Tour v292
CSIQ
CANADIAN SOLAR INC
$15.15 +4.81%
7/6 18:01

Option Volume

Detail
Current (07/06) 3,305
Calls: 2,536 (77%)
Puts: 769 (23%)
Prior (07/02) 5,308
Calls: 2,595 (49%)
Puts: 2,713 (51%)
Current vs Prior -37.74%
Calls: -2.27% (Calls)
Puts: -71.65% (Puts)
Prior 7-Day Total 27,326
Calls: 16,919 (62%)
Puts: 10,407 (38%)
Prior 7-Day Average 4,554
Calls: 2,417 (62%)
Puts: 1,486 (38%)
Current vs Prior 7-Day Avg -27.43%
Calls: +4.92%
Puts: -48.28%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/06) $468.5K
Calls: $416.8K (89%)
Puts: $51.7K (11%)
Prior (07/02) $1.31M
Calls: $402.8K (31%)
Puts: $907.2K (69%)
Current vs Prior -64.23%
Calls: +3.49%
Puts: -94.30%
Prior 7-Day Total $4.72M
Calls: $2.71M (57%)
Puts: $2.01M (43%)
Prior 7-Day Average $786.9K
Calls: $386.8K (57%)
Puts: $287.8K (43%)
Current vs Prior 7-Day Avg -40.46%
Calls: +7.78%
Puts: -82.03%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/06) 0.30
Prior (07/02) 1.05
Current vs Prior -71.00%
Prior 7-Day Average 0.71
Current vs Prior 7-Day Avg -57.48%
Sentiment BULLISH

Open Interest

Detail
Current (07/06) 166,681
Calls: 129,982 (78%)
Puts: 36,699 (22%)
Prior (07/02) 171,549
Calls: 133,684 (78%)
Puts: 37,865 (22%)
Current vs Prior -2.84%
Prior 7-Day Total 898,517
Calls: 707,945 (79%)
Puts: 190,572 (21%)
Prior 7-Day Average 149,752
Calls: 117,990 (79%)
Puts: 31,762 (21%)
Current vs Prior 7-Day Avg +11.30%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 10.89% | 15.58%15.58% | 27.72%
Prior 12.66% | 16.11%-- | --
Current vs Prior -13.94% | -3.33%-- | --
Prior 7-Day Avg 9.69% | 14.61%-- | --
Current vs 7-Day Avg +12.41% | +6.61%-- | --
Prior 7-Day Eod 12.66% | 16.11%-- | --
Current vs 7-Day Eod -13.94% | -3.33%-- | --
Sentiment BULLISH--

Relative Spread

Detail
Expiry | Next
Current 21.02% | 15.05%
Calls: 25.00% | 17.39%
Puts: 17.05% | 12.71%
Prior 120.86% | 23.02%
Calls: 173.08% | 25.00%
Puts: 68.63% | 21.05%
Current vs Prior -82.61% | -34.62%
Prior 7-Day Avg 47.28% | 27.53%
Calls: 53.45% | 27.09%
Puts: 41.10% | 27.98%
Current vs 7-Day Avg -55.54% | -45.34%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 89% of dollar volume in calls ($416.8K) vs puts ($51.7K). Light premium activity with dollar volume down 64% vs prior. Extreme bullish P/C ratio of 0.30 - heavy call buying (2,536 calls vs 769 puts). P/C ratio dropping 71% - 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 BEARISH
7-Day Avg BULLISH
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 4 of results (avg 8.0%, best 7.4%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.00Jul 171.601.75$1.688.9%30.711.3K
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.00Jul 101.952.10$2.037.4%--0.83143
$17.00Jul 312.552.75$2.657.5%--0.6232
$16.50Jul 171.801.95$1.888.0%--0.6627

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 3 found (avg $0.86, cheapest $0.77)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.00Jul 100.700.85$0.7719.5%390.561.7K
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.50Jul 100.800.95$0.8817.0%50.5582
$15.00Jul 170.851.00$0.9316.1%80.44786

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 27 found (avg delta 0.68, highest 0.96)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.50Jul 102.053.30$2.6846.6%20.96--
$12.50Jul 172.753.40$3.0821.1%10.86--
$13.00Jul 172.303.00$2.6526.4%50.83153
$13.50Jul 171.952.55$2.2526.7%--0.7875
$14.00Jul 101.201.95$1.5847.5%20.7742
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.00Jul 101.952.10$2.037.4%--0.83143
$18.00Jul 172.653.20$2.9318.8%--0.80203
$16.50Jul 101.552.05$1.8027.8%--0.7621
$18.00Jul 242.853.40$3.1317.6%--0.7510
$17.00Jul 172.152.40$2.2811.0%70.71276

