Tour v531
CSIQ
CANADIAN SOLAR INC
$9.73 +9.94%
◀ 10/27 15:05 ▶

Option Volume

Detail
ℹ
Current (10/27 3:05pm) 2,553
Calls: 1,954 (77%)
Puts: 599 (23%)
Prior (10/26) 2,419
Calls: 1,282 (53%)
Puts: 1,137 (47%)
Current vs Prior +5.54%
Calls: +52.42% (Calls)
Puts: -47.32% (Puts)
Prior 7-Day Total 21,328
Calls: 10,305 (48%)
Puts: 11,023 (52%)
Prior 7-Day Average 3,046
Calls: 1,472 (48%)
Puts: 1,574 (52%)
Current vs Prior 7-Day Avg -16.21%
Calls: +32.73%
Puts: -61.96%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/27 3:05pm) $206.5K
Calls: $131.6K (64%)
Puts: $74.8K (36%)
Prior (10/26) $183.9K
Calls: $85.8K (47%)
Puts: $98.1K (53%)
Current vs Prior +12.29%
Calls: +53.40%
Puts: -23.69%
Prior 7-Day Total $2.26M
Calls: $817.8K (36%)
Puts: $1.44M (64%)
Prior 7-Day Average $322.5K
Calls: $116.8K (36%)
Puts: $205.7K (64%)
Current vs Prior 7-Day Avg -35.98%
Calls: +12.68%
Puts: -63.61%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/27 3:05pm) 0.31
Prior (10/26) 0.89
Current vs Prior -65.44%
Prior 7-Day Average 1.13
Current vs Prior 7-Day Avg -72.98%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/27 3:05pm) 158,041
Calls: 117,323 (74%)
Puts: 40,718 (26%)
Prior (10/26) 156,858
Calls: 116,405 (74%)
Puts: 40,453 (26%)
Current vs Prior +0.75%
Prior 7-Day Total 1,123,561
Calls: 835,978 (74%)
Puts: 287,583 (26%)
Prior 7-Day Average 160,508
Calls: 119,425 (74%)
Puts: 41,083 (26%)
Current vs Prior 7-Day Avg -1.54%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/30) | Next (11/06)Expiry (11/20) | Next (12/18)
Current 7.19% | 12.13%17.78% | 25.18%
Prior 2.99% | 9.09%19.04% | 24.39%
Current vs Prior +140.24% | +33.40%-6.60% | +3.26%
Prior 7-Day Avg 6.21% | 10.76%13.26% | 22.32%
Current vs 7-Day Avg +15.86% | +12.73%+34.13% | +12.83%
Prior 7-Day Eod 2.99% | 9.09%18.64% | 25.42%
Current vs 7-Day Eod +140.24% | +33.40%-4.63% | -0.96%
Sentiment BEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 31.11% | 31.03%
Calls: 22.22% | 22.06%
Puts: 40.00% | 40.00%
Prior 100.00% | 24.29%
Calls: -- | --
Puts: 100.00% | 20.00%
Current vs Prior -68.89% | +27.75%
Prior 7-Day Avg 44.27% | 18.55%
Calls: 30.55% | 18.89%
Puts: 48.06% | 18.21%
Current vs 7-Day Avg -29.72% | +67.28%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 64% call dollar volume ($131.6K). Extreme bullish P/C ratio of 0.31 - heavy call buying (1,954 calls vs 599 puts). P/C ratio dropping 65% - sentiment shifting bullish. Call-heavy open interest (117,323 calls vs 40,718 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 BEARISH
7-Day Avg BEARISH
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
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 1 of results (avg 8.7%, best 8.7%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Nov 201.651.80$1.738.7%--0.66420

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 8 found (avg $0.76, cheapest $0.60)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.00Nov 130.550.65$0.6016.7%80.464
$10.50Nov 200.500.60$0.5518.2%20.4014
$9.00Nov 60.901.05$0.9815.3%--0.71100
$9.50Nov 130.750.90$0.8318.1%40.5739
$10.00Nov 200.700.80$0.7513.3%180.4940
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$9.00Nov 270.550.65$0.6016.7%--0.3416
$9.50Nov 200.700.80$0.7513.3%--0.4259

