Tour v528
CSIQ
CANADIAN SOLAR INC
$11.88 +4.76%
9/17 15:05

Option Volume

Detail
Current (09/17 3:05pm) 6,419
Calls: 3,193 (50%)
Puts: 3,226 (50%)
Prior (09/15) 1,008
Calls: 394 (39%)
Puts: 614 (61%)
Current vs Prior +536.81%
Calls: +710.41% (Calls)
Puts: +425.41% (Puts)
Prior 7-Day Total 19,677
Calls: 10,925 (56%)
Puts: 8,752 (44%)
Prior 7-Day Average 2,811
Calls: 1,560 (56%)
Puts: 1,250 (44%)
Current vs Prior 7-Day Avg +128.35%
Calls: +104.59%
Puts: +158.02%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/17 3:05pm) $1.28M
Calls: $339.6K (26%)
Puts: $945.2K (74%)
Prior (09/15) $190.8K
Calls: $70.9K (37%)
Puts: $119.9K (63%)
Current vs Prior +573.52%
Calls: +379.21%
Puts: +688.39%
Prior 7-Day Total $2.10M
Calls: $1.01M (48%)
Puts: $1.09M (52%)
Prior 7-Day Average $299.9K
Calls: $144.1K (48%)
Puts: $155.8K (52%)
Current vs Prior 7-Day Avg +328.37%
Calls: +135.65%
Puts: +506.63%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (09/17 3:05pm) 1.01
Prior (09/15) 1.56
Current vs Prior -35.17%
Prior 7-Day Average 1.05
Current vs Prior 7-Day Avg -4.15%
Sentiment BEARISH

Open Interest

Detail
Current (09/17 3:05pm) 171,897
Calls: 130,381 (76%)
Puts: 41,516 (24%)
Prior (09/15) 169,535
Calls: 129,060 (76%)
Puts: 40,475 (24%)
Current vs Prior +1.39%
Prior 7-Day Total 1,193,098
Calls: 908,977 (76%)
Puts: 284,121 (24%)
Prior 7-Day Average 170,442
Calls: 129,853 (76%)
Puts: 40,588 (24%)
Current vs Prior 7-Day Avg +0.85%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/18) | Next (09/25)Expiry (09/18) | Next (10/16)
Current 6.31% | 10.35%6.31% | 16.67%
Prior 9.38% | 12.25%9.38% | 17.98%
Current vs Prior -32.69% | -15.47%-32.69% | -7.33%
Prior 7-Day Avg 7.21% | 11.10%12.78% | 19.93%
Current vs 7-Day Avg -12.48% | -6.76%-50.61% | -16.36%
Prior 7-Day Eod 9.38% | 12.25%6.70% | 17.46%
Current vs 7-Day Eod -32.69% | -15.47%-5.80% | -4.55%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 53.34% | 20.12%
Calls: 66.67% | 22.06%
Puts: 40.00% | 18.18%
Prior 47.80% | 15.67%
Calls: 67.31% | 17.05%
Puts: 28.30% | 14.29%
Current vs Prior +11.59% | +28.40%
Prior 7-Day Avg 52.61% | 22.82%
Calls: 42.55% | 21.37%
Puts: 62.67% | 24.28%
Current vs 7-Day Avg +1.39% | -11.84%
Liquidity Expensive
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🤖 AI Insights

Moderately bearish flow with 74% put dollar volume ($945.2K). Massive premium surge with dollar volume up 574% vs prior. Dollar volume significantly above 7-day average (328% higher). Unusually high activity with volume up 537% vs prior - elevated interest.

Smart Money BEARISH
Retail Flow NEUTRAL
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 5 of results (avg 7.7%, best 4.1%)

CALLS (0)
No calls meet the criteria
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.00Oct 162.402.50$2.454.1%--0.74286
$14.00Oct 232.452.65$2.557.8%--0.7118
$13.50Oct 21.751.90$1.838.2%--0.7924
$13.00Oct 161.601.75$1.688.9%10.62419
$12.00Oct 161.001.10$1.059.5%10.481.5K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 8 found (avg $0.74, cheapest $0.55)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.00Oct 160.550.65$0.6016.7%20.38121
$12.00Oct 160.851.00$0.9316.1%410.5240
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.00Sep 250.500.60$0.5518.2%30.52226
$12.50Sep 250.800.95$0.8817.0%--0.67135
$12.00Oct 20.700.80$0.7513.3%10.4925
$11.00Oct 160.500.60$0.5518.2%60.32779
$12.00Oct 90.850.95$0.9011.1%50.48149

