Tour v325
CSIQ
CANADIAN SOLAR INC
$14.73 -1.93%
$14.77 (+0.26%)🌙
as of 07/13 06:01 PM
7/13 18:01

Option Volume

Detail
Current (07/13) 3,764
Calls: 2,505 (67%)
Puts: 1,259 (33%)
Prior (07/10) 1,772
Calls: 873 (49%)
Puts: 899 (51%)
Current vs Prior +112.42%
Calls: +186.94% (Calls)
Puts: +40.04% (Puts)
Prior 7-Day Total 22,296
Calls: 13,626 (61%)
Puts: 8,670 (39%)
Prior 7-Day Average 3,185
Calls: 1,946 (61%)
Puts: 1,238 (39%)
Current vs Prior 7-Day Avg +18.17%
Calls: +28.69%
Puts: +1.65%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/13) $465.3K
Calls: $184.7K (40%)
Puts: $280.7K (60%)
Prior (07/10) $158.9K
Calls: $76.6K (48%)
Puts: $82.3K (52%)
Current vs Prior +192.86%
Calls: +140.97%
Puts: +241.21%
Prior 7-Day Total $3.96M
Calls: $2.12M (54%)
Puts: $1.84M (46%)
Prior 7-Day Average $566.3K
Calls: $303.3K (54%)
Puts: $263.0K (46%)
Current vs Prior 7-Day Avg -17.83%
Calls: -39.12%
Puts: +6.73%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/13) 0.50
Prior (07/10) 1.03
Current vs Prior -51.19%
Prior 7-Day Average 0.70
Current vs Prior 7-Day Avg -27.85%
Sentiment BULLISH

Open Interest

Detail
Current (07/13) 165,686
Calls: 129,670 (78%)
Puts: 36,016 (22%)
Prior (07/10) 171,749
Calls: 134,015 (78%)
Puts: 37,734 (22%)
Current vs Prior -3.53%
Prior 7-Day Total 1,189,414
Calls: 927,631 (78%)
Puts: 261,783 (22%)
Prior 7-Day Average 169,916
Calls: 132,518 (78%)
Puts: 37,397 (22%)
Current vs Prior 7-Day Avg -2.49%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 9.91% | 15.61%9.91% | 25.80%
Prior 11.45% | 16.05%11.45% | 24.97%
Current vs Prior -13.45% | -2.69%-13.45% | +3.33%
Prior 7-Day Avg 9.78% | 14.63%13.70% | 26.57%
Current vs 7-Day Avg +1.32% | +6.76%-27.66% | -2.92%
Prior 7-Day Eod 11.45% | 16.05%11.45% | 24.97%
Current vs 7-Day Eod -13.45% | -2.69%-13.45% | +3.33%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 17.67% | 17.20%
Calls: 21.05% | 19.69%
Puts: 14.29% | 14.71%
Prior 95.00% | 19.42%
Calls: 120.00% | 23.53%
Puts: 70.00% | 15.31%
Current vs Prior -81.40% | -11.43%
Prior 7-Day Avg 46.15% | 18.05%
Calls: 56.48% | 17.70%
Puts: 35.82% | 18.40%
Current vs 7-Day Avg -61.71% | -4.71%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Moderately bearish flow with 60% put dollar volume ($280.7K). Massive premium surge with dollar volume up 193% vs prior. Unusually high activity with volume up 112% vs prior - elevated interest. Bullish P/C ratio of 0.50.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
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 1 of results (avg 9.8%, best 9.8%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$16.00Jul 311.952.15$2.059.8%20.612

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

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 26 found (avg delta 0.68, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.00Jul 172.003.50$2.7554.5%100.9436
$13.00Jul 171.652.30$1.9832.8%--0.90148
$12.50Jul 242.252.85$2.5523.5%50.84--
$13.50Jul 171.251.85$1.5538.7%--0.8075
$13.00Jul 312.002.60$2.3026.1%--0.7510
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.00Jul 172.202.55$2.3814.7%150.86273
$17.50Jul 172.303.20$2.7532.7%--0.8318
$16.50Jul 171.702.15$1.9223.4%--0.8228
$17.00Jul 242.203.10$2.6534.0%10.763
$16.00Jul 171.351.70$1.5322.9%40.76297

