Tour v346
CSIQ
CANADIAN SOLAR INC
$14.95 +1.42%
$15.39 (+2.96%)🌙
as of 07/17 06:03 PM
7/17 18:03

Option Volume

Detail
Current (07/17) 4,734
Calls: 3,144 (66%)
Puts: 1,590 (34%)
Prior (07/16) 5,171
Calls: 3,258 (63%)
Puts: 1,913 (37%)
Current vs Prior -8.45%
Calls: -3.50% (Calls)
Puts: -16.88% (Puts)
Prior 7-Day Total 26,247
Calls: 17,418 (66%)
Puts: 8,829 (34%)
Prior 7-Day Average 3,749
Calls: 2,488 (66%)
Puts: 1,261 (34%)
Current vs Prior 7-Day Avg +26.25%
Calls: +26.35%
Puts: +26.06%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/17) $578.6K
Calls: $358.4K (62%)
Puts: $220.2K (38%)
Prior (07/16) $845.8K
Calls: $318.5K (38%)
Puts: $527.2K (62%)
Current vs Prior -31.59%
Calls: +12.52%
Puts: -58.24%
Prior 7-Day Total $4.03M
Calls: $1.99M (49%)
Puts: $2.04M (51%)
Prior 7-Day Average $576.1K
Calls: $284.2K (49%)
Puts: $291.9K (51%)
Current vs Prior 7-Day Avg +0.43%
Calls: +26.12%
Puts: -24.57%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/17) 0.51
Prior (07/16) 0.59
Current vs Prior -13.87%
Prior 7-Day Average 0.56
Current vs Prior 7-Day Avg -10.16%
Sentiment BULLISH

Open Interest

Detail
Current (07/17) 173,517
Calls: 137,046 (79%)
Puts: 36,471 (21%)
Prior (07/16) 170,553
Calls: 134,458 (79%)
Puts: 36,095 (21%)
Current vs Prior +1.74%
Prior 7-Day Total 1,185,865
Calls: 928,342 (78%)
Puts: 257,523 (22%)
Prior 7-Day Average 169,409
Calls: 132,620 (78%)
Puts: 36,789 (22%)
Current vs Prior 7-Day Avg +2.42%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 5.22% | 11.97%5.22% | 23.95%
Prior 5.50% | 13.09%5.50% | 24.08%
Current vs Prior +117.88% | +24.14%-5.06% | -0.57%
Prior 7-Day Avg 8.86% | 14.33%10.47% | 25.32%
Current vs 7-Day Avg +35.09% | +13.44%-50.16% | -5.42%
Prior 7-Day Eod 5.50% | 13.09%5.50% | 24.08%
Current vs 7-Day Eod +117.88% | +24.14%-5.06% | -0.57%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 106.25% | 11.01%
Calls: 100.00% | 12.50%
Puts: 112.50% | 9.52%
Prior 44.15% | 20.63%
Calls: 44.44% | 22.22%
Puts: 43.86% | 19.05%
Current vs Prior +140.66% | -46.63%
Prior 7-Day Avg 40.14% | 17.21%
Calls: 49.75% | 17.43%
Puts: 30.54% | 17.00%
Current vs 7-Day Avg +164.67% | -36.03%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 62% call dollar volume ($358.4K). Bullish P/C ratio of 0.51. Call-heavy open interest (137,046 calls vs 36,471 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 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 2 of results (avg 8.2%, best 8.2%)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.00Jul 312.352.55$2.458.2%--0.7233
$16.50Jul 241.751.90$1.838.2%630.7557

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.81, cheapest $0.77)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.00Jul 240.700.85$0.7719.5%170.48117
$14.50Jul 310.800.90$0.8511.8%160.3949

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 34 found (avg delta 0.71, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.50Jul 170.101.10$0.60166.7%41.0093
$14.00Jul 170.851.60$1.2361.0%1890.921.3K
$12.00Jul 172.403.50$2.9537.3%--0.8537
$12.50Jul 171.553.10$2.3366.5%60.839
$13.00Jul 171.402.50$1.9556.4%40.82150
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.00Jul 171.302.15$1.7349.1%40.94152
$16.50Jul 171.102.55$1.8379.2%600.9386
$15.50Jul 170.150.70$0.43127.9%1000.89233
$16.00Jul 170.451.20$0.8390.4%1780.88279
$17.00Jul 241.902.30$2.1019.0%10.8161