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 33 found (avg delta 0.72, highest 0.93)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Sep 180.601.10$0.8558.8%100.926
$10.50Sep 181.101.60$1.3537.0%160.8910
$10.00Sep 181.802.00$1.9010.5%120.8613
$10.00Oct 161.852.30$2.0821.6%--0.8276
$11.00Sep 250.951.10$1.0214.7%20.798
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.00Sep 181.902.45$2.1725.3%1.0K0.93698
$14.00Sep 252.002.45$2.2320.2%--0.9126
$13.50Sep 251.551.90$1.7320.2%--0.8876
$13.00Sep 181.051.25$1.1517.4%980.851.9K
$14.00Oct 22.102.50$2.3017.4%--0.8414

Most actively traded options today. High liquidity = easy entry/exit. 52 active (total vol 3.0K, top 1.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.00Oct 20.600.75$0.6822.1%5190.51519
$13.00Oct 230.650.80$0.7320.5%5180.40--
$12.00Sep 180.100.15$0.1338.5%980.4017
$13.50Oct 20.150.25$0.2050.0%870.228
$12.00Oct 160.851.00$0.9316.1%410.5240
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.00Sep 181.902.45$2.1725.3%1.0K0.93698
$12.00Sep 180.200.30$0.2540.0%1060.60667
$10.50Oct 20.150.25$0.2050.0%1000.19195
$13.00Sep 181.051.25$1.1517.4%980.851.9K
$13.50Sep 181.451.90$1.6726.9%760.8050

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 8 strikes (avg 100.2%, max 265.1%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$13.50Sep 18Oct 9263.0%75.9%246.3%1218
$13.00Sep 18Oct 23157.1%76.7%104.7%518497
$12.50Sep 18Oct 994.9%74.9%26.6%4155
$11.50Sep 18Oct 984.7%70.5%20.1%6108
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$13.50Sep 18Oct 2263.0%72.0%265.1%7674
$13.00Sep 18Oct 30157.1%80.3%95.8%982.1K
$12.50Sep 18Oct 2394.9%77.0%23.2%18499
$11.50Sep 18Oct 984.7%70.5%20.1%33233

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 33 found (best R:R 0.74, avg 1.66)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$10.00$12.00Oct 16$1.15$0.85$1.1582%0.74$11.15
$12.00$14.00Oct 30$0.63$1.37$0.6353%2.17$12.63
$11.00$12.00Oct 2$0.52$0.48$0.5273%0.92$11.52
$12.00$13.00Oct 16$0.33$0.67$0.3352%2.03$12.33
$11.50$12.50Oct 9$0.45$0.55$0.4561%1.22$11.95
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$12.00$11.50Sep 18$0.17$0.33$0.1760%1.94$11.83
$12.50$12.00Oct 9$0.28$0.22$0.2857%0.79$12.22
$11.50$11.00Oct 2$0.17$0.33$0.1738%1.94$11.33
$12.50$12.00Sep 25$0.33$0.17$0.3367%0.52$12.17
$13.00$12.00Oct 30$0.55$0.45$0.5558%0.82$12.45

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 17 found (best R:R 0.43, avg 0.45)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$13.50$14.00Sep 18$0.15$0.15$0.3580%0.43$13.65
$13.00$13.50Oct 2$0.13$0.13$0.3769%0.35$13.13
$12.00$12.50Sep 25$0.20$0.20$0.3051%0.67$12.20
$12.50$13.00Oct 2$0.15$0.15$0.3560%0.43$12.65
$13.00$13.50Oct 9$0.13$0.13$0.3765%0.35$13.13
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$11.00$10.00Oct 16$0.30$0.30$0.7068%0.43$10.70
$11.50$11.00Oct 9$0.20$0.20$0.3061%0.67$11.30
$11.00$10.50Oct 9$0.15$0.15$0.3570%0.43$10.85
$11.00$10.50Oct 2$0.13$0.13$0.3772%0.35$10.87
$11.50$11.00Sep 25$0.15$0.15$0.3565%0.43$11.35

