Tour v536
CSIQ
CANADIAN SOLAR INC
$11.05 +7.13%
◀ 11/6 15:05 ▶

Option Volume

Detail
ℹ
Current (11/06 3:05pm) 3,944
Calls: 3,214 (81%)
Puts: 730 (19%)
Prior (11/05) 4,426
Calls: 2,854 (64%)
Puts: 1,572 (36%)
Current vs Prior -10.89%
Calls: +12.61% (Calls)
Puts: -53.56% (Puts)
Prior 7-Day Total 34,042
Calls: 23,959 (70%)
Puts: 10,083 (30%)
Prior 7-Day Average 4,863
Calls: 3,422 (70%)
Puts: 1,440 (30%)
Current vs Prior 7-Day Avg -18.90%
Calls: -6.10%
Puts: -49.32%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/06 3:05pm) $304.2K
Calls: $264.0K (87%)
Puts: $40.2K (13%)
Prior (11/05) $643.7K
Calls: $466.8K (73%)
Puts: $176.9K (27%)
Current vs Prior -52.74%
Calls: -43.44%
Puts: -77.30%
Prior 7-Day Total $2.56M
Calls: $1.54M (60%)
Puts: $1.02M (40%)
Prior 7-Day Average $365.2K
Calls: $220.0K (60%)
Puts: $145.2K (40%)
Current vs Prior 7-Day Avg -16.70%
Calls: +20.00%
Puts: -72.34%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/06 3:05pm) 0.23
Prior (11/05) 0.55
Current vs Prior -58.76%
Prior 7-Day Average 0.74
Current vs Prior 7-Day Avg -69.32%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/06 3:05pm) 165,101
Calls: 120,374 (73%)
Puts: 44,727 (27%)
Prior (11/05) 163,677
Calls: 119,146 (73%)
Puts: 44,531 (27%)
Current vs Prior +0.87%
Prior 7-Day Total 1,111,444
Calls: 823,800 (74%)
Puts: 287,644 (26%)
Prior 7-Day Average 158,777
Calls: 117,685 (74%)
Puts: 41,092 (26%)
Current vs Prior 7-Day Avg +3.98%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 5.25% | 13.21%18.10% | 23.08%
Prior 9.44% | 14.63%18.06% | 22.96%
Current vs Prior -44.42% | -9.69%+0.24% | +0.50%
Prior 7-Day Avg 7.09% | 12.33%17.10% | 23.73%
Current vs 7-Day Avg -25.99% | +7.17%+5.87% | -2.74%
Prior 7-Day Eod 9.44% | 14.63%18.91% | 23.76%
Current vs 7-Day Eod -44.42% | -9.69%-4.30% | -2.89%
Sentiment BULLISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 97.22% | 20.94%
Calls: 150.00% | 23.81%
Puts: 44.44% | 18.07%
Prior 35.38% | 15.70%
Calls: 26.32% | 18.07%
Puts: 44.44% | 13.33%
Current vs Prior +174.79% | +33.38%
Prior 7-Day Avg 29.75% | 25.62%
Calls: 22.46% | 22.31%
Puts: 37.04% | 28.93%
Current vs 7-Day Avg +226.75% | -18.27%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 87% of dollar volume in calls ($264.0K) vs puts ($40.2K). Light premium activity with dollar volume down 53% vs prior. Extreme bullish P/C ratio of 0.23 - heavy call buying (3,214 calls vs 730 puts). P/C ratio dropping 59% - sentiment shifting bullish.

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 4 of results (avg 7.6%, best 6.3%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.00Nov 271.501.65$1.589.5%--0.71133
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.00Dec 42.302.45$2.386.3%--0.7021
$13.00Nov 202.102.25$2.176.9%--0.76260
$13.00Dec 182.452.65$2.557.8%10.66182

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 7 found (avg $0.83, cheapest $0.83)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.00Nov 270.550.65$0.6016.7%230.39129
$11.00Nov 200.850.95$0.9011.1%9920.551.3K
$11.00Nov 270.901.05$0.9815.3%80.5549
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.50Nov 130.750.90$0.8318.1%90.5980
$11.00Nov 200.750.90$0.8318.1%240.45381
$11.00Nov 270.851.00$0.9316.1%--0.4510
$10.00Dec 180.700.85$0.7719.5%50.3295

