Tour v340
CSIQ
CANADIAN SOLAR INC
$15.84 +4.28%
$15.88 (+0.25%)🌙
as of 07/15 06:07 PM
7/15 18:07

Option Volume

Detail
Current (07/15) 5,073
Calls: 3,857 (76%)
Puts: 1,216 (24%)
Prior (07/14) 4,734
Calls: 2,744 (58%)
Puts: 1,990 (42%)
Current vs Prior +7.16%
Calls: +40.56% (Calls)
Puts: -38.89% (Puts)
Prior 7-Day Total 22,198
Calls: 14,828 (67%)
Puts: 7,370 (33%)
Prior 7-Day Average 3,171
Calls: 2,118 (67%)
Puts: 1,052 (33%)
Current vs Prior 7-Day Avg +59.97%
Calls: +82.08%
Puts: +15.50%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/15) $855.4K
Calls: $520.5K (61%)
Puts: $334.9K (39%)
Prior (07/14) $696.7K
Calls: $285.6K (41%)
Puts: $411.1K (59%)
Current vs Prior +22.78%
Calls: +82.24%
Puts: -18.54%
Prior 7-Day Total $3.21M
Calls: $1.86M (58%)
Puts: $1.35M (42%)
Prior 7-Day Average $458.7K
Calls: $266.0K (58%)
Puts: $192.7K (42%)
Current vs Prior 7-Day Avg +86.48%
Calls: +95.67%
Puts: +73.79%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/15) 0.32
Prior (07/14) 0.73
Current vs Prior -56.53%
Prior 7-Day Average 0.54
Current vs Prior 7-Day Avg -41.83%
Sentiment BULLISH

Open Interest

Detail
Current (07/15) 168,843
Calls: 132,987 (79%)
Puts: 35,856 (21%)
Prior (07/14) 168,414
Calls: 131,737 (78%)
Puts: 36,677 (22%)
Current vs Prior +0.25%
Prior 7-Day Total 1,181,348
Calls: 922,287 (78%)
Puts: 259,061 (22%)
Prior 7-Day Average 168,764
Calls: 131,755 (78%)
Puts: 37,008 (22%)
Current vs Prior 7-Day Avg +0.05%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 8.71% | 13.76%8.71% | 24.18%
Prior 10.93% | 15.01%10.93% | 25.21%
Current vs Prior -20.28% | -8.31%-20.28% | -4.10%
Prior 7-Day Avg 9.78% | 14.82%12.76% | 26.27%
Current vs 7-Day Avg -10.95% | -7.12%-31.74% | -7.95%
Prior 7-Day Eod 10.93% | 15.01%10.93% | 25.21%
Current vs 7-Day Eod -20.28% | -8.31%-20.28% | -4.10%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 59.74% | 13.99%
Calls: 90.91% | 14.71%
Puts: 28.57% | 13.27%
Prior 23.91% | 13.75%
Calls: 30.77% | 15.31%
Puts: 17.05% | 12.20%
Current vs Prior +149.85% | +1.75%
Prior 7-Day Avg 31.40% | 16.46%
Calls: 36.77% | 16.53%
Puts: 26.03% | 16.38%
Current vs 7-Day Avg +90.27% | -14.98%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Moderately bullish flow with 61% call dollar volume ($520.5K). Dollar volume significantly above 7-day average (86% higher). Extreme bullish P/C ratio of 0.32 - heavy call buying (3,857 calls vs 1,216 puts). P/C ratio dropping 57% - 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 BULLISH
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 6 of results (avg 9.0%, best 8.4%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.00Aug 213.403.70$3.558.5%10.788
$14.50Jul 241.651.80$1.738.7%--0.7411
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.00Jul 241.601.75$1.688.9%600.651
$18.00Aug 213.203.50$3.359.0%70.61--
$17.00Aug 212.502.75$2.639.5%160.53--
$17.50Jul 241.952.15$2.059.8%10.725

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.58, cheapest $0.28)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$16.00Jul 240.800.95$0.8817.0%110.50216
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.00Jul 240.250.30$0.2817.9%40.19149

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 36 found (avg delta 0.70, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.00Jul 172.403.30$2.8531.6%30.94148
$13.50Jul 171.453.00$2.2369.5%--0.9475
$14.00Jul 171.452.30$1.8845.2%30.861.3K
$13.00Jul 312.503.50$3.0033.3%--0.8410
$14.50Jul 170.801.85$1.3378.9%--0.8193
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$19.00Jul 173.003.80$3.4023.5%--0.93180
$18.50Jul 172.403.30$2.8531.6%30.933
$18.00Jul 171.952.85$2.4037.5%90.92202
$18.50Jul 242.653.30$2.9721.9%120.822
$17.50Jul 171.302.30$1.8055.6%--0.8118