Most actively traded options today. High liquidity = easy entry/exit. 72 active (total vol 3.3K, top 1.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.00Jul 170.000.75$0.38197.4%1.1K0.471.1K
$14.00Jul 170.851.60$1.2361.0%1890.921.3K
$15.00Jul 240.650.85$0.7526.7%1330.52320
$14.00Jul 241.251.40$1.3311.3%1280.723
$13.50Jul 170.852.00$1.4380.4%750.7975
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$16.00Jul 311.601.80$1.7011.8%1950.6123
$16.00Jul 170.451.20$0.8390.4%1780.88279
$14.00Jul 310.550.70$0.6323.8%1600.32181
$13.50Jul 310.400.55$0.4831.3%1510.2645
$15.00Jul 311.001.15$1.0813.9%1050.47122

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 21 strikes (avg 1227.3%, max 2895.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$17.50Jul 17Aug 142331.3%96.2%2323.4%3276
$13.00Jul 17Aug 212216.8%97.1%2182.4%5157
$17.00Jul 17Aug 281055.2%97.1%986.5%5611
$15.00Jul 17Aug 21951.6%95.4%897.6%1.1K1.2K
$16.50Jul 17Aug 14867.0%99.3%773.1%6366
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$12.00Jul 17Aug 282998.8%100.1%2895.9%--187
$12.50Jul 17Aug 72695.2%95.7%2715.7%137
$17.50Jul 17Jul 312331.3%95.9%2330.8%23
$13.00Jul 17Aug 212216.8%97.1%2182.4%41.2K
$13.50Jul 17Jul 311826.0%95.9%1804.8%157170

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 49 found (best R:R 4.00, avg 1.68)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$17.00$17.50Jul 31$0.10$0.40$0.104.00$17.10
$16.50$17.00Jul 31$0.12$0.38$0.123.17$16.62
$16.00$16.50Jul 31$0.13$0.37$0.132.85$16.13
$17.00$17.50Aug 14$0.13$0.37$0.132.85$17.13
$15.50$16.00Jul 24$0.15$0.35$0.152.33$15.65
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$12.50$12.00Jul 31$0.10$0.40$0.104.00$12.40
$13.00$12.00Aug 14$0.25$0.75$0.253.00$12.75
$14.00$13.50Jul 24$0.13$0.37$0.132.85$13.87
$13.50$13.00Jul 31$0.13$0.37$0.132.85$13.37
$15.00$14.50Jul 17$0.15$0.35$0.152.33$14.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 56 found (best R:R 4.56, avg 1.06)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$13.00$14.00Jul 31$0.82$0.82$0.184.56$13.82
$12.50$13.00Jul 17$0.38$0.38$0.123.17$12.88
$15.00$15.50Jul 17$0.35$0.35$0.152.33$15.35
$14.00$14.50Jul 24$0.31$0.31$0.191.63$14.31
$13.00$14.00Aug 21$0.57$0.57$0.431.33$13.57
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$16.00$15.50Jul 17$0.40$0.40$0.104.00$15.60
$17.00$16.00Jul 31$0.75$0.75$0.253.00$16.25
$16.00$15.50Jul 24$0.35$0.35$0.152.33$15.65
$17.00$16.00Aug 21$0.70$0.70$0.302.33$16.30
$15.50$15.00Jul 24$0.31$0.31$0.191.63$15.19

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 14 found (avg debit $0.40, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$14.00Jul 17Jul 24$0.10717.9%92.3%
$17.00Jul 17Jul 24$0.171055.2%98.3%
$16.50Jul 17Jul 24$0.25867.0%95.7%
$16.00Jul 17Jul 24$0.33788.9%92.6%
$15.00Jul 17Jul 24$0.37951.6%93.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$14.00Jul 17Jul 24$0.30717.9%92.3%
$17.00Jul 17Jul 24$0.371055.2%98.3%
$14.50Jul 17Jul 24$0.50319.8%90.8%
$15.00Jul 17Jul 24$0.59951.6%93.3%
$16.00Jul 17Jul 24$0.60788.9%92.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 32 found (cheapest 3.08% of stock, avg 15.45%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$15.50Jul 17$0.03$0.43$0.46$15.04$15.963.08%
$15.00Jul 17$0.38$0.18$0.56$14.44$15.563.75%
$14.50Jul 17$0.60$0.03$0.63$13.87$15.134.21%
$16.00Jul 17$0.05$0.83$0.88$15.12$16.885.89%
$14.00Jul 17$1.23$0.05$1.28$12.72$15.288.56%
$15.00Jul 24$0.75$0.77$1.52$13.48$16.5210.17%
$14.50Jul 24$1.02$0.53$1.55$12.95$16.0510.37%
$15.50Jul 24$0.53$1.08$1.61$13.89$17.1110.77%
$14.00Jul 24$1.33$0.35$1.68$12.32$15.6811.24%
$13.50Jul 17$1.43$0.28$1.71$11.79$15.2111.44%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 109 found (cheapest 0.40% of stock, avg 7.66%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$15.50$14.50Jul 17$0.03$0.03$0.06$14.44$15.56
$16.50$14.50Jul 17$0.03$0.03$0.06$14.44$16.56
$16.00$14.50Jul 17$0.05$0.03$0.08$14.42$16.08
$17.50$13.00Jul 24$0.15$0.15$0.30$12.70$17.80
$17.50$14.50Jul 17$0.28$0.03$0.31$14.19$17.81
$15.50$13.50Jul 17$0.03$0.28$0.31$13.19$15.81
$15.50$13.00Jul 17$0.03$0.28$0.31$12.69$15.81
$15.50$12.00Jul 17$0.03$0.28$0.31$11.69$15.81
$16.50$13.50Jul 17$0.03$0.28$0.31$13.19$16.81
$16.50$13.00Jul 17$0.03$0.28$0.31$12.69$16.81