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 33 found (avg delta 0.71, highest 0.91)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.00Nov 61.001.15$1.0813.9%2840.871.0K
$9.00Nov 201.952.30$2.1316.4%--0.8730
$9.50Nov 131.401.75$1.5822.2%--0.8757
$9.00Nov 61.752.20$1.9822.7%20.87107
$10.50Nov 60.450.65$0.5536.4%420.86769
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.00Nov 60.801.25$1.0244.1%100.91162
$11.50Nov 60.350.55$0.4544.4%350.87742
$13.00Nov 131.952.30$2.1316.4%10.8664
$13.00Nov 202.102.25$2.176.9%--0.76260
$13.00Dec 42.302.45$2.386.3%--0.7021

Most actively traded options today. High liquidity = easy entry/exit. 52 active (total vol 3.3K, top 992)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Nov 200.850.95$0.9011.1%9920.551.3K
$11.00Nov 60.050.20$0.13115.4%3740.56265
$10.00Nov 61.001.15$1.0813.9%2840.871.0K
$12.00Nov 130.200.40$0.3066.7%1940.3187
$11.50Nov 200.550.75$0.6530.8%1640.4632
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Nov 60.000.15$0.08187.5%1450.48120
$10.50Nov 130.250.35$0.3033.3%1140.322
$10.50Nov 200.500.65$0.5726.3%500.361
$10.00Nov 130.150.20$0.1827.8%480.20163
$9.50Nov 130.050.15$0.10100.0%450.12254

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 5 strikes (avg 589.7%, max 1219.2%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$9.50Nov 6Nov 201370.0%103.8%1219.2%3500
$11.00Nov 6Dec 18153.7%84.2%82.5%432464
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$9.50Nov 6Nov 201370.0%103.8%1219.2%3522
$10.50Nov 6Nov 20435.8%97.9%345.1%5035
$11.00Nov 6Dec 18153.7%84.2%82.5%155159

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 36 found (best R:R 0.82, avg 1.60)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$9.00$10.00Dec 18$0.55$0.45$0.5579%0.82$9.55
$9.00$10.00Nov 27$0.64$0.36$0.6484%0.56$9.64
$12.00$13.00Dec 18$0.27$0.73$0.2744%2.70$12.27
$10.50$11.00Nov 20$0.20$0.30$0.2064%1.50$10.70
$9.50$10.00Nov 13$0.33$0.17$0.3387%0.52$9.83
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$11.50$11.00Nov 13$0.26$0.24$0.2659%0.92$11.24
$10.50$10.00Nov 13$0.12$0.38$0.1232%3.17$10.38
$11.50$11.00Nov 20$0.27$0.23$0.2754%0.85$11.23
$12.00$11.50Nov 20$0.33$0.17$0.3363%0.52$11.67
$10.50$10.00Nov 20$0.19$0.31$0.1936%1.63$10.31

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 16 found (best R:R 0.55, avg 0.55)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$12.00$12.50Nov 13$0.15$0.15$0.3569%0.43$12.15
$12.00$12.50Nov 20$0.12$0.12$0.3863%0.32$12.12
$12.00$13.00Nov 27$0.25$0.25$0.7561%0.33$12.25
$11.50$12.00Nov 20$0.15$0.15$0.3554%0.43$11.65
$11.50$12.00Nov 13$0.10$0.10$0.4059%0.25$11.60
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$11.00$9.00Nov 27$0.71$0.71$1.2955%0.55$10.29
$11.00$10.00Dec 18$0.48$0.48$0.5256%0.92$10.52
$10.00$9.00Dec 18$0.34$0.34$0.6668%0.52$9.66
$11.00$10.00Dec 11$0.47$0.47$0.5356%0.89$10.53
$11.00$10.50Nov 13$0.27$0.27$0.2354%1.17$10.73