Most actively traded options today. High liquidity = easy entry/exit. 72 active (total vol 2.5K, top 281)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.00Jul 241.301.45$1.3810.9%2810.6645
$18.50Jul 240.150.30$0.2268.2%1690.18123
$16.00Jul 170.350.50$0.4334.9%1660.46623
$17.50Jul 170.050.30$0.18138.9%1550.19179
$16.50Jul 170.200.30$0.2540.0%1340.31384
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.00Jul 170.050.25$0.15133.3%2300.141.5K
$16.00Jul 240.951.15$1.0519.0%1100.506
$15.00Jul 310.750.95$0.8523.5%610.36127
$17.00Jul 241.601.75$1.688.9%600.651
$15.00Jul 170.150.45$0.30100.0%550.29793

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 24 strikes (avg 44.0%, max 80.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$13.00Jul 17Aug 21175.7%97.3%80.6%4156
$14.00Jul 17Aug 21166.7%96.2%73.2%31.4K
$19.00Jul 17Aug 21161.6%97.1%66.3%6594
$17.50Jul 17Aug 14152.1%95.7%59.0%157182
$14.50Jul 17Jul 24149.4%96.4%55.0%--104
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$13.00Jul 17Aug 21175.7%97.3%80.6%111.2K
$14.00Jul 17Aug 21166.7%96.2%73.2%2301.6K
$14.50Jul 17Jul 31149.4%93.7%59.4%46353
$17.50Jul 17Jul 24152.1%96.5%57.6%123
$13.50Jul 17Jul 31148.1%99.9%48.3%--174

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 53 found (best R:R 4.00, avg 1.67)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$16.50$17.00Jul 17$0.10$0.40$0.104.00$16.60
$18.00$19.00Aug 21$0.22$0.78$0.223.55$18.22
$17.00$17.50Aug 7$0.12$0.38$0.123.17$17.12
$17.50$19.00Aug 14$0.37$1.13$0.373.05$17.87
$17.50$18.00Jul 17$0.13$0.37$0.132.85$17.63
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$14.00$13.50Jul 24$0.10$0.40$0.104.00$13.90
$13.50$13.00Jul 31$0.10$0.40$0.104.00$13.40
$14.50$14.00Jul 24$0.12$0.38$0.123.17$14.38
$15.50$15.00Jul 17$0.13$0.37$0.132.85$15.37
$14.50$14.00Jul 31$0.15$0.35$0.152.33$14.35

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 59 found (best R:R 3.00, avg 1.02)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$13.00$14.00Jul 31$0.75$0.75$0.253.00$13.75
$13.50$14.00Jul 17$0.35$0.35$0.152.33$13.85
$14.50$15.00Jul 24$0.35$0.35$0.152.33$14.85
$13.00$14.00Aug 21$0.70$0.70$0.302.33$13.70
$15.50$16.00Jul 17$0.32$0.32$0.181.78$15.82
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$17.50$17.00Jul 24$0.37$0.37$0.132.85$17.13
$18.00$17.00Aug 21$0.72$0.72$0.282.57$17.28
$17.00$16.50Jul 24$0.33$0.33$0.171.94$16.67
$17.00$16.50Jul 17$0.32$0.32$0.181.78$16.68
$17.00$16.00Jul 31$0.63$0.63$0.371.70$16.37

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 24 found (avg debit $0.26, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$13.00Jul 17Jul 31$0.15175.7%101.9%
$19.00Jul 17Jul 24$0.15161.6%107.2%
$18.50Jul 17Jul 24$0.17143.4%100.8%
$17.50Jul 17Jul 24$0.20152.1%96.5%
$18.00Jul 17Jul 24$0.23124.3%96.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$13.00Jul 17Jul 24$0.05175.7%96.8%
$18.50Jul 17Jul 24$0.12143.4%100.8%
$13.50Jul 17Jul 24$0.13148.1%98.0%
$14.00Jul 17Jul 24$0.13166.7%97.8%
$18.00Jul 17Jul 24$0.15124.3%96.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 34 found (cheapest 6.69% of stock, avg 16.30%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$16.00Jul 17$0.43$0.63$1.06$14.94$17.066.69%
$15.50Jul 17$0.75$0.43$1.18$14.32$16.687.45%
$16.50Jul 17$0.25$1.08$1.33$15.17$17.838.40%
$15.00Jul 17$1.05$0.30$1.35$13.65$16.358.52%
$14.50Jul 17$1.33$0.20$1.53$12.97$16.039.66%
$17.00Jul 17$0.15$1.40$1.55$15.45$18.559.79%
$15.50Jul 24$1.13$0.80$1.93$13.57$17.4312.18%
$16.00Jul 24$0.88$1.05$1.93$14.07$17.9312.18%
$17.50Jul 17$0.18$1.80$1.98$15.52$19.4812.50%
$15.00Jul 24$1.38$0.60$1.98$13.02$16.9812.50%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 105 found (cheapest 0.63% of stock, avg 8.76%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$18.00$13.50Jul 17$0.05$0.05$0.10$13.40$18.10
$17.00$13.50Jul 17$0.15$0.05$0.20$13.30$17.20
$18.00$14.00Jul 17$0.05$0.15$0.20$13.80$18.20
$17.50$13.50Jul 17$0.18$0.05$0.23$13.27$17.73
$18.00$14.50Jul 17$0.05$0.20$0.25$14.25$18.25
$16.50$13.50Jul 17$0.25$0.05$0.30$13.20$16.80
$17.00$14.00Jul 17$0.15$0.15$0.30$13.70$17.30
$17.50$14.00Jul 17$0.18$0.15$0.33$13.67$17.83
$17.00$14.50Jul 17$0.15$0.20$0.35$14.15$17.35
$18.00$15.00Jul 17$0.05$0.30$0.35$14.65$18.35