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 47 found (best R:R 4.56, avg credit $0.49)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
12/1314/15Aug 21$0.82$0.184.56$12.18$14.82
14/1516/16Jul 24$0.39$0.113.55$14.61$15.89
13/1415/16Aug 21$0.78$0.223.55$13.22$15.78
12/1315/16Aug 21$0.75$0.253.00$12.25$15.75
15/1616/17Jul 31$0.74$0.262.85$15.26$17.24
13/1416/17Aug 21$0.73$0.272.70$13.27$16.73
14/1516/16Jul 31$0.36$0.142.57$14.64$16.36
15/1617/18Jul 31$0.72$0.282.57$15.28$17.72
14/1415/16Jul 24$0.35$0.152.33$13.65$15.35
14/1416/16Jul 31$0.35$0.152.33$14.15$16.35

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 29 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$15.00$16.00$17.00Aug 21$0.05$0.9519.00
$13.00$14.00$15.00Aug 21$0.07$0.9313.29
$14.00$15.00$16.00Aug 21$0.07$0.9313.29
$14.50$15.00$15.50Jul 24$0.05$0.459.00
$15.50$16.00$16.50Jul 24$0.05$0.459.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$13.50$14.00$14.50Jul 24$0.05$0.459.00
$15.50$16.00$16.50Jul 24$0.05$0.459.00
$13.00$13.50$14.00Jul 24$0.06$0.447.33
$14.00$14.50$15.00Jul 24$0.06$0.447.33
$12.50$13.00$13.50Jul 31$0.06$0.447.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 52 found (best net $-0.18, 47 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$15.00$16.001:2Jul 31-$0.30$0.70
$16.00$17.001:2Aug 7-$0.35$0.65
$15.50$16.001:2Jul 17-$0.07$0.43
$14.00$15.001:2Jul 31-$0.57$0.43
$17.00$17.501:2Jul 24-$0.10$0.40
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$16.00$14.501:2Aug 7-$0.18$1.32
$15.50$14.001:2Aug 14-$0.25$1.25
$13.00$12.001:2Aug 14-$0.18$0.82
$14.00$13.001:2Aug 7-$0.21$0.79
$13.00$12.001:2Aug 21-$0.21$0.79

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 24 found (best yield 11.04%, avg 4.82%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$15.00Aug 21$1.650.560.3%11.04%11.37%3684
$16.00Aug 28$1.400.507.0%9.36%16.39%5--
$15.00Aug 7$1.250.550.3%8.36%8.70%--41
$16.00Aug 21$1.250.487.0%8.36%15.38%23238
$17.00Aug 28$1.100.4213.7%7.36%21.07%1--
$15.50Aug 7$1.050.493.7%7.02%10.70%--11
$15.00Jul 31$1.000.540.3%6.69%7.02%106
$17.00Aug 21$0.950.3913.7%6.35%20.07%3282
$16.50Aug 14$0.900.4210.4%6.02%16.39%--25
$16.00Aug 7$0.850.437.0%5.69%12.71%617

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 3,144
Total Puts 1,590
Put/Call Ratio 0.51
Net Difference 1,554

Prior's Put/Call Breakdown

Total Calls 3,258
Total Puts 1,913
Put/Call Ratio 0.59
Net Difference 1,345

Prior 7-Day Put/Call Summary

Total Calls 17,418
Total Puts 8,829
Average Put/Call Ratio 0.56
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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