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $0.31, cheapest $0.30)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$12.00Sep 18Sep 25$0.3271.0%71.2%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$12.00Sep 18Sep 25$0.3071.0%71.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 20 found (cheapest 3.20% of stock, avg 11.85%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$12.00Sep 18$0.13$0.25$0.38$11.62$12.383.20%
$11.50Sep 18$0.50$0.08$0.58$10.92$12.084.88%
$12.50Sep 18$0.05$0.68$0.73$11.77$13.236.14%
$11.00Sep 18$0.85$0.03$0.88$10.12$11.887.41%
$11.50Sep 25$0.68$0.30$0.98$10.52$12.488.25%
$12.00Sep 25$0.45$0.55$1.00$11.00$13.008.42%
$12.50Sep 25$0.25$0.88$1.13$11.37$13.639.51%
$11.00Sep 25$1.02$0.15$1.17$9.83$12.179.85%
$13.00Sep 18$0.08$1.15$1.23$11.77$14.2310.35%
$12.00Oct 2$0.68$0.75$1.43$10.57$13.4312.04%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 81 found (cheapest 0.51% of stock, avg 5.12%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$14.00$11.00Sep 18$0.03$0.03$0.06$10.94$14.06
$12.50$11.00Sep 18$0.05$0.03$0.08$10.92$12.58
$14.00$10.00Sep 25$0.05$0.05$0.10$9.90$14.10
$14.00$10.50Sep 18$0.03$0.08$0.11$10.39$14.11
$13.00$11.00Sep 18$0.08$0.03$0.11$10.89$13.11
$14.00$10.50Sep 25$0.05$0.08$0.13$10.37$14.13
$14.00$11.50Sep 18$0.03$0.08$0.11$11.39$14.11
$12.50$10.50Sep 18$0.05$0.08$0.13$10.37$12.63
$13.50$10.00Sep 25$0.08$0.05$0.13$9.87$13.63
$12.50$11.50Sep 18$0.05$0.08$0.13$11.37$12.63

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 1 found (best R:R 1.08, avg credit $0.26)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
10/1113/14Oct 2$0.26$0.2442%1.08$10.74$13.26

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 30 found (best R:R 11.50, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$12.00$13.00$14.00Oct 16$0.08$0.9226%11.50
$12.00$12.50$13.00Oct 2$0.05$0.4520%9.00
$11.00$11.50$12.00Sep 25$0.11$0.3931%3.55
$12.00$12.50$13.00Sep 25$0.10$0.4027%4.00
$13.00$13.50$14.00Oct 9$0.06$0.4412%7.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$11.00$12.50$14.00Oct 23$0.30$1.2038%4.00
$11.00$11.50$12.00Sep 18$0.12$0.3852%3.17
$11.00$12.00$13.00Oct 16$0.13$0.8730%6.69
$11.50$12.00$12.50Sep 25$0.08$0.4232%5.25
$12.00$13.00$14.00Oct 16$0.14$0.8626%6.14

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 43 found (best net $-0.35, 35 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$11.00$12.001:2Oct 2-$0.16$0.84
$11.50$12.501:2Oct 9-$0.18$0.82
$11.00$11.501:2Sep 18-$0.15$0.35
$13.00$14.001:2Oct 16-$0.10$0.90
$12.00$13.001:2Oct 16-$0.27$0.73
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$14.00$12.501:2Oct 23-$0.35$1.15
$12.00$11.001:2Oct 16-$0.05$0.95
$13.00$12.501:2Sep 18-$0.21$0.29
$12.00$11.001:2Oct 30-$0.21$0.79
$13.00$12.001:2Oct 16-$0.42$0.58

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 19 found (best yield 9.26%, avg 3.41%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$12.00Oct 30$1.100.531.0%9.26%10.27%1151
$14.00Oct 30$0.500.3117.9%4.21%22.05%415
$13.00Oct 23$0.650.409.4%5.47%14.90%518--
$13.00Oct 16$0.550.389.4%4.63%14.06%2121
$12.00Oct 16$0.850.521.0%7.15%8.16%4140
$14.00Oct 16$0.300.2517.9%2.53%20.37%--264
$12.50Oct 9$0.550.435.2%4.63%9.85%--13
$13.00Oct 9$0.400.359.4%3.37%12.79%7--
$13.50Oct 9$0.300.2813.6%2.53%16.16%1--
$14.00Oct 9$0.200.2317.9%1.68%19.53%--31

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 3,193
Total Puts 3,226
Put/Call Ratio 1.01
Net Difference -33

Prior's Put/Call Breakdown

Total Calls 394
Total Puts 614
Put/Call Ratio 1.56
Net Difference -220

Prior 7-Day Put/Call Summary

Total Calls 10,925
Total Puts 8,752
Average Put/Call Ratio 1.05
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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