Tour v344
CSIQ
CANADIAN SOLAR INC
$14.74 -6.94%
$14.70 (-0.27%)🌙
as of 07/16 06:01 PM
7/16 18:01

Option Volume

Detail
Current (07/16) 5,171
Calls: 3,258 (63%)
Puts: 1,913 (37%)
Prior (07/15) 5,073
Calls: 3,857 (76%)
Puts: 1,216 (24%)
Current vs Prior +1.93%
Calls: -15.53% (Calls)
Puts: +57.32% (Puts)
Prior 7-Day Total 23,966
Calls: 16,149 (67%)
Puts: 7,817 (33%)
Prior 7-Day Average 3,423
Calls: 2,307 (67%)
Puts: 1,116 (33%)
Current vs Prior 7-Day Avg +51.03%
Calls: +41.22%
Puts: +71.31%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/16) $845.8K
Calls: $318.5K (38%)
Puts: $527.2K (62%)
Prior (07/15) $855.4K
Calls: $520.5K (61%)
Puts: $334.9K (39%)
Current vs Prior -1.13%
Calls: -38.80%
Puts: +57.44%
Prior 7-Day Total $3.60M
Calls: $1.97M (55%)
Puts: $1.63M (45%)
Prior 7-Day Average $514.0K
Calls: $280.8K (55%)
Puts: $233.2K (45%)
Current vs Prior 7-Day Avg +64.55%
Calls: +13.42%
Puts: +126.14%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/16) 0.59
Prior (07/15) 0.32
Current vs Prior +86.24%
Prior 7-Day Average 0.54
Current vs Prior 7-Day Avg +8.00%
Sentiment BULLISH

Open Interest

Detail
Current (07/16) 170,553
Calls: 134,458 (79%)
Puts: 36,095 (21%)
Prior (07/15) 168,843
Calls: 132,987 (79%)
Puts: 35,856 (21%)
Current vs Prior +1.01%
Prior 7-Day Total 1,183,510
Calls: 925,292 (78%)
Puts: 258,218 (22%)
Prior 7-Day Average 169,072
Calls: 132,184 (78%)
Puts: 36,888 (22%)
Current vs Prior 7-Day Avg +0.88%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 5.50% | 13.09%5.50% | 24.08%
Prior 8.71% | 13.76%8.71% | 24.18%
Current vs Prior -36.92% | -4.86%-36.92% | -0.39%
Prior 7-Day Avg 9.47% | 14.56%11.78% | 25.76%
Current vs 7-Day Avg -41.98% | -10.06%-53.36% | -6.51%
Prior 7-Day Eod 8.71% | 13.76%8.71% | 24.18%
Current vs 7-Day Eod -36.92% | -4.86%-36.92% | -0.39%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 44.15% | 20.63%
Calls: 44.44% | 22.22%
Puts: 43.86% | 19.05%
Prior 59.74% | 13.99%
Calls: 90.91% | 14.71%
Puts: 28.57% | 13.27%
Current vs Prior -26.10% | +47.46%
Prior 7-Day Avg 36.93% | 16.30%
Calls: 46.19% | 16.15%
Puts: 27.67% | 16.46%
Current vs 7-Day Avg +19.56% | +26.53%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bearish flow with 62% put dollar volume ($527.2K). Dollar volume significantly above 7-day average (65% higher). Bullish P/C ratio of 0.59. P/C ratio rising 86% - increased hedging/bearish positioning.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
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 2 of results (avg 9.2%, best 9.2%)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$16.00Jul 241.551.70$1.639.2%20.70116
$16.00Aug 72.052.25$2.159.3%--0.6034

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 6 found (avg $0.87, cheapest $0.60)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.00Aug 70.550.65$0.6016.7%--0.3049
$15.50Jul 310.700.85$0.7719.5%10.427
$15.00Jul 310.901.05$0.9815.3%20.496
$17.00Aug 210.901.05$0.9815.3%10.37283
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.00Aug 210.851.00$0.9316.1%310.2966
$15.00Jul 240.901.05$0.9815.3%660.5352

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 32 found (avg delta 0.69, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.00Jul 171.402.30$1.8548.6%11.00150
$14.00Jul 170.601.00$0.8050.0%20.901.3K
$12.00Jul 172.152.95$2.5531.4%180.8635
$13.50Jul 170.951.80$1.3861.6%--0.8675
$12.50Jul 171.802.40$2.1028.6%50.854
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.50Jul 172.653.20$2.9318.8%290.9018
$16.50Jul 170.902.20$1.5583.9%20.8886
$16.00Jul 170.701.60$1.1578.3%40.84283
$17.00Jul 242.152.80$2.4726.3%--0.8361
$17.00Jul 172.152.70$2.4222.7%220.82210

