Tour v366
CSIQ
CANADIAN SOLAR INC
$15.20 +1.67%
$14.92 (-1.83%)🌙
as of 07/20 06:02 PM
7/20 18:02

Option Volume

Detail
Current (07/20) 4,545
Calls: 3,185 (70%)
Puts: 1,360 (30%)
Prior (07/17) 4,734
Calls: 3,144 (66%)
Puts: 1,590 (34%)
Current vs Prior -3.99%
Calls: +1.30% (Calls)
Puts: -14.47% (Puts)
Prior 7-Day Total 28,484
Calls: 18,882 (66%)
Puts: 9,602 (34%)
Prior 7-Day Average 4,069
Calls: 2,697 (66%)
Puts: 1,371 (34%)
Current vs Prior 7-Day Avg +11.69%
Calls: +18.08%
Puts: -0.85%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/20) $886.9K
Calls: $594.1K (67%)
Puts: $292.8K (33%)
Prior (07/17) $578.6K
Calls: $358.4K (62%)
Puts: $220.2K (38%)
Current vs Prior +53.28%
Calls: +65.75%
Puts: +32.98%
Prior 7-Day Total $3.96M
Calls: $1.97M (50%)
Puts: $1.98M (50%)
Prior 7-Day Average $565.2K
Calls: $281.7K (50%)
Puts: $283.5K (50%)
Current vs Prior 7-Day Avg +56.92%
Calls: +110.91%
Puts: +3.28%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/20) 0.43
Prior (07/17) 0.51
Current vs Prior -15.57%
Prior 7-Day Average 0.57
Current vs Prior 7-Day Avg -24.51%
Sentiment BULLISH

Open Interest

Detail
Current (07/20) 147,716
Calls: 117,956 (80%)
Puts: 29,760 (20%)
Prior (07/17) 173,517
Calls: 137,046 (79%)
Puts: 36,471 (21%)
Current vs Prior -14.87%
Prior 7-Day Total 1,189,809
Calls: 933,121 (78%)
Puts: 256,688 (22%)
Prior 7-Day Average 169,972
Calls: 133,303 (78%)
Puts: 36,669 (22%)
Current vs Prior 7-Day Avg -13.09%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 10.86% | 15.53%24.67% | 31.05%
Prior 11.97% | 16.25%5.22% | 23.95%
Current vs Prior -9.34% | -4.48%+372.86% | +29.67%
Prior 7-Day Avg 9.38% | 14.66%9.23% | 24.92%
Current vs 7-Day Avg +15.70% | +5.87%+167.37% | +24.63%
Prior 7-Day Eod 11.97% | 16.25%5.22% | 23.95%
Current vs 7-Day Eod -9.34% | -4.48%+372.86% | +29.67%
Sentiment BULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 15.62% | 12.88%
Calls: 19.48% | 9.09%
Puts: 11.76% | 16.67%
Prior 106.25% | 11.01%
Calls: 100.00% | 12.50%
Puts: 112.50% | 9.52%
Current vs Prior -85.30% | +16.98%
Prior 7-Day Avg 52.43% | 16.25%
Calls: 61.10% | 17.32%
Puts: 43.75% | 15.18%
Current vs 7-Day Avg -70.21% | -20.73%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 67% call dollar volume ($594.1K). Elevated premium activity with dollar volume up 53% vs prior. Dollar volume significantly above 7-day average (57% higher). Extreme bullish P/C ratio of 0.43 - heavy call buying (3,185 calls vs 1,360 puts).

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
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 6 of results (avg 8.1%, best 6.3%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.00Aug 212.302.45$2.386.3%--0.6530
$15.00Aug 71.351.45$1.407.1%200.5641
$14.00Jul 311.651.80$1.738.7%--0.7119
$14.00Aug 282.402.65$2.539.9%20.65--
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.50Jul 312.552.75$2.657.5%10.781
$17.00Jul 312.152.35$2.258.9%--0.7233

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 6 found (avg $0.82, cheapest $0.55)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.50Aug 70.500.60$0.5518.2%10.2921
$15.00Jul 240.750.85$0.8012.5%1430.56434
$15.50Jul 310.800.95$0.8817.0%60.488
$16.00Aug 70.901.05$0.9815.3%10.4522
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.00Aug 70.700.85$0.7719.5%40.3229
$15.00Jul 310.851.00$0.9316.1%20.44170

