Tour v536
CSIQ
CANADIAN SOLAR INC
$10.25 -4.92%
◀ 11/5 15:05 ▶

Option Volume

Detail
ℹ
Current (11/05 3:05pm) 4,426
Calls: 2,854 (64%)
Puts: 1,572 (36%)
Prior (11/04) 12,483
Calls: 8,605 (69%)
Puts: 3,878 (31%)
Current vs Prior -64.54%
Calls: -66.83% (Calls)
Puts: -59.46% (Puts)
Prior 7-Day Total 23,517
Calls: 16,444 (70%)
Puts: 7,073 (30%)
Prior 7-Day Average 3,359
Calls: 2,349 (70%)
Puts: 1,010 (30%)
Current vs Prior 7-Day Avg +31.74%
Calls: +21.49%
Puts: +55.58%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/05 3:05pm) $643.7K
Calls: $466.8K (73%)
Puts: $176.9K (27%)
Prior (11/04) $800.1K
Calls: $419.6K (52%)
Puts: $380.5K (48%)
Current vs Prior -19.55%
Calls: +11.26%
Puts: -53.52%
Prior 7-Day Total $1.99M
Calls: $1.23M (62%)
Puts: $754.7K (38%)
Prior 7-Day Average $284.2K
Calls: $176.4K (62%)
Puts: $107.8K (38%)
Current vs Prior 7-Day Avg +126.47%
Calls: +164.62%
Puts: +64.04%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/05 3:05pm) 0.55
Prior (11/04) 0.45
Current vs Prior +22.22%
Prior 7-Day Average 0.79
Current vs Prior 7-Day Avg -30.24%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/05 3:05pm) 163,677
Calls: 119,146 (73%)
Puts: 44,531 (27%)
Prior (11/04) 157,972
Calls: 115,710 (73%)
Puts: 42,262 (27%)
Current vs Prior +3.61%
Prior 7-Day Total 1,113,155
Calls: 826,956 (74%)
Puts: 286,199 (26%)
Prior 7-Day Average 159,022
Calls: 118,136 (74%)
Puts: 40,885 (26%)
Current vs Prior 7-Day Avg +2.93%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 8.39% | 14.93%18.83% | 23.22%
Prior 8.32% | 13.34%16.05% | 23.07%
Current vs Prior +0.78% | +11.90%+17.33% | +0.65%
Prior 7-Day Avg 6.17% | 11.54%17.24% | 23.93%
Current vs 7-Day Avg +35.96% | +29.37%+9.24% | -2.97%
Prior 7-Day Eod 8.32% | 13.34%18.74% | 23.01%
Current vs 7-Day Eod +0.78% | +11.90%+0.49% | +0.93%
Sentiment BEARISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 48.62% | 29.36%
Calls: 55.56% | 26.67%
Puts: 41.67% | 32.05%
Prior 29.94% | 18.72%
Calls: 25.00% | 15.38%
Puts: 34.88% | 22.06%
Current vs Prior +62.39% | +56.84%
Prior 7-Day Avg 40.52% | 26.85%
Calls: 21.69% | 23.81%
Puts: 46.30% | 29.88%
Current vs 7-Day Avg +19.98% | +9.35%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 73% call dollar volume ($466.8K). Dollar volume significantly above 7-day average (126% higher). Below-average activity with volume down 65% vs prior. Bullish P/C ratio of 0.55.

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 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 1 of results (avg 9.3%, best 9.3%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.00Dec 42.052.25$2.159.3%--0.6914

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 6 found (avg $0.55, cheapest $0.32)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.00Nov 200.300.35$0.3215.6%190.27741
$12.00Nov 270.350.40$0.3813.2%--0.28129
$11.00Nov 200.500.60$0.5518.2%1740.411.2K
$11.00Nov 270.600.70$0.6515.4%--0.4249
$12.00Dec 180.600.70$0.6515.4%30.36369
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.00Nov 270.700.85$0.7719.5%10.418