Most actively traded options today. High liquidity = easy entry/exit. 48 active (total vol 2.8K, top 811)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.50Jul 240.150.35$0.2580.0%8110.19246
$15.50Jul 170.250.45$0.3557.1%2280.33192
$16.00Jul 170.150.30$0.2268.2%1480.24511
$16.50Jul 240.300.55$0.4358.1%1300.2957
$17.00Jul 240.250.40$0.3345.5%1040.23282
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.50Jul 170.300.85$0.5796.5%2990.4440
$14.00Jul 240.550.80$0.6836.8%2120.3567
$13.50Jul 170.150.25$0.2050.0%1000.2135
$14.00Jul 170.300.40$0.3528.6%850.321.5K
$15.00Jul 170.550.90$0.7347.9%630.56783

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 18 strikes (avg 17.5%, max 67.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$17.50Jul 17Aug 14162.4%97.2%67.1%4141
$17.00Jul 17Aug 21124.5%101.0%23.3%60769
$16.50Jul 17Aug 14113.9%96.9%17.6%21117
$15.00Jul 17Aug 21112.1%100.0%12.1%591.1K
$16.00Jul 17Aug 21111.3%101.0%10.2%148644
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$12.00Jul 17Aug 21140.2%100.8%39.1%8202
$12.50Jul 17Jul 31127.3%99.4%28.0%1925
$17.00Jul 17Jul 31124.5%99.0%25.8%16305
$15.00Jul 17Aug 21112.1%100.0%12.1%64827
$15.50Jul 17Jul 24111.6%99.7%11.9%--245

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 35 found (best R:R 4.00, avg 1.87)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$16.00$16.50Jul 24$0.12$0.38$0.123.17$16.12
$16.50$17.00Jul 31$0.12$0.38$0.123.17$16.62
$15.50$16.00Jul 17$0.13$0.37$0.132.85$15.63
$16.00$16.50Jul 31$0.13$0.37$0.132.85$16.13
$17.00$17.50Jul 31$0.13$0.37$0.132.85$17.13
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$13.50$13.00Jul 17$0.10$0.40$0.104.00$13.40
$12.50$12.00Jul 24$0.10$0.40$0.104.00$12.40
$13.00$12.00Aug 21$0.27$0.73$0.272.70$12.73
$14.00$13.50Jul 17$0.15$0.35$0.152.33$13.85
$13.00$12.50Jul 31$0.15$0.35$0.152.33$12.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 44 found (best R:R 5.67, avg 1.21)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$12.00$13.00Jul 17$0.77$0.77$0.233.35$12.77
$14.00$14.50Jul 17$0.37$0.37$0.132.85$14.37
$12.50$14.50Jul 24$1.40$1.40$0.602.33$13.90
$13.00$14.00Jul 31$0.65$0.65$0.351.86$13.65
$14.50$15.00Jul 24$0.25$0.25$0.251.00$14.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$17.00$16.00Jul 24$0.85$0.85$0.155.67$16.15
$16.50$16.00Jul 17$0.39$0.39$0.113.55$16.11
$16.00$15.50Jul 17$0.38$0.38$0.123.17$15.62
$17.50$17.00Jul 17$0.37$0.37$0.132.85$17.13
$16.00$15.50Jul 24$0.35$0.35$0.152.33$15.65

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 17 found (avg debit $0.32, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$17.00Jul 17Jul 24$0.20124.5%101.6%
$16.50Jul 17Jul 24$0.28113.9%101.2%
$13.00Jul 17Jul 31$0.32103.8%99.6%
$16.00Jul 17Jul 24$0.33111.3%100.7%
$15.00Jul 17Jul 24$0.37112.1%100.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$12.00Jul 17Jul 24$0.07140.2%103.9%
$12.50Jul 17Jul 24$0.15127.3%105.9%
$13.00Jul 17Jul 24$0.23103.8%99.6%
$16.00Jul 17Jul 24$0.27111.3%100.7%
$17.00Jul 17Jul 24$0.27124.5%101.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 21 found (cheapest 8.55% of stock, avg 16.82%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$15.00Jul 17$0.53$0.73$1.26$13.74$16.268.55%
$14.50Jul 17$0.73$0.57$1.30$13.20$15.808.83%
$14.00Jul 17$1.10$0.35$1.45$12.55$15.459.84%
$15.50Jul 17$0.35$1.15$1.50$14.00$17.0010.18%
$13.50Jul 17$1.55$0.20$1.75$11.75$15.2511.88%
$16.00Jul 17$0.22$1.53$1.75$14.25$17.7511.88%
$15.00Jul 24$0.90$1.15$2.05$12.95$17.0513.92%
$16.50Jul 17$0.15$1.92$2.07$14.43$18.5714.05%
$13.00Jul 17$1.98$0.10$2.08$10.92$15.0814.12%
$16.00Jul 24$0.55$1.80$2.35$13.65$18.3515.95%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 82 found (cheapest 1.70% of stock, avg 7.60%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$16.50$13.00Jul 17$0.15$0.10$0.25$12.75$16.75
$16.50$12.50Jul 17$0.15$0.10$0.25$12.25$16.75
$17.50$13.00Jul 17$0.20$0.10$0.30$12.70$17.80
$17.50$12.50Jul 17$0.20$0.10$0.30$12.20$17.80
$16.00$13.00Jul 17$0.22$0.10$0.32$12.68$16.32
$16.00$12.50Jul 17$0.22$0.10$0.32$12.18$16.32
$16.50$13.50Jul 17$0.15$0.20$0.35$13.15$16.85
$17.50$13.50Jul 17$0.20$0.20$0.40$13.10$17.90
$17.50$12.00Jul 24$0.25$0.15$0.40$11.60$17.90
$16.00$13.50Jul 17$0.22$0.20$0.42$13.08$16.42