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 19 found (avg delta 0.70, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$8.00Oct 301.551.80$1.6814.9%10.9111
$8.50Nov 61.051.45$1.2532.0%420.81123
$9.00Oct 300.650.90$0.7832.1%10.80228
$9.00Nov 60.901.05$0.9815.3%--0.71100
$9.00Nov 201.051.30$1.1821.2%--0.6712
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.50Oct 301.752.40$2.0831.2%20.94292
$11.00Oct 301.251.65$1.4527.6%--0.89239
$10.50Oct 300.851.15$1.0030.0%--0.7992
$11.50Nov 131.902.35$2.1321.1%--0.7883
$10.50Nov 61.001.20$1.1018.2%--0.6920

Most actively traded options today. High liquidity = easy entry/exit. 32 active (total vol 1.2K, top 221)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.00Nov 60.350.50$0.4334.9%2210.4487
$10.00Oct 300.200.30$0.2540.0%1860.38320
$11.00Nov 200.400.50$0.4522.2%1650.34237
$11.00Oct 300.000.10$0.05200.0%1120.11295
$9.50Oct 300.400.50$0.4522.2%1070.6192
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$8.00Nov 200.200.30$0.2540.0%400.18191
$9.00Oct 300.050.15$0.10100.0%210.19651
$10.00Oct 300.450.55$0.5020.0%200.61135
$9.00Nov 60.200.40$0.3066.7%60.29174
$8.00Oct 300.000.10$0.05200.0%20.0819

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 15.7%, max 23.6%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$10.00Oct 30Nov 2799.3%84.8%17.0%216442
$10.50Oct 30Nov 20101.0%86.6%16.6%17270
$9.50Oct 30Nov 2097.1%86.2%12.6%107176
$9.00Oct 30Nov 20100.2%89.5%12.0%1240
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$9.00Oct 30Nov 27101.0%81.7%23.6%21667
$10.50Oct 30Nov 6101.0%85.9%17.6%--112
$9.50Oct 30Nov 2098.2%86.2%14.0%--241
$10.00Oct 30Nov 2099.3%88.6%12.1%20997

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 30 found (best R:R 0.85, avg 1.84)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$8.50$9.00Nov 6$0.27$0.23$0.2781%0.85$8.77
$9.00$9.50Nov 20$0.20$0.30$0.2067%1.50$9.20
$10.50$11.00Nov 20$0.10$0.40$0.1040%4.00$10.60
$10.00$11.00Nov 27$0.32$0.68$0.3249%2.12$10.32
$11.00$11.50Nov 20$0.10$0.40$0.1034%4.00$11.10
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$10.50$10.00Nov 6$0.32$0.18$0.3269%0.56$10.18
$10.00$9.50Oct 30$0.25$0.25$0.2562%1.00$9.75
$10.00$9.50Nov 13$0.25$0.25$0.2554%1.00$9.75
$9.00$8.50Nov 6$0.12$0.38$0.1229%3.17$8.88
$8.50$8.00Nov 13$0.10$0.40$0.1023%4.00$8.40

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 0.46)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$10.00$10.50Oct 30$0.15$0.15$0.3562%0.43$10.15
$10.00$10.50Nov 6$0.18$0.18$0.3256%0.56$10.18
$10.50$11.00Nov 6$0.10$0.10$0.4070%0.25$10.60
$10.00$11.00Nov 13$0.32$0.32$0.6854%0.47$10.32
$10.00$10.50Nov 20$0.20$0.20$0.3051%0.67$10.20
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$9.00$8.00Nov 27$0.30$0.30$0.7066%0.43$8.70
$9.00$8.00Nov 20$0.28$0.28$0.7267%0.39$8.72
$9.50$9.00Nov 13$0.22$0.22$0.2857%0.79$9.28
$9.50$9.00Nov 20$0.22$0.22$0.2858%0.79$9.28
$9.50$9.00Nov 6$0.20$0.20$0.3058%0.67$9.30