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 27 found (avg delta 0.71, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$8.50Nov 61.301.95$1.6339.9%20.91126
$9.00Nov 60.701.45$1.0869.4%70.91112
$9.50Nov 60.750.95$0.8523.5%2090.84548
$9.00Nov 201.451.70$1.5815.8%20.7732
$9.00Nov 271.601.80$1.7011.8%60.752
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.00Nov 61.602.40$2.0040.0%140.94160
$11.50Nov 61.101.65$1.3839.9%100.86738
$12.00Nov 131.702.05$1.8818.6%--0.8015
$11.00Nov 60.651.05$0.8547.1%390.79127
$11.50Nov 131.301.55$1.4317.5%10.7581

Most actively traded options today. High liquidity = easy entry/exit. 47 active (total vol 2.3K, top 507)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$9.50Nov 60.750.95$0.8523.5%2090.84548
$10.00Nov 200.851.10$0.9825.5%2050.6074
$11.00Nov 200.500.60$0.5518.2%1740.411.2K
$10.00Nov 60.300.55$0.4358.1%1650.671.0K
$11.00Dec 180.851.05$0.9521.1%630.47140
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.00Nov 60.100.20$0.1566.7%5070.33521
$9.50Nov 130.200.40$0.3066.7%2520.2815
$9.00Nov 130.100.20$0.1566.7%2490.17153
$10.00Nov 200.600.75$0.6822.1%460.41829
$11.00Nov 60.651.05$0.8547.1%390.79127

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 48.6%, max 71.4%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$11.00Nov 6Dec 18153.8%89.8%71.4%93397
$9.50Nov 6Nov 20154.4%101.0%53.0%219640
$10.00Nov 6Dec 18122.2%84.1%45.3%1901.2K
$10.50Nov 6Nov 20123.2%98.6%24.9%21755
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$11.00Nov 6Dec 18153.8%89.8%71.4%43166
$9.50Nov 6Nov 20154.4%101.0%53.0%6513
$10.00Nov 6Dec 18122.2%84.1%45.3%511614
$10.50Nov 6Nov 20123.2%98.6%24.9%737

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 33 found (best R:R 1.17, avg 1.40)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$9.00$9.50Nov 6$0.23$0.27$0.2391%1.17$9.23
$9.00$11.00Dec 4$1.03$0.97$1.0374%0.94$10.03
$10.00$11.00Dec 18$0.38$0.62$0.3859%1.63$10.38
$10.00$11.00Nov 27$0.40$0.60$0.4059%1.50$10.40
$11.00$12.00Dec 18$0.30$0.70$0.3047%2.33$11.30
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$11.50$10.00Nov 13$0.93$0.57$0.9375%0.61$10.57
$11.00$10.50Nov 20$0.30$0.20$0.3059%0.67$10.70
$9.50$9.00Nov 20$0.15$0.35$0.1531%2.33$9.35
$10.00$9.50Nov 20$0.20$0.30$0.2041%1.50$9.80
$10.50$10.00Nov 6$0.28$0.22$0.2862%0.79$10.22

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 14 found (best R:R 0.72, avg 0.51)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$11.00$11.50Nov 20$0.17$0.17$0.3359%0.52$11.17
$11.00$11.50Nov 13$0.13$0.13$0.3765%0.35$11.13
$10.50$11.00Nov 13$0.18$0.18$0.3253%0.56$10.68
$10.50$11.00Nov 20$0.18$0.18$0.3250%0.56$10.68
$11.00$12.00Dec 4$0.30$0.30$0.7056%0.43$11.30
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$10.00$9.00Dec 18$0.42$0.42$0.5859%0.72$9.58
$10.00$9.00Nov 27$0.37$0.37$0.6359%0.59$9.63
$9.50$9.00Nov 13$0.15$0.15$0.3572%0.43$9.35
$9.00$8.50Nov 20$0.13$0.13$0.3777%0.35$8.87
$10.00$9.50Nov 13$0.20$0.20$0.3059%0.67$9.80