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 38 found (best R:R 6.69, avg credit $0.48)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
14/1516/17Aug 21$0.87$0.136.69$14.13$16.87
13/1415/16Aug 21$0.83$0.174.88$13.17$15.83
15/1617/18Jul 31$0.78$0.223.55$15.22$17.78
13/1416/17Aug 21$0.78$0.223.55$13.22$16.78
15/1616/17Jul 31$0.77$0.233.35$15.23$17.27
14/1516/16Jul 31$0.38$0.123.17$14.62$16.38
14/1517/18Jul 31$0.38$0.123.17$14.62$17.38
14/1516/17Jul 31$0.37$0.132.85$14.63$16.87
12/1314/15Aug 21$0.72$0.282.57$12.28$14.72
14/1414/15Jul 17$0.35$0.152.33$13.65$14.85

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 17 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
$15.00$15.50$16.00Jul 17$0.05$0.459.00
$14.00$15.00$16.00Aug 21$0.10$0.909.00
$15.50$16.00$16.50Jul 17$0.06$0.447.33
$13.50$14.00$14.50Jul 17$0.08$0.425.25
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$13.00$14.00$15.00Aug 21$0.09$0.9110.11
$15.00$15.50$16.00Jul 24$0.05$0.459.00
$13.50$14.00$14.50Jul 17$0.07$0.436.14
$16.00$16.50$17.00Jul 17$0.07$0.436.14
$12.00$12.50$13.00Jul 31$0.08$0.425.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 37 found (best net $-0.13, 34 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$15.00$17.001:2Aug 7-$0.13$1.87
$15.00$16.001:2Jul 24-$0.20$0.80
$16.00$16.501:2Jul 17-$0.08$0.42
$15.50$16.001:2Jul 17-$0.09$0.41
$16.50$17.001:2Jul 17-$0.11$0.39
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$15.00$14.001:2Jul 24-$0.21$0.79
$14.50$13.501:2Jul 31-$0.25$0.75
$13.00$12.001:2Aug 21-$0.46$0.54
$14.00$13.001:2Aug 21-$0.52$0.48
$14.00$13.501:2Jul 17-$0.05$0.45

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 21 found (best yield 10.52%, avg 3.94%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$15.00Aug 21$1.550.531.8%10.52%12.36%--85
$16.00Aug 21$1.200.468.6%8.15%16.77%--133
$15.00Aug 7$1.150.521.8%7.81%9.64%--24
$17.00Aug 21$0.900.3915.4%6.11%21.52%36193
$16.50Aug 14$0.850.3912.0%5.77%17.79%--25
$15.00Jul 24$0.800.491.8%5.43%7.26%143
$16.00Jul 31$0.650.398.6%4.41%13.03%223
$17.00Aug 14$0.650.3515.4%4.41%19.82%10040
$17.00Aug 7$0.600.3315.4%4.07%19.48%--47
$17.50Aug 14$0.600.3218.8%4.07%22.88%3--

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 2,505
Total Puts 1,259
Put/Call Ratio 0.50
Net Difference 1,246

Prior's Put/Call Breakdown

Total Calls 873
Total Puts 899
Put/Call Ratio 1.03
Net Difference -26

Prior 7-Day Put/Call Summary

Total Calls 13,626
Total Puts 8,670
Average Put/Call Ratio 0.70
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All