Tour v535
CSIQ
CANADIAN SOLAR INC
$10.80 +6.93%
◀ 11/4 15:05 ▶

Option Volume

Detail
ℹ
Current (11/04 3:05pm) 12,483
Calls: 8,605 (69%)
Puts: 3,878 (31%)
Prior (11/03) 9,999
Calls: 8,384 (84%)
Puts: 1,615 (16%)
Current vs Prior +24.84%
Calls: +2.64% (Calls)
Puts: +140.12% (Puts)
Prior 7-Day Total 15,015
Calls: 9,133 (61%)
Puts: 5,882 (39%)
Prior 7-Day Average 2,145
Calls: 1,304 (61%)
Puts: 840 (39%)
Current vs Prior 7-Day Avg +481.96%
Calls: +559.53%
Puts: +361.51%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/04 3:05pm) $800.1K
Calls: $419.6K (52%)
Puts: $380.5K (48%)
Prior (11/03) $833.5K
Calls: $718.5K (86%)
Puts: $115.0K (14%)
Current vs Prior -4.00%
Calls: -41.60%
Puts: +230.87%
Prior 7-Day Total $1.40M
Calls: $622.7K (44%)
Puts: $777.6K (56%)
Prior 7-Day Average $200.0K
Calls: $89.0K (44%)
Puts: $111.1K (56%)
Current vs Prior 7-Day Avg +299.99%
Calls: +371.68%
Puts: +242.58%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/04 3:05pm) 0.45
Prior (11/03) 0.19
Current vs Prior +133.96%
Prior 7-Day Average 0.82
Current vs Prior 7-Day Avg -44.94%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/04 3:05pm) 157,972
Calls: 115,710 (73%)
Puts: 42,262 (27%)
Prior (11/03) 159,323
Calls: 118,412 (74%)
Puts: 40,911 (26%)
Current vs Prior -0.85%
Prior 7-Day Total 1,112,057
Calls: 825,793 (74%)
Puts: 286,264 (26%)
Prior 7-Day Average 158,865
Calls: 117,970 (74%)
Puts: 40,894 (26%)
Current vs Prior 7-Day Avg -0.56%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 9.44% | 14.63%18.06% | 22.96%
Prior 8.00% | 12.95%16.00% | 22.63%
Current vs Prior +18.06% | +12.99%+12.85% | +1.46%
Prior 7-Day Avg 5.69% | 10.99%17.67% | 24.24%
Current vs 7-Day Avg +66.05% | +33.17%+2.21% | -5.26%
Prior 7-Day Eod 8.00% | 12.95%19.31% | 23.56%
Current vs 7-Day Eod +18.06% | +12.99%-6.48% | -2.55%
Sentiment BEARISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 35.38% | 15.70%
Calls: 26.32% | 18.07%
Puts: 44.44% | 13.33%
Prior 26.31% | 20.24%
Calls: 13.16% | 23.81%
Puts: 39.47% | 16.67%
Current vs Prior +34.47% | -22.43%
Prior 7-Day Avg 41.12% | 26.84%
Calls: 22.41% | 22.87%
Puts: 46.90% | 30.81%
Current vs 7-Day Avg -13.96% | -41.51%
Liquidity Expensive
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🤖 AI Insights

Dollar volume significantly above 7-day average (300% higher). Volume explosion - 482% above 7-day average (12,483 vs avg 2,145). Extreme bullish P/C ratio of 0.45 - heavy call buying (8,605 calls vs 3,878 puts). P/C ratio rising 134% - increased hedging/bearish 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 BEARISH
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 5 of results (avg 8.0%, best 5.1%)

CALLS (0)
No calls meet the criteria
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.00Dec 181.902.00$1.955.1%30.581
$11.00Dec 181.251.35$1.307.7%60.4635
$12.00Dec 41.751.90$1.838.2%--0.6114
$12.00Nov 201.501.65$1.589.5%60.66703
$11.00Nov 271.001.10$1.059.5%30.484

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 12 found (avg $0.76, cheapest $0.77)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.50Nov 130.750.90$0.8318.1%80.62114
$12.00Nov 270.500.60$0.5518.2%70.37127
$11.00Nov 200.750.85$0.8012.5%1.1K0.51319
$12.00Dec 40.600.70$0.6515.4%--0.3915
$11.00Nov 270.800.95$0.8817.0%110.5249
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.50Nov 60.700.85$0.7719.5%6320.76114
$11.00Nov 130.700.80$0.7513.3%10.508
$10.00Nov 270.500.60$0.5518.2%30.327
$10.50Nov 200.650.75$0.7014.3%20.402
$11.00Nov 200.901.00$0.9510.5%420.49434

