Tour v526
CSIQ
CANADIAN SOLAR INC
$13.98 +0.79%
8/27 18:00

Option Volume

Detail
Current (08/27) 8,783
Calls: 5,566 (63%)
Puts: 3,217 (37%)
Prior (08/26) 8,303
Calls: 5,963 (72%)
Puts: 2,340 (28%)
Current vs Prior +5.78%
Calls: -6.66% (Calls)
Puts: +37.48% (Puts)
Prior 7-Day Total 31,151
Calls: 18,551 (60%)
Puts: 12,600 (40%)
Prior 7-Day Average 4,450
Calls: 2,650 (60%)
Puts: 1,800 (40%)
Current vs Prior 7-Day Avg +97.36%
Calls: +110.03%
Puts: +78.72%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/27) $1.00M
Calls: $740.9K (74%)
Puts: $260.9K (26%)
Prior (08/26) $877.4K
Calls: $676.6K (77%)
Puts: $200.8K (23%)
Current vs Prior +14.17%
Calls: +9.49%
Puts: +29.95%
Prior 7-Day Total $3.65M
Calls: $2.39M (65%)
Puts: $1.26M (35%)
Prior 7-Day Average $521.2K
Calls: $341.3K (65%)
Puts: $180.0K (35%)
Current vs Prior 7-Day Avg +92.19%
Calls: +117.10%
Puts: +44.95%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/27) 0.58
Prior (08/26) 0.39
Current vs Prior +47.28%
Prior 7-Day Average 0.79
Current vs Prior 7-Day Avg -27.25%
Sentiment BULLISH

Open Interest

Detail
Current (08/27) 172,871
Calls: 132,799 (77%)
Puts: 40,072 (23%)
Prior (08/26) 172,550
Calls: 133,546 (77%)
Puts: 39,004 (23%)
Current vs Prior +0.19%
Prior 7-Day Total 1,210,253
Calls: 937,733 (77%)
Puts: 272,520 (23%)
Prior 7-Day Average 172,893
Calls: 133,961 (77%)
Puts: 38,931 (23%)
Current vs Prior 7-Day Avg -0.01%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/28) | Next (09/04)Expiry (09/18) | Next (10/16)
Current 6.44% | 11.16%16.09% | 24.54%
Prior 11.90% | 15.50%19.11% | 25.59%
Current vs Prior -45.88% | -28.01%-15.76% | -4.14%
Prior 7-Day Avg 9.68% | 15.24%10.31% | 21.78%
Current vs 7-Day Avg -33.46% | -26.80%+56.05% | +12.66%
Prior 7-Day Eod 11.90% | 15.50%19.11% | 25.59%
Current vs 7-Day Eod -45.88% | -28.01%-15.76% | -4.14%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 44.84% | 19.09%
Calls: 50.00% | 22.06%
Puts: 39.68% | 16.13%
Prior 18.77% | 14.76%
Calls: 18.07% | 9.52%
Puts: 19.48% | 20.00%
Current vs Prior +138.89% | +29.34%
Prior 7-Day Avg 54.99% | 15.07%
Calls: 44.51% | 15.13%
Puts: 64.04% | 15.00%
Current vs 7-Day Avg -18.46% | +26.69%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Moderately bullish flow with 74% call dollar volume ($740.9K). Dollar volume significantly above 7-day average (92% higher). Volume explosion - 97% above 7-day average (8,783 vs avg 4,450). Bullish P/C ratio of 0.58.

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 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 1 of results (avg 7.3%, best 7.3%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.50Sep 110.650.70$0.687.4%1080.4317
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.68, cheapest $0.68)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.50Sep 110.650.70$0.687.4%1080.4317
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 32 found (avg delta 0.73, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.50Aug 281.803.00$2.4050.0%20.965
$12.00Aug 281.302.15$1.7349.1%10.962
$12.50Aug 280.901.80$1.3566.7%20.95--
$13.00Aug 280.401.20$0.80100.0%3360.8624
$13.00Sep 40.951.40$1.1738.5%1.2K0.744
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$16.00Aug 281.752.70$2.2342.6%50.9713
$16.50Aug 282.303.20$2.7532.7%320.9749
$15.50Aug 281.352.15$1.7545.7%140.92276
$15.00Aug 280.951.10$1.0214.7%560.90296
$16.50Sep 42.303.10$2.7029.6%--0.9012