Most actively traded options today. High liquidity = easy entry/exit. 60 active (total vol 1.5K, top 229)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.00Jul 170.050.30$0.18138.9%2290.331.0K
$15.50Jul 170.000.55$0.28196.4%1170.29424
$16.50Jul 240.200.30$0.2540.0%1070.23103
$17.00Jul 310.300.45$0.3839.5%1000.2514
$14.50Jul 240.851.05$0.9521.1%670.5711
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.00Jul 310.700.90$0.8025.0%1610.3622
$13.50Jul 240.250.45$0.3557.1%1090.25104
$12.50Jul 310.300.40$0.3528.6%1010.194
$15.00Jul 240.901.05$0.9815.3%660.5352
$13.00Aug 210.851.00$0.9316.1%310.2966

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 110.8%, max 340.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$17.00Jul 17Aug 21293.8%98.9%197.2%1894
$17.50Jul 17Aug 7260.2%96.7%169.2%--292
$15.50Jul 17Aug 7211.8%93.5%126.5%117435
$16.50Jul 17Aug 14197.0%93.7%110.3%2366
$13.00Jul 17Jul 31188.5%97.9%92.5%1160
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$12.00Jul 17Aug 28420.5%95.6%340.0%--187
$12.50Jul 17Aug 14360.4%98.1%267.6%238
$17.00Jul 17Aug 21293.8%98.9%197.2%36226
$15.50Jul 17Aug 14211.8%92.3%129.4%1259
$16.50Jul 17Jul 24197.0%94.5%108.5%2143

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 1.75)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$16.00$17.00Aug 7$0.25$0.75$0.253.00$16.25
$16.00$17.00Aug 21$0.25$0.75$0.253.00$16.25
$16.00$16.50Jul 24$0.13$0.37$0.132.85$16.13
$16.50$17.00Aug 14$0.13$0.37$0.132.85$16.63
$15.50$16.00Jul 31$0.14$0.36$0.142.57$15.64
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$13.00$12.50Jul 31$0.10$0.40$0.104.00$12.90
$13.50$13.00Jul 24$0.13$0.37$0.132.85$13.37
$12.50$12.00Jul 31$0.13$0.37$0.132.85$12.37
$14.50$14.00Jul 17$0.15$0.35$0.152.33$14.35
$14.00$13.50Jul 24$0.15$0.35$0.152.33$13.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 50 found (best R:R 4.00, avg 1.00)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$13.00$14.00Jul 31$0.72$0.72$0.282.57$13.72
$14.50$15.00Jul 24$0.27$0.27$0.231.17$14.77
$12.50$13.00Jul 17$0.25$0.25$0.251.00$12.75
$14.00$15.00Jul 31$0.50$0.50$0.501.00$14.50
$15.00$15.50Aug 7$0.23$0.23$0.270.85$15.23
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$16.50$16.00Jul 24$0.40$0.40$0.104.00$16.10
$17.00$16.00Jul 31$0.78$0.78$0.223.55$16.22
$17.00$16.00Aug 21$0.75$0.75$0.253.00$16.25
$16.00$15.50Jul 24$0.36$0.36$0.142.57$15.64
$15.50$15.00Jul 31$0.35$0.35$0.152.33$15.15