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 29 found (avg delta 0.66, highest 0.92)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.50Jul 242.403.00$2.7022.2%10.925
$13.00Jul 311.902.55$2.2229.3%--0.8310
$14.00Jul 241.351.50$1.4310.5%--0.77131
$14.00Jul 311.651.80$1.738.7%--0.7119
$14.50Jul 241.001.15$1.0813.9%2350.67124
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.00Jul 242.303.60$2.9544.1%100.9111
$17.50Jul 242.302.80$2.5519.6%10.886
$17.00Jul 241.852.65$2.2535.6%20.8162
$17.50Jul 312.552.75$2.657.5%10.781
$16.50Jul 241.451.65$1.5512.9%--0.75117

Most actively traded options today. High liquidity = easy entry/exit. 58 active (total vol 1.8K, top 235)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.50Jul 241.001.15$1.0813.9%2350.67124
$16.50Jul 310.450.60$0.5328.3%2030.3441
$16.00Jul 240.300.40$0.3528.6%1830.33251
$15.00Jul 240.750.85$0.8012.5%1430.56434
$17.00Jul 310.350.45$0.4025.0%1160.28152
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.50Jul 240.300.50$0.4050.0%2300.3352
$13.50Jul 240.100.25$0.1883.3%1150.16216
$12.50Jul 310.150.25$0.2050.0%1000.13108
$14.00Jul 240.200.30$0.2540.0%930.23177
$14.00Jul 310.450.65$0.5536.4%250.29126

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 15.3%, max 35.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$18.00Jul 24Aug 28118.3%99.0%19.5%13257
$15.00Jul 24Aug 21113.3%96.5%17.4%160531
$15.50Jul 24Aug 28114.9%99.3%15.8%6072
$17.50Jul 24Aug 14112.2%98.1%14.3%61.1K
$16.50Jul 24Aug 14111.7%97.9%14.0%14246
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$12.50Jul 24Aug 14135.9%100.7%35.0%1854
$13.00Jul 24Aug 21123.6%97.8%26.4%19172
$15.00Jul 24Aug 21113.3%96.5%17.4%8176
$13.50Jul 24Jul 31122.2%104.4%17.0%116412
$15.50Jul 24Aug 14114.9%98.7%16.4%--180

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
$17.00$17.50Jul 31$0.10$0.40$0.104.00$17.10
$16.50$17.00Jul 31$0.13$0.37$0.132.85$16.63
$17.00$17.50Aug 7$0.13$0.37$0.132.85$17.13
$17.00$18.00Aug 21$0.28$0.72$0.282.57$17.28
$16.00$16.50Jul 31$0.15$0.35$0.152.33$16.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$14.50$14.00Jul 24$0.15$0.35$0.152.33$14.35
$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
$14.00$13.00Aug 7$0.32$0.68$0.322.12$13.68
$14.00$12.50Aug 14$0.48$1.02$0.482.12$13.52

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 50 found (best R:R 5.52, avg 1.14)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$12.50$14.00Jul 24$1.27$1.27$0.235.52$13.77
$14.00$14.50Jul 24$0.35$0.35$0.152.33$14.35
$14.00$15.00Aug 21$0.63$0.63$0.371.70$14.63
$14.00$15.00Jul 31$0.60$0.60$0.401.50$14.60
$14.50$15.00Jul 24$0.28$0.28$0.221.27$14.78
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$17.50$17.00Jul 31$0.40$0.40$0.104.00$17.10
$18.00$17.00Aug 21$0.77$0.77$0.233.35$17.23
$16.50$16.00Jul 24$0.37$0.37$0.132.85$16.13
$17.00$16.00Jul 31$0.72$0.72$0.282.57$16.28
$16.00$15.50Jul 24$0.33$0.33$0.171.94$15.67