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $0.49, cheapest $0.49)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$11.00Nov 6Nov 13$0.50153.7%97.6%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$11.00Nov 6Nov 13$0.49153.7%97.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 20 found (cheapest 1.90% of stock, avg 13.93%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$11.00Nov 6$0.13$0.08$0.21$10.79$11.211.90%
$11.50Nov 6$0.03$0.45$0.48$11.02$11.984.34%
$10.50Nov 6$0.55$0.05$0.60$9.90$11.105.43%
$12.00Nov 6$0.03$1.02$1.05$10.95$13.059.50%
$10.00Nov 6$1.08$0.08$1.16$8.84$11.1610.50%
$10.50Nov 13$0.90$0.30$1.20$9.30$11.7010.86%
$11.00Nov 13$0.63$0.57$1.20$9.80$12.2010.86%
$11.50Nov 13$0.40$0.83$1.23$10.27$12.7311.13%
$10.00Nov 13$1.25$0.18$1.43$8.57$11.4312.94%
$12.00Nov 13$0.30$1.25$1.55$10.45$13.5514.03%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 72 found (cheapest 0.72% of stock, avg 5.78%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$11.50$10.50Nov 6$0.03$0.05$0.08$10.42$11.58
$12.00$10.50Nov 6$0.03$0.05$0.08$10.42$12.08
$13.00$10.50Nov 6$0.05$0.05$0.10$10.40$13.10
$11.50$10.00Nov 6$0.03$0.08$0.11$9.89$11.61
$12.00$10.00Nov 6$0.03$0.08$0.11$9.89$12.11
$12.50$10.50Nov 6$0.08$0.05$0.13$10.37$12.63
$13.00$10.00Nov 6$0.05$0.08$0.13$9.87$13.13
$12.50$10.00Nov 6$0.08$0.08$0.16$9.84$12.66
$11.50$11.00Nov 6$0.03$0.08$0.11$10.89$11.61
$11.50$9.00Nov 6$0.03$0.15$0.18$8.82$11.68

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 1 found (best R:R 1.17, avg credit $0.27)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
10/1012/12Nov 13$0.27$0.2337%1.17$10.23$12.27

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 26 found (best R:R 4.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$11.00$11.50$12.00Nov 6$0.10$0.4047%4.00
$11.00$12.00$13.00Nov 27$0.13$0.8728%6.69
$11.00$12.00$13.00Dec 4$0.15$0.8526%5.67
$10.00$10.50$11.00Nov 13$0.08$0.4226%5.25
$11.00$12.00$13.00Dec 18$0.13$0.8722%6.69
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$10.00$10.50$11.00Nov 6$0.06$0.4435%7.33
$9.00$10.00$11.00Dec 18$0.14$0.8624%6.14
$11.00$11.50$12.00Nov 20$0.06$0.4418%7.33
$10.00$10.50$11.00Nov 20$0.07$0.4318%6.14
$9.00$9.50$10.00Nov 13$0.06$0.4412%7.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 41 found (best net $-0.37, 34 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
$12.00$13.001:2Nov 27-$0.10$0.90
$11.00$12.001:2Dec 4-$0.30$0.70
$12.00$13.001:2Dec 4-$0.20$0.80
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$13.00$12.001:2Nov 13-$0.37$0.63
$11.00$10.001:2Dec 11-$0.21$0.79
$10.00$9.001:2Dec 18-$0.09$0.91
$11.00$10.001:2Dec 18-$0.29$0.71
$10.50$10.001:2Nov 13-$0.06$0.44

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 13 found (best yield 7.24%, avg 3.69%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$12.00Dec 18$0.800.448.6%7.24%15.84%17368
$13.00Dec 18$0.550.3417.6%4.98%22.62%163
$12.00Dec 4$0.600.418.6%5.43%14.03%--15
$12.00Nov 27$0.550.398.6%4.98%13.57%23129
$13.00Dec 4$0.350.2917.6%3.17%20.81%146
$13.00Nov 27$0.300.2617.6%2.71%20.36%4136
$12.00Nov 20$0.450.378.6%4.07%12.67%4735
$11.50Nov 20$0.550.464.1%4.98%9.05%16432
$12.50Nov 20$0.300.3013.1%2.71%15.84%196
$13.00Nov 20$0.200.2417.6%1.81%19.46%--342

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 3,214
Total Puts 730
Put/Call Ratio 0.23
Net Difference 2,484

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 23,959
Total Puts 10,083
Average Put/Call Ratio 0.74
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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