Most actively traded options today. High liquidity = easy entry/exit. 80 active (total vol 5.4K, top 1.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.00Sep 40.951.40$1.1738.5%1.2K0.744
$13.00Aug 280.401.20$0.80100.0%3360.8624
$16.50Sep 180.200.45$0.3375.8%1520.23622
$15.00Aug 280.000.10$0.05200.0%1250.13785
$14.50Sep 40.350.55$0.4544.4%1160.4092
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.00Aug 280.150.35$0.2580.0%4470.481.4K
$13.00Aug 280.000.15$0.08187.5%2890.14619
$13.50Aug 280.050.25$0.15133.3%2780.27510
$13.50Sep 40.300.60$0.4566.7%2620.37385
$13.00Sep 40.150.40$0.2889.3%2310.26124

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 6 strikes (avg 38.0%, max 62.9%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$13.50Aug 28Sep 25127.1%78.0%62.9%2997
$14.50Aug 28Sep 25106.9%81.3%31.4%861.2K
$14.00Aug 28Sep 1892.6%72.1%28.4%73199
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$13.50Aug 28Oct 2127.1%78.7%61.6%358513
$14.50Aug 28Oct 2106.9%81.9%30.5%73134
$14.00Aug 28Oct 292.6%81.6%13.4%4481.4K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 42 found (best R:R 2.33, avg 1.70)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$13.00$13.50Aug 28$0.15$0.35$0.1586%2.33$13.15
$13.50$14.50Sep 25$0.43$0.57$0.4359%1.33$13.93
$14.00$14.50Sep 11$0.15$0.35$0.1551%2.33$14.15
$14.00$15.00Sep 18$0.37$0.63$0.3753%1.70$14.37
$13.00$13.50Sep 4$0.29$0.21$0.2974%0.72$13.29
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$15.00$14.50Aug 28$0.24$0.26$0.2490%1.08$14.76
$14.00$13.50Aug 28$0.10$0.40$0.1048%4.00$13.90
$15.00$14.50Sep 11$0.27$0.23$0.2766%0.85$14.73
$15.00$14.50Sep 4$0.31$0.19$0.3171%0.61$14.69
$14.00$13.00Sep 18$0.35$0.65$0.3547%1.86$13.65

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 23 found (best R:R 0.54, avg 0.53)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$14.50$15.00Sep 11$0.23$0.23$0.2757%0.85$14.73
$15.00$15.50Sep 4$0.13$0.13$0.3772%0.35$15.13
$14.50$15.00Sep 25$0.23$0.23$0.2753%0.85$14.73
$14.50$15.00Sep 4$0.17$0.17$0.3360%0.52$14.67
$15.50$16.00Sep 11$0.11$0.11$0.3973%0.28$15.61
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$13.00$12.00Sep 25$0.35$0.35$0.6566%0.54$12.65
$13.00$12.00Sep 11$0.27$0.27$0.7370%0.37$12.73
$12.50$11.50Oct 2$0.30$0.30$0.7071%0.43$12.20
$12.50$12.00Sep 18$0.18$0.18$0.3274%0.56$12.32
$13.50$13.00Sep 11$0.23$0.23$0.2761%0.85$13.27