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 31 found (avg delta 0.68, highest 0.91)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$9.50Nov 61.251.50$1.3818.1%410.91558
$9.00Nov 61.701.95$1.8313.7%230.89108
$10.00Nov 60.801.05$0.9326.9%4460.84944
$9.00Nov 201.902.20$2.0514.6%20.8433
$9.50Nov 131.401.65$1.5316.3%--0.8260
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.50Nov 61.401.85$1.6327.6%520.905
$12.00Nov 61.001.35$1.1829.7%1490.8536
$11.50Nov 60.700.85$0.7719.5%6320.76114
$12.00Nov 131.351.50$1.4310.5%--0.7115
$12.00Nov 201.501.65$1.589.5%60.66703

Most actively traded options today. High liquidity = easy entry/exit. 52 active (total vol 8.5K, top 2.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.00Nov 60.050.10$0.0862.5%2.8K0.15533
$11.00Nov 200.750.85$0.8012.5%1.1K0.51319
$10.50Nov 60.500.65$0.5726.3%8460.66970
$12.00Nov 200.400.50$0.4522.2%5760.34168
$10.00Nov 60.801.05$0.9326.9%4460.84944
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.50Nov 60.700.85$0.7719.5%6320.76114
$10.00Nov 60.050.10$0.0862.5%1840.16645
$12.00Nov 61.001.35$1.1829.7%1490.8536
$10.00Nov 130.250.35$0.3033.3%1070.2749
$12.50Nov 61.401.85$1.6327.6%520.905

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 22.6%, max 34.4%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$10.00Nov 6Dec 18109.0%81.1%34.4%4591.1K
$11.00Nov 6Dec 18109.5%83.8%30.7%250457
$11.50Nov 6Nov 20110.7%93.2%18.8%378191
$10.50Nov 6Nov 20105.8%96.0%10.2%849997
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$10.00Nov 6Dec 18109.0%81.1%34.4%195728
$11.00Nov 6Dec 18109.5%83.8%30.7%45129
$11.50Nov 6Nov 13110.7%99.4%11.4%632195
$10.50Nov 6Nov 20105.8%96.0%10.2%1226

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 34 found (best R:R 0.74, avg 1.47)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$9.00$11.00Dec 4$1.15$0.85$1.1580%0.74$10.15
$10.00$11.00Dec 18$0.47$0.53$0.4766%1.13$10.47
$11.00$12.00Dec 18$0.35$0.65$0.3554%1.86$11.35
$10.00$11.00Nov 27$0.50$0.50$0.5068%1.00$10.50
$11.00$12.00Dec 4$0.35$0.65$0.3553%1.86$11.35
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$11.50$11.00Nov 6$0.32$0.18$0.3276%0.56$11.18
$10.50$10.00Nov 6$0.12$0.38$0.1234%3.17$10.38
$11.00$10.50Nov 6$0.25$0.25$0.2556%1.00$10.75
$10.00$9.50Nov 20$0.15$0.35$0.1530%2.33$9.85
$11.00$10.50Nov 20$0.25$0.25$0.2549%1.00$10.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 15 found (best R:R 0.54, avg 0.52)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$11.00$11.50Nov 20$0.23$0.23$0.2749%0.85$11.23
$11.00$11.50Nov 6$0.15$0.15$0.3556%0.43$11.15
$11.00$11.50Nov 13$0.20$0.20$0.3050%0.67$11.20
$11.50$12.00Nov 13$0.13$0.13$0.3761%0.35$11.63
$11.50$12.00Nov 20$0.12$0.12$0.3858%0.32$11.62
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$10.00$9.00Dec 18$0.35$0.35$0.6566%0.54$9.65
$10.00$9.00Nov 27$0.30$0.30$0.7068%0.43$9.70
$10.50$10.00Nov 20$0.25$0.25$0.2560%1.00$10.25
$9.50$9.00Nov 13$0.10$0.10$0.4081%0.25$9.40
$10.00$9.50Nov 20$0.15$0.15$0.3570%0.43$9.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $0.35, cheapest $0.50)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$11.00Nov 6Nov 13$0.35109.5%100.7%
$10.50Nov 6Nov 13$0.26105.8%99.4%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$10.50Nov 6Nov 20$0.50105.8%96.0%
$11.00Nov 6Nov 13$0.30109.5%100.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 14 found (cheapest 6.76% of stock, avg 14.38%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$11.00Nov 6$0.28$0.45$0.73$10.27$11.736.76%
$10.50Nov 6$0.57$0.20$0.77$9.73$11.277.13%
$11.50Nov 6$0.13$0.77$0.90$10.60$12.408.33%
$10.00Nov 6$0.93$0.08$1.01$8.99$11.019.35%
$11.00Nov 13$0.63$0.75$1.38$9.62$12.3812.78%
$10.00Nov 13$1.15$0.30$1.45$8.55$11.4513.43%
$11.50Nov 13$0.43$1.08$1.51$9.99$13.0113.98%
$10.50Nov 20$1.00$0.70$1.70$8.80$12.2015.74%
$10.00Nov 20$1.30$0.45$1.75$8.25$11.7516.20%
$11.00Nov 20$0.80$0.95$1.75$9.25$12.7516.20%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 42 found (cheapest 0.93% of stock, avg 6.24%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$12.50$9.50Nov 6$0.05$0.05$0.10$9.40$12.60
$12.00$9.50Nov 6$0.08$0.05$0.13$9.37$12.13
$12.50$10.00Nov 6$0.05$0.08$0.13$9.87$12.63
$12.50$9.00Nov 6$0.05$0.10$0.15$8.85$12.65
$12.00$10.00Nov 6$0.08$0.08$0.16$9.84$12.16
$12.00$9.00Nov 6$0.08$0.10$0.18$8.82$12.18
$11.50$9.50Nov 6$0.13$0.05$0.18$9.32$11.68
$11.50$10.00Nov 6$0.13$0.08$0.21$9.79$11.71
$11.50$9.00Nov 6$0.13$0.10$0.23$8.77$11.73
$12.50$10.50Nov 6$0.05$0.20$0.25$10.25$12.75