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $0.39, cheapest $0.52)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$10.00Nov 6Nov 13$0.32122.2%102.4%
$10.50Nov 6Nov 13$0.35123.2%105.3%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$10.50Nov 6Nov 20$0.52123.2%98.6%
$10.00Nov 6Nov 13$0.35122.2%102.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 14 found (cheapest 5.66% of stock, avg 14.88%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$10.00Nov 6$0.43$0.15$0.58$9.42$10.585.66%
$10.50Nov 6$0.18$0.43$0.61$9.89$11.115.95%
$9.50Nov 6$0.85$0.08$0.93$8.57$10.439.07%
$11.00Nov 6$0.10$0.85$0.95$10.05$11.959.27%
$10.00Nov 13$0.75$0.50$1.25$8.75$11.2512.20%
$9.50Nov 13$1.08$0.30$1.38$8.12$10.8813.46%
$10.00Nov 20$0.98$0.68$1.66$8.34$11.6616.20%
$10.50Nov 20$0.73$0.95$1.68$8.82$12.1816.39%
$9.50Nov 20$1.27$0.48$1.75$7.75$11.2517.07%
$11.00Nov 20$0.55$1.25$1.80$9.20$12.8017.56%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 54 found (cheapest 0.78% of stock, avg 6.44%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$12.00$9.00Nov 6$0.03$0.05$0.08$8.92$12.08
$12.00$8.50Nov 6$0.03$0.08$0.11$8.39$12.11
$12.00$9.50Nov 6$0.03$0.08$0.11$9.39$12.11
$11.50$9.00Nov 6$0.08$0.05$0.13$8.87$11.63
$11.50$9.50Nov 6$0.08$0.08$0.16$9.34$11.66
$11.50$8.50Nov 6$0.08$0.08$0.16$8.34$11.66
$11.00$9.00Nov 6$0.10$0.05$0.15$8.85$11.15
$11.00$9.50Nov 6$0.10$0.08$0.18$9.32$11.18
$11.00$8.50Nov 6$0.10$0.08$0.18$8.32$11.18
$12.00$10.00Nov 6$0.03$0.15$0.18$9.82$12.18

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. 24 found (best R:R 11.50, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$10.00$11.00$12.00Dec 18$0.08$0.9223%11.50
$10.00$11.00$12.00Nov 27$0.13$0.8730%6.69
$10.50$11.00$11.50Nov 13$0.05$0.4521%9.00
$10.50$11.00$11.50Nov 6$0.06$0.4424%7.33
$9.50$10.00$10.50Nov 6$0.17$0.3346%1.94
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$9.00$9.50$10.00Nov 13$0.05$0.4524%9.00
$10.00$10.50$11.00Nov 6$0.14$0.3646%2.57
$9.00$10.00$11.00Nov 27$0.19$0.8132%4.26
$9.00$9.50$10.00Nov 20$0.05$0.4518%9.00
$9.00$10.00$11.00Dec 18$0.16$0.8425%5.25

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 $-0.40, 28 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$9.00$10.001:2Nov 27-$0.40$0.60
$10.00$11.001:2Nov 27-$0.25$0.75
$11.00$12.001:2Nov 27-$0.11$0.89
$11.00$12.001:2Dec 4-$0.15$0.85
$11.00$11.501:2Nov 13-$0.09$0.41
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$11.00$10.001:2Nov 27-$0.21$0.79
$11.50$11.001:2Nov 6-$0.32$0.18
$10.00$9.001:2Dec 18-$0.21$0.79
$10.00$9.501:2Nov 13-$0.10$0.40
$9.00$8.501:2Nov 20-$0.07$0.43

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 15 found (best yield 5.85%, avg 4.10%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$12.00Dec 18$0.600.3617.1%5.85%22.93%3369
$11.00Dec 18$0.850.477.3%8.29%15.61%63140
$11.00Dec 4$0.650.447.3%6.34%13.66%--44
$11.00Nov 27$0.600.427.3%5.85%13.17%--49
$12.00Dec 4$0.350.3117.1%3.41%20.49%--15
$12.00Nov 27$0.350.2817.1%3.41%20.49%--129
$11.00Nov 20$0.500.417.3%4.88%12.20%1741.2K
$10.50Nov 20$0.650.502.4%6.34%8.78%--28
$12.00Nov 20$0.300.2717.1%2.93%20.00%19741
$11.50Nov 20$0.300.3212.2%2.93%15.12%628

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 2,854
Total Puts 1,572
Put/Call Ratio 0.55
Net Difference 1,282

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 16,444
Total Puts 7,073
Average Put/Call Ratio 0.79
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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