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $0.39, cheapest $0.35)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$14.00Aug 28Sep 4$0.3592.6%79.7%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$14.00Aug 28Sep 4$0.4392.6%79.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 18 found (cheapest 3.79% of stock, avg 11.29%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$14.00Aug 28$0.28$0.25$0.53$13.47$14.533.79%
$13.50Aug 28$0.65$0.15$0.80$12.70$14.305.72%
$13.00Aug 28$0.80$0.08$0.88$12.12$13.886.29%
$14.50Aug 28$0.13$0.78$0.91$13.59$15.416.51%
$15.00Aug 28$0.05$1.02$1.07$13.93$16.077.65%
$14.00Sep 4$0.63$0.68$1.31$12.69$15.319.37%
$13.50Sep 4$0.88$0.45$1.33$12.17$14.839.51%
$13.00Sep 4$1.17$0.28$1.45$11.55$14.4510.37%
$14.50Sep 4$0.45$1.02$1.47$13.03$15.9710.52%
$15.00Sep 4$0.28$1.33$1.61$13.39$16.6111.52%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 106 found (cheapest 0.43% of stock, avg 6.44%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$16.00$12.50Aug 28$0.03$0.03$0.06$12.44$16.06
$15.50$12.50Aug 28$0.05$0.03$0.08$12.42$15.58
$15.00$12.50Aug 28$0.05$0.03$0.08$12.42$15.08
$16.00$13.00Aug 28$0.03$0.08$0.11$12.89$16.11
$15.00$13.00Aug 28$0.05$0.08$0.13$12.87$15.13
$15.50$13.00Aug 28$0.05$0.08$0.13$12.87$15.63
$16.50$12.00Sep 4$0.08$0.08$0.16$11.84$16.66
$14.50$12.50Aug 28$0.13$0.03$0.16$12.34$14.66
$16.00$12.00Sep 4$0.13$0.08$0.21$11.79$16.21
$16.00$13.50Aug 28$0.03$0.15$0.18$13.32$16.18

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 5 found (best R:R 1.08, avg credit $0.32)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
12/1315/16Sep 4$0.26$0.2446%1.08$12.74$15.26
12/1216/16Sep 18$0.28$0.2242%1.27$12.22$15.78
12/1316/16Sep 18$0.27$0.2335%1.17$12.73$15.77
12/1316/16Sep 11$0.38$0.6243%0.61$12.62$15.88
12/1315/16Sep 11$0.39$0.6136%0.64$12.61$15.39

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 22 found (best R:R 11.50, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$14.00$14.50$15.00Aug 28$0.07$0.4340%6.14
$13.50$14.00$14.50Sep 4$0.07$0.4323%6.14
$14.50$15.00$15.50Aug 28$0.08$0.4218%5.25
$15.50$16.00$16.50Sep 25$0.06$0.449%7.33
$13.50$14.00$14.50Aug 28$0.22$0.2846%1.27
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$14.00$15.00$16.00Sep 18$0.08$0.9225%11.50
$13.00$13.50$14.00Sep 4$0.06$0.4423%7.33
$12.00$12.50$13.00Sep 4$0.06$0.4417%7.33
$12.00$12.50$13.00Aug 28$0.05$0.4510%9.00
$13.00$13.50$14.00Sep 25$0.06$0.4413%7.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 36 found (best net $-0.30, 32 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$12.50$13.001:2Aug 28-$0.25$0.25
$14.00$15.001:2Sep 18-$0.26$0.74
$14.50$15.001:2Sep 4-$0.11$0.39
$15.00$15.501:2Aug 28-$0.05$0.45
$15.50$16.001:2Sep 11-$0.11$0.39
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$15.00$14.001:2Sep 18-$0.30$0.70
$15.50$15.001:2Aug 28-$0.29$0.21
$16.00$14.501:2Oct 2-$0.72$0.78
$13.00$12.001:2Sep 25-$0.10$0.90
$14.00$13.001:2Sep 18-$0.30$0.70

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 21 found (best yield 3.58%, avg 3.20%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$16.50Oct 9$0.500.3118.0%3.58%21.60%2--
$15.50Oct 2$0.700.3810.9%5.01%15.88%13
$14.50Sep 25$0.850.473.7%6.08%9.80%3--
$15.50Sep 25$0.550.3510.9%3.93%14.81%1--
$16.50Sep 25$0.350.2718.0%2.50%20.53%24--
$15.00Sep 25$0.600.407.3%4.29%11.59%102
$16.00Sep 25$0.400.3014.4%2.86%17.31%82
$16.00Sep 18$0.350.2814.4%2.50%16.95%431.2K
$15.50Sep 18$0.400.3310.9%2.86%13.73%275
$15.00Sep 18$0.500.387.3%3.58%10.87%1440

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 5,566
Total Puts 3,217
Put/Call Ratio 0.58
Net Difference 2,349

Prior's Put/Call Breakdown

Total Calls 5,963
Total Puts 2,340
Put/Call Ratio 0.39
Net Difference 3,623

Prior 7-Day Put/Call Summary

Total Calls 18,551
Total Puts 12,600
Average Put/Call Ratio 0.79
Ratio Trend Rising

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