Most actively traded options today. High liquidity = easy entry/exit. 50 active (total vol 1.6K, top 341)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$16.00Jul 100.300.45$0.3839.5%3410.3487
$15.50Jul 100.500.65$0.5726.3%2330.4556
$17.00Jul 100.050.25$0.15133.3%780.17139
$17.50Jul 100.050.20$0.13115.4%550.14210
$16.50Jul 100.150.30$0.2268.2%490.24155
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.50Jul 100.300.45$0.3839.5%1640.3284
$15.00Jul 100.500.70$0.6033.3%1510.44369
$14.00Jul 170.450.60$0.5328.3%980.291.5K
$13.00Jul 100.050.10$0.0862.5%530.09265
$14.00Jul 100.150.35$0.2580.0%420.23113

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 20 strikes (avg 14.6%, max 26.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$17.50Jul 10Aug 7119.7%98.1%22.0%56210
$18.00Jul 10Jul 31118.3%100.5%17.7%9167
$15.00Jul 10Jul 31109.2%93.5%16.8%401.7K
$15.50Jul 10Jul 17114.9%99.4%15.7%24490
$16.00Jul 10Jul 31111.0%97.1%14.3%345103
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$13.50Jul 10Jul 31122.1%96.6%26.4%21215
$14.00Jul 10Aug 7113.0%93.5%20.8%42123
$15.50Jul 10Jul 31114.9%97.3%18.2%684
$15.00Jul 10Jul 31109.2%93.5%16.8%152478
$13.00Jul 10Jul 31114.2%98.3%16.1%53277

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 44 found (best R:R 4.00, avg 1.55)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$16.50$17.00Jul 17$0.10$0.40$0.104.00$16.60
$17.00$17.50Jul 17$0.12$0.38$0.123.17$17.12
$17.00$17.50Aug 7$0.12$0.38$0.123.17$17.12
$17.00$17.50Jul 31$0.13$0.37$0.132.85$17.13
$16.50$17.00Jul 31$0.14$0.36$0.142.57$16.64
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$14.50$14.00Jul 10$0.13$0.37$0.132.85$14.37
$14.00$13.50Jul 17$0.15$0.35$0.152.33$13.85
$13.50$13.00Jul 31$0.15$0.35$0.152.33$13.35
$14.00$13.50Jul 31$0.15$0.35$0.152.33$13.85
$14.50$14.00Jul 17$0.20$0.30$0.201.50$14.30

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 48 found (best R:R 4.00, avg 1.08)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$13.00$13.50Jul 17$0.40$0.40$0.104.00$13.40
$12.50$14.00Jul 10$1.10$1.10$0.402.75$13.60
$13.00$15.00Jul 31$1.20$1.20$0.801.50$14.20
$14.50$15.00Jul 10$0.28$0.28$0.221.27$14.78
$14.00$14.50Jul 17$0.28$0.28$0.221.27$14.28
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$17.00$16.50Jul 17$0.40$0.40$0.104.00$16.60
$16.00$15.50Jul 10$0.35$0.35$0.152.33$15.65
$16.50$16.00Jul 17$0.33$0.33$0.171.94$16.17
$18.00$15.50Jul 24$1.65$1.65$0.851.94$16.35
$18.00$17.00Jul 17$0.65$0.65$0.351.86$17.35