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 19 found (avg debit $0.33, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$18.00Jul 24Jul 31$0.17118.3%100.7%
$17.50Jul 24Jul 31$0.20112.2%96.7%
$17.00Jul 24Jul 31$0.22115.4%96.8%
$16.50Jul 24Jul 31$0.28111.7%96.7%
$14.00Jul 24Jul 31$0.30113.0%103.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$17.50Jul 24Jul 31$0.10112.2%96.7%
$12.50Jul 24Jul 31$0.12135.9%108.5%
$13.00Jul 24Jul 31$0.15123.6%100.9%
$13.50Jul 24Jul 31$0.22122.2%104.4%
$14.00Jul 24Jul 31$0.30113.0%103.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 23 found (cheapest 9.34% of stock, avg 17.44%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$15.50Jul 24$0.57$0.85$1.42$14.08$16.929.34%
$15.00Jul 24$0.80$0.63$1.43$13.57$16.439.41%
$14.50Jul 24$1.08$0.40$1.48$13.02$15.989.74%
$16.00Jul 24$0.35$1.18$1.53$14.47$17.5310.07%
$14.00Jul 24$1.43$0.25$1.68$12.32$15.6811.05%
$16.50Jul 24$0.25$1.55$1.80$14.70$18.3011.84%
$15.00Jul 31$1.13$0.93$2.06$12.94$17.0613.55%
$16.00Jul 31$0.68$1.53$2.21$13.79$18.2114.54%
$14.00Jul 31$1.73$0.55$2.28$11.72$16.2815.00%
$17.00Jul 24$0.18$2.25$2.43$14.57$19.4315.99%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 80 found (cheapest 1.32% of stock, avg 8.41%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$17.50$13.00Jul 24$0.10$0.10$0.20$12.80$17.70
$17.00$13.00Jul 24$0.18$0.10$0.28$12.72$17.28
$17.50$13.50Jul 24$0.10$0.18$0.28$13.22$17.78
$16.50$13.00Jul 24$0.25$0.10$0.35$12.65$16.85
$17.50$14.00Jul 24$0.10$0.25$0.35$13.65$17.85
$17.00$13.50Jul 24$0.18$0.18$0.36$13.14$17.36
$16.50$13.50Jul 24$0.25$0.18$0.43$13.07$16.93
$17.00$14.00Jul 24$0.18$0.25$0.43$13.57$17.43
$16.00$13.00Jul 24$0.35$0.10$0.45$12.55$16.45
$16.50$14.00Jul 24$0.25$0.25$0.50$13.50$17.00

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 41 found (best R:R 4.00, avg credit $0.52)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
13/1415/16Jul 31$0.40$0.104.00$13.10$15.40
14/1415/16Jul 31$0.40$0.104.00$13.60$15.40
14/1415/16Jul 24$0.38$0.123.17$14.12$15.38
14/1416/16Jul 31$0.38$0.123.17$14.12$15.88
13/1414/15Jul 31$0.75$0.253.00$12.75$14.75
13/1415/16Aug 21$0.75$0.253.00$13.25$15.75
14/1416/16Jul 24$0.37$0.132.85$14.13$15.87
15/1616/17Jul 31$0.73$0.272.70$15.27$17.23
13/1416/17Aug 21$0.73$0.272.70$13.27$16.73
13/1417/18Aug 21$0.71$0.292.45$13.29$17.71

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 19 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$15.00$15.50$16.00Jul 31$0.05$0.459.00
$15.50$16.00$16.50Jul 31$0.05$0.459.00
$17.00$17.50$18.00Jul 31$0.05$0.459.00
$17.00$17.50$18.00Jul 24$0.06$0.447.33
$14.00$14.50$15.00Jul 24$0.07$0.436.14
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$12.50$13.00$13.50Jul 24$0.06$0.447.33
$15.00$16.00$17.00Jul 31$0.12$0.887.33
$13.50$14.00$14.50Jul 24$0.08$0.425.25
$14.00$14.50$15.00Jul 24$0.08$0.425.25
$16.00$17.00$18.00Aug 21$0.17$0.834.88

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 $-0.18, 36 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$15.50$18.001:2Aug 28-$0.18$2.32
$12.50$14.001:2Jul 24-$0.16$1.34
$15.00$16.501:2Aug 14-$0.42$1.08
$16.00$17.001:2Aug 7-$0.38$0.62
$14.00$15.001:2Jul 31-$0.53$0.47
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$16.00$14.001:2Aug 28-$0.35$1.65
$14.00$12.501:2Aug 14-$0.02$1.48
$15.50$14.001:2Aug 14-$0.23$1.27
$14.00$13.001:2Aug 7-$0.13$0.87
$16.00$15.001:2Jul 31-$0.33$0.67

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 23 found (best yield 10.86%, avg 4.19%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$15.50Aug 28$1.650.532.0%10.86%12.83%1--
$16.00Aug 21$1.350.475.3%8.88%14.14%13255
$15.50Aug 7$1.050.502.0%6.91%8.88%--11
$17.00Aug 21$1.050.4011.8%6.91%18.75%3284
$16.00Aug 7$0.900.455.3%5.92%11.18%122
$16.50Aug 14$0.850.418.6%5.59%14.14%125
$18.00Aug 28$0.850.3518.4%5.59%24.01%75
$15.50Jul 31$0.800.482.0%5.26%7.24%68
$17.00Aug 14$0.700.3611.8%4.61%16.45%6142
$18.00Aug 21$0.650.3318.4%4.28%22.70%9217

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 3,185
Total Puts 1,360
Put/Call Ratio 0.43
Net Difference 1,825

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 18,882
Total Puts 9,602
Average Put/Call Ratio 0.57
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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