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

No iron condor setups found

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 23 found (best R:R 6.14, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$10.00$10.50$11.00Nov 6$0.07$0.4341%6.14
$10.00$11.00$12.00Dec 18$0.12$0.8824%7.33
$10.00$11.00$12.00Nov 27$0.17$0.8332%4.88
$9.50$10.00$10.50Nov 13$0.06$0.4420%7.33
$10.50$11.00$11.50Nov 6$0.14$0.3642%2.57
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$10.50$11.00$11.50Nov 6$0.07$0.4342%6.14
$10.00$10.50$11.00Nov 6$0.13$0.3741%2.85
$11.00$11.50$12.00Nov 6$0.09$0.4129%4.56
$9.00$10.00$11.00Dec 18$0.15$0.8525%5.67
$9.00$9.50$10.00Nov 20$0.05$0.4515%9.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 33 found (best net $-0.05, 29 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$10.00$11.001:2Nov 27-$0.38$0.62
$11.00$12.001:2Nov 27-$0.22$0.78
$10.00$10.501:2Nov 6-$0.21$0.29
$11.00$12.001:2Dec 4-$0.30$0.70
$11.00$12.001:2Dec 11-$0.37$0.63
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$11.00$10.001:2Nov 27-$0.05$0.95
$12.00$11.001:2Nov 20-$0.32$0.68
$11.50$11.001:2Nov 6-$0.13$0.37
$10.00$9.001:2Dec 18-$0.10$0.90
$11.00$10.001:2Dec 18-$0.30$0.70

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 16 found (best yield 6.94%, avg 5.50%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$12.00Dec 18$0.750.4211.1%6.94%18.06%42338
$11.00Dec 18$1.100.541.9%10.19%12.04%31136
$11.00Dec 11$1.050.541.9%9.72%11.57%31
$12.00Dec 11$0.650.4111.1%6.02%17.13%51
$12.00Dec 4$0.600.3911.1%5.56%16.67%--15
$11.00Dec 4$0.900.531.9%8.33%10.19%1034
$12.00Nov 27$0.500.3711.1%4.63%15.74%7127
$11.00Nov 27$0.800.521.9%7.41%9.26%1149
$11.00Nov 20$0.750.511.9%6.94%8.80%1.1K319
$12.00Nov 20$0.400.3411.1%3.70%14.81%576168

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 8,605
Total Puts 3,878
Put/Call Ratio 0.45
Net Difference 4,727

Prior's Put/Call Breakdown

Total Calls 8,384
Total Puts 1,615
Put/Call Ratio 0.19
Net Difference 6,769

Prior 7-Day Put/Call Summary

Total Calls 9,133
Total Puts 5,882
Average Put/Call Ratio 0.82
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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