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 21 found (avg debit $0.27, cheapest $0.08)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$14.00Jul 10Jul 17$0.10113.0%100.3%
$13.00Jul 17Jul 31$0.15104.6%98.3%
$17.50Jul 10Jul 17$0.20119.7%99.9%
$18.00Jul 10Jul 17$0.20118.3%104.2%
$17.00Jul 10Jul 17$0.30109.4%102.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$16.50Jul 10Jul 17$0.08106.7%99.3%
$13.00Jul 10Jul 17$0.20114.2%104.6%
$13.50Jul 10Jul 17$0.20122.1%101.2%
$18.00Jul 17Jul 24$0.20104.2%100.1%
$17.00Jul 10Jul 17$0.25109.4%102.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 23 found (cheapest 9.04% of stock, avg 15.90%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$15.00Jul 10$0.77$0.60$1.37$13.63$16.379.04%
$14.50Jul 10$1.05$0.38$1.43$13.07$15.939.44%
$15.50Jul 10$0.57$0.88$1.45$14.05$16.959.57%
$16.00Jul 10$0.38$1.23$1.61$14.39$17.6110.63%
$14.00Jul 10$1.58$0.25$1.83$12.17$15.8312.08%
$16.50Jul 10$0.22$1.80$2.02$14.48$18.5213.33%
$15.00Jul 17$1.13$0.93$2.06$12.94$17.0613.60%
$14.50Jul 17$1.40$0.73$2.13$12.37$16.6314.06%
$15.50Jul 17$0.90$1.23$2.13$13.37$17.6314.06%
$17.00Jul 10$0.15$2.03$2.18$14.82$19.1814.39%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 89 found (cheapest 1.39% of stock, avg 8.96%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$17.50$13.00Jul 10$0.13$0.08$0.21$12.79$17.71
$17.00$13.00Jul 10$0.15$0.08$0.23$12.77$17.23
$16.50$13.00Jul 10$0.22$0.08$0.30$12.70$16.80
$17.50$13.50Jul 10$0.13$0.18$0.31$13.19$17.81
$17.00$13.50Jul 10$0.15$0.18$0.33$13.17$17.33
$17.50$14.00Jul 10$0.13$0.25$0.38$13.62$17.88
$16.50$13.50Jul 10$0.22$0.18$0.40$13.10$16.90
$17.00$14.00Jul 10$0.15$0.25$0.40$13.60$17.40
$16.00$13.00Jul 10$0.38$0.08$0.46$12.54$16.46
$16.50$14.00Jul 10$0.22$0.25$0.47$13.53$16.97

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 35 found (best R:R 4.00, avg credit $0.39)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
15/1616/17Jul 17$0.40$0.104.00$15.10$16.90
15/1616/16Jul 24$0.40$0.104.00$15.10$16.40
14/1516/17Jul 31$0.39$0.113.55$14.61$16.89
14/1516/16Jul 10$0.38$0.123.17$14.62$16.38
14/1415/16Jul 17$0.38$0.123.17$13.62$15.38
14/1517/18Jul 31$0.38$0.123.17$14.62$17.38
14/1416/17Jul 31$0.37$0.132.85$14.13$16.87
14/1417/18Jul 31$0.36$0.142.57$14.14$17.36
14/1416/16Jul 17$0.35$0.152.33$13.65$15.85
14/1416/16Jul 17$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. 17 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$15.50$16.00$16.50Jul 17$0.05$0.459.00
$17.00$17.50$18.00Jul 31$0.06$0.447.33
$17.00$17.50$18.00Jul 17$0.07$0.436.14
$14.50$15.00$15.50Jul 10$0.08$0.425.25
$16.00$16.50$17.00Jul 10$0.09$0.414.56
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$13.00$13.50$14.00Jul 17$0.05$0.459.00
$13.50$14.00$14.50Jul 10$0.06$0.447.33
$14.50$15.00$15.50Jul 10$0.06$0.447.33
$15.00$15.50$16.00Jul 10$0.07$0.436.14
$16.00$16.50$17.00Jul 17$0.07$0.436.14

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 29 found (best net $-0.40, 28 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$13.00$15.001:2Jul 31-$0.40$1.60
$12.50$14.001:2Jul 10-$0.48$1.02
$15.00$16.001:2Jul 24-$0.52$0.48
$16.00$16.501:2Jul 10-$0.06$0.44
$16.50$17.001:2Jul 10-$0.08$0.42
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$16.00$14.501:2Aug 7-$0.58$0.92
$17.00$15.501:2Jul 31-$0.71$0.79
$15.00$14.001:2Jul 24-$0.23$0.77
$14.00$13.501:2Jul 10-$0.11$0.39
$14.50$14.001:2Jul 10-$0.12$0.38

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 21 found (best yield 6.93%, avg 3.77%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$16.00Jul 31$1.050.475.6%6.93%12.54%416
$16.50Jul 31$0.900.428.9%5.94%14.85%--33
$17.00Aug 7$0.900.4012.2%5.94%18.15%112
$16.00Jul 24$0.850.445.6%5.61%11.22%251
$15.50Jul 17$0.800.492.3%5.28%7.59%1134
$17.50Aug 7$0.800.3615.5%5.28%20.79%1--
$17.00Jul 31$0.750.3812.2%4.95%17.16%37
$16.50Jul 24$0.700.398.9%4.62%13.53%16
$16.00Jul 17$0.600.415.6%3.96%9.57%11226
$17.50Jul 31$0.600.3415.5%3.96%19.47%110

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 2,536
Total Puts 769
Put/Call Ratio 0.30
Net Difference 1,767

Prior's Put/Call Breakdown

Total Calls 2,595
Total Puts 2,713
Put/Call Ratio 1.05
Net Difference -118

Prior 7-Day Put/Call Summary

Total Calls 16,919
Total Puts 10,407
Average Put/Call Ratio 0.71
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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