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 46 found (best R:R 4.56, avg credit $0.48)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
16/1718/19Aug 21$0.82$0.184.56$16.18$18.82
14/1516/16Jul 31$0.40$0.104.00$14.60$16.40
13/1415/16Aug 21$0.80$0.204.00$13.20$15.80
14/1517/18Aug 21$0.80$0.204.00$14.20$17.80
16/1617/18Aug 7$0.39$0.113.55$16.11$17.39
15/1618/18Jul 31$0.38$0.123.17$15.12$18.38
16/1618/18Jul 31$0.38$0.123.17$15.62$18.38
16/1718/18Jul 31$0.76$0.243.17$16.24$18.76
15/1618/19Aug 21$0.75$0.253.00$15.25$18.75
14/1415/16Jul 24$0.37$0.132.85$14.13$15.37

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 32 found (best R:R 13.29, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$17.00$17.50$18.00Jul 24$0.05$0.459.00
$17.00$17.50$18.00Jul 31$0.05$0.459.00
$13.00$14.00$15.00Aug 21$0.10$0.909.00
$15.00$16.00$17.00Aug 21$0.13$0.876.69
$14.00$15.00$16.00Aug 21$0.15$0.855.67
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$13.00$14.00$15.00Aug 21$0.07$0.9313.29
$15.00$16.00$17.00Aug 21$0.07$0.9313.29
$15.50$16.00$16.50Jul 24$0.05$0.459.00
$13.50$14.00$14.50Jul 31$0.05$0.459.00
$14.00$14.50$15.00Jul 31$0.05$0.459.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 42 found (best net $-0.31, 40 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$17.50$19.001:2Aug 14-$0.31$1.19
$14.00$15.501:2Jul 31-$0.55$0.95
$18.00$18.501:2Jul 17-$0.05$0.45
$18.50$19.001:2Jul 17-$0.05$0.45
$16.00$16.501:2Jul 17-$0.07$0.43
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$14.00$13.001:2Aug 21-$0.38$0.62
$13.50$13.001:2Jul 17-$0.05$0.45
$14.00$13.501:2Jul 24-$0.08$0.42
$14.50$14.001:2Jul 17-$0.10$0.40
$15.00$14.501:2Jul 17-$0.10$0.40

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 32 found (best yield 10.73%, avg 4.20%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$16.00Aug 21$1.700.541.0%10.73%11.74%62218
$17.00Aug 21$1.350.467.3%8.52%15.85%7281
$16.00Aug 7$1.300.521.0%8.21%9.22%171
$16.50Aug 14$1.250.484.2%7.89%12.06%--25
$18.00Aug 28$1.200.4113.6%7.58%21.21%32
$16.00Jul 31$1.050.511.0%6.63%7.64%321
$17.00Aug 14$1.050.447.3%6.63%13.95%--142
$18.00Aug 21$1.000.3813.6%6.31%19.95%18223
$17.00Aug 7$0.900.427.3%5.68%13.01%247
$17.50Aug 14$0.900.4010.5%5.68%16.16%23

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 3,857
Total Puts 1,216
Put/Call Ratio 0.32
Net Difference 2,641

Prior's Put/Call Breakdown

Total Calls 2,744
Total Puts 1,990
Put/Call Ratio 0.73
Net Difference 754

Prior 7-Day Put/Call Summary

Total Calls 14,828
Total Puts 7,370
Average Put/Call Ratio 0.54
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