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $0.24, cheapest $0.18)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$10.00Oct 30Nov 6$0.1899.3%88.6%
$9.50Oct 30Nov 6$0.2397.1%91.2%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$10.00Oct 30Nov 6$0.2899.3%88.6%
$9.50Oct 30Nov 6$0.2598.2%91.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 13 found (cheapest 7.19% of stock, avg 13.16%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$9.50Oct 30$0.45$0.25$0.70$8.80$10.207.19%
$10.00Oct 30$0.25$0.50$0.75$9.25$10.757.71%
$9.00Oct 30$0.78$0.10$0.88$8.12$9.889.04%
$10.50Oct 30$0.10$1.00$1.10$9.40$11.6011.31%
$9.50Nov 6$0.68$0.50$1.18$8.32$10.6812.13%
$10.00Nov 6$0.43$0.78$1.21$8.79$11.2112.44%
$9.00Nov 6$0.98$0.30$1.28$7.72$10.2813.16%
$10.50Nov 6$0.25$1.10$1.35$9.15$11.8513.87%
$9.50Nov 13$0.83$0.65$1.48$8.02$10.9815.21%
$10.00Nov 13$0.60$0.90$1.50$8.50$11.5015.42%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 60 found (cheapest 0.82% of stock, avg 6.42%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$11.50$8.00Oct 30$0.03$0.05$0.08$7.92$11.58
$11.50$8.50Oct 30$0.03$0.05$0.08$8.42$11.58
$11.00$8.50Oct 30$0.05$0.05$0.10$8.40$11.10
$11.00$8.00Oct 30$0.05$0.05$0.10$7.90$11.10
$11.50$9.00Oct 30$0.03$0.10$0.13$8.87$11.63
$11.00$9.00Oct 30$0.05$0.10$0.15$8.85$11.15
$10.50$8.50Oct 30$0.10$0.05$0.15$8.35$10.65
$10.50$8.00Oct 30$0.10$0.05$0.15$7.85$10.65
$10.50$9.00Oct 30$0.10$0.10$0.20$8.80$10.70
$11.50$8.00Nov 6$0.10$0.13$0.23$7.77$11.73

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 0.79, avg credit $0.30)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
8/910/11Nov 6$0.22$0.2840%0.79$8.78$10.72
8/911/12Nov 20$0.38$0.6233%0.61$8.62$11.38

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 16 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$9.50$10.00$10.50Oct 30$0.05$0.4540%9.00
$9.50$10.00$10.50Nov 6$0.07$0.4327%6.14
$9.00$9.50$10.00Oct 30$0.13$0.3742%2.85
$10.00$10.50$11.00Nov 6$0.08$0.4223%5.25
$10.00$10.50$11.00Oct 30$0.10$0.4027%4.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$9.00$9.50$10.00Oct 30$0.10$0.4042%4.00
$9.00$9.50$10.00Nov 20$0.05$0.4518%9.00
$9.00$9.50$10.00Nov 6$0.08$0.4227%5.25
$8.50$9.00$9.50Nov 6$0.08$0.4223%5.25
$8.50$9.00$9.50Oct 30$0.10$0.4029%4.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 27 found (best net $-0.31, 25 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$9.00$9.501:2Oct 30-$0.12$0.38
$10.00$11.001:2Nov 27-$0.16$0.84
$10.00$10.501:2Nov 6-$0.07$0.43
$9.50$10.001:2Nov 6-$0.18$0.32
$11.00$11.501:2Nov 6-$0.05$0.45
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$11.00$10.001:2Nov 20-$0.31$0.69
$9.00$8.001:2Nov 27$0.00$1.00
$9.50$9.001:2Nov 6-$0.10$0.40
$9.00$8.501:2Nov 6-$0.06$0.44
$10.00$9.501:2Nov 6-$0.22$0.28

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 14 found (best yield 5.14%, avg 3.85%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$11.00Dec 4$0.500.3713.1%5.14%18.19%1--
$10.00Nov 20$0.700.492.8%7.19%9.97%1840
$11.00Nov 20$0.400.3413.1%4.11%17.16%165237
$10.00Nov 27$0.700.492.8%7.19%9.97%30122
$11.00Nov 27$0.400.3413.1%4.11%17.16%5014
$10.50Nov 20$0.500.407.9%5.14%13.05%214
$11.50Nov 20$0.300.2818.2%3.08%21.27%117
$10.00Nov 13$0.550.462.8%5.65%8.43%84
$11.00Nov 13$0.200.2713.1%2.06%15.11%122
$11.50Nov 13$0.150.2218.2%1.54%19.73%519

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 1,954
Total Puts 599
Put/Call Ratio 0.31
Net Difference 1,355

Prior's Put/Call Breakdown

Total Calls 1,282
Total Puts 1,137
Put/Call Ratio 0.89
Net Difference 145

Prior 7-Day Put/Call Summary

Total Calls 10,305
Total Puts 11,023
Average Put/Call Ratio 1.13
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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