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 17 found (avg debit $0.35, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$17.50Jul 17Jul 24$0.07260.2%102.5%
$16.50Jul 17Jul 24$0.17197.0%94.5%
$15.50Jul 17Jul 24$0.25211.8%97.1%
$16.00Jul 17Jul 24$0.28176.9%96.7%
$13.00Jul 17Jul 31$0.35188.5%97.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$17.00Jul 17Jul 24$0.05293.8%95.4%
$13.00Jul 17Jul 24$0.14188.5%99.6%
$13.50Jul 17Jul 24$0.17194.3%98.8%
$15.50Jul 17Jul 24$0.34211.8%97.1%
$14.00Jul 17Jul 24$0.37114.9%95.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 31 found (cheapest 4.14% of stock, avg 15.68%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$14.50Jul 17$0.33$0.28$0.61$13.89$15.114.14%
$15.00Jul 17$0.18$0.48$0.66$14.34$15.664.48%
$14.00Jul 17$0.80$0.13$0.93$13.07$14.936.31%
$15.50Jul 17$0.28$0.93$1.21$14.29$16.718.21%
$16.00Jul 17$0.10$1.15$1.25$14.75$17.258.48%
$13.50Jul 17$1.38$0.18$1.56$11.94$15.0610.58%
$16.50Jul 17$0.08$1.55$1.63$14.87$18.1311.06%
$15.00Jul 24$0.68$0.98$1.66$13.34$16.6611.26%
$14.50Jul 24$0.95$0.73$1.68$12.82$16.1811.40%
$15.50Jul 24$0.53$1.27$1.80$13.70$17.3012.21%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 97 found (cheapest 1.42% of stock, avg 7.50%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$16.50$14.00Jul 17$0.08$0.13$0.21$13.79$16.71
$16.00$14.00Jul 17$0.10$0.13$0.23$13.77$16.23
$16.50$13.50Jul 17$0.08$0.18$0.26$13.24$16.76
$16.00$13.50Jul 17$0.10$0.18$0.28$13.22$16.28
$15.00$14.00Jul 17$0.18$0.13$0.31$13.69$15.31
$17.00$14.00Jul 17$0.18$0.13$0.31$13.69$17.31
$17.00$12.50Jul 24$0.18$0.15$0.33$12.17$17.33
$15.00$13.50Jul 17$0.18$0.18$0.36$13.14$15.36
$17.00$13.50Jul 17$0.18$0.18$0.36$13.14$17.36
$16.50$14.50Jul 17$0.08$0.28$0.36$14.14$16.86

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 43 found (best R:R 5.67, avg credit $0.46)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
12/1213/14Jul 31$0.85$0.155.67$11.65$13.85
13/1415/16Aug 21$0.82$0.184.56$13.18$15.82
14/1516/17Aug 21$0.82$0.184.56$14.18$16.82
13/1414/15Jul 24$0.40$0.104.00$13.10$14.90
14/1516/17Aug 7$0.78$0.223.55$14.22$16.78
14/1516/16Jul 17$0.38$0.123.17$14.62$15.88
14/1415/16Jul 24$0.38$0.123.17$14.12$15.38
14/1416/16Jul 24$0.38$0.123.17$14.12$15.88
14/1516/16Jul 24$0.38$0.123.17$14.62$16.38
14/1516/16Jul 31$0.38$0.123.17$14.62$16.38

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 29 found (best R:R 11.50, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$14.00$15.00$16.00Aug 21$0.08$0.9211.50
$16.00$16.50$17.00Jul 31$0.05$0.459.00
$16.50$17.00$17.50Jul 31$0.05$0.459.00
$16.00$16.50$17.00Jul 24$0.06$0.447.33
$15.00$16.00$17.00Aug 21$0.12$0.887.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$14.00$15.00$16.00Aug 7$0.09$0.9110.11
$13.00$13.50$14.00Jul 31$0.05$0.459.00
$12.50$13.00$13.50Jul 24$0.06$0.447.33
$13.00$14.00$15.00Aug 21$0.12$0.887.33
$15.00$15.50$16.00Jul 24$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. 45 found (best net $-0.38, 41 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$15.00$16.501:2Aug 14-$0.38$1.12
$16.00$17.001:2Aug 7-$0.35$0.65
$14.00$15.001:2Jul 31-$0.48$0.52
$16.00$16.501:2Jul 17-$0.06$0.44
$16.50$17.001:2Jul 24-$0.11$0.39
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$13.00$12.001:2Aug 21-$0.33$0.67
$15.00$14.001:2Aug 7-$0.47$0.53
$14.00$13.001:2Aug 21-$0.48$0.52
$12.50$12.001:2Jul 24-$0.05$0.45
$15.00$14.501:2Jul 17-$0.08$0.42

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 23 found (best yield 9.84%, avg 4.32%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$15.00Aug 21$1.450.521.8%9.84%11.60%--84
$15.00Aug 14$1.250.521.8%8.48%10.24%4--
$15.00Aug 7$1.150.511.8%7.80%9.57%--41
$16.00Aug 21$1.050.448.6%7.12%15.67%6238
$15.00Jul 31$0.900.491.8%6.11%7.87%26
$15.50Aug 7$0.900.455.2%6.11%11.26%--11
$17.00Aug 21$0.900.3715.3%6.11%21.44%1283
$16.00Aug 7$0.750.408.6%5.09%13.64%116
$16.50Aug 14$0.750.3711.9%5.09%17.03%--25
$15.50Jul 31$0.700.425.2%4.75%9.91%17

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

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 16,149
Total Puts 7,817
Average Put/Call Ratio 0.54
Ratio Trend Rising

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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