16/1718/18Aug 21$0.75$0.253.00$16.25$18.25
14/1516/17Aug 28$0.75$0.253.00$14.25$16.75
14/1415/16Aug 7$0.37$0.132.85$14.13$15.37

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 26 found (best R:R 15.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$16.00$17.00$18.00Aug 28$0.06$0.9415.67
$16.00$17.00$18.00Sep 18$0.07$0.9313.29
$14.50$15.00$15.50Aug 7$0.05$0.459.00
$14.00$14.50$15.00Aug 14$0.05$0.459.00
$17.00$17.50$18.00Aug 21$0.05$0.459.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$13.00$14.00$15.00Aug 28$0.06$0.9415.67
$15.00$15.50$16.00Aug 14$0.06$0.447.33
$14.50$15.00$15.50Aug 7$0.07$0.436.14
$14.00$14.50$15.00Aug 14$0.07$0.436.14
$14.50$15.00$15.50Aug 14$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. 37 found (best net $-0.43, 36 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$15.00$17.001:2Sep 4-$0.43$1.57
$17.00$18.001:2Aug 28-$0.48$0.52
$16.50$17.001:2Aug 7-$0.05$0.45
$17.00$17.501:2Aug 7-$0.06$0.44
$15.50$16.001:2Aug 7-$0.07$0.43
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$16.50$15.001:2Aug 28-$0.48$1.02
$14.00$13.001:2Aug 28-$0.21$0.79
$15.00$14.001:2Aug 28-$0.51$0.49
$15.00$14.501:2Aug 7-$0.05$0.45
$14.00$13.501:2Aug 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. 24 found (best yield 12.04%, avg 5.04%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$16.00Sep 18$1.850.524.1%12.04%16.14%81.1K
$15.50Aug 28$1.450.540.8%9.43%10.28%18
$17.00Sep 18$1.450.4610.6%9.43%20.04%--139
$16.50Sep 11$1.400.477.3%9.11%16.46%88
$16.00Aug 28$1.250.494.1%8.13%12.23%417
$18.00Sep 18$1.200.4017.1%7.81%24.92%4215
$15.50Aug 21$1.150.530.8%7.48%8.33%38117
$17.00Sep 4$1.150.4210.6%7.48%18.09%--24
$16.00Aug 21$0.900.464.1%5.86%9.95%123310
$17.00Aug 28$0.900.4010.6%5.86%16.46%523

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 1,017
Total Puts 2,336
Put/Call Ratio 2.30
Net Difference -1,319

Prior's Put/Call Breakdown

Total Calls 1,556
Total Puts 2,197
Put/Call Ratio 1.41
Net Difference -641

Prior 7-Day Put/Call Summary

Total Calls 18,678
Total Puts 10,028
Average Put/Call Ratio 0.55
Ratio Trend Rising

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