Tour v291
CSIQ
CANADIAN SOLAR INC
$15.21 +5.22%
7/6 15:05

Option Volume

Detail
Current (07/06 3:05pm) 3,211
Calls: 2,460 (77%)
Puts: 751 (23%)
Prior (07/02) 5,014
Calls: 2,580 (51%)
Puts: 2,434 (49%)
Current vs Prior -35.96%
Calls: -4.65% (Calls)
Puts: -69.15% (Puts)
Prior 7-Day Total 24,974
Calls: 16,147 (65%)
Puts: 8,827 (35%)
Prior 7-Day Average 3,567
Calls: 2,306 (65%)
Puts: 1,261 (35%)
Current vs Prior 7-Day Avg -10.00%
Calls: +6.65%
Puts: -40.44%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/06 3:05pm) $468.8K
Calls: $418.2K (89%)
Puts: $50.6K (11%)
Prior (07/02) $1.29M
Calls: $384.6K (30%)
Puts: $909.4K (70%)
Current vs Prior -63.77%
Calls: +8.74%
Puts: -94.43%
Prior 7-Day Total $3.76M
Calls: $2.36M (63%)
Puts: $1.40M (37%)
Prior 7-Day Average $536.7K
Calls: $337.1K (63%)
Puts: $199.6K (37%)
Current vs Prior 7-Day Avg -12.64%
Calls: +24.06%
Puts: -74.63%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/06 3:05pm) 0.31
Prior (07/02) 0.94
Current vs Prior -67.64%
Prior 7-Day Average 0.59
Current vs Prior 7-Day Avg -48.28%
Sentiment BULLISH

Open Interest

Detail
Current (07/06 3:05pm) 166,681
Calls: 129,982 (78%)
Puts: 36,699 (22%)
Prior (07/02) 171,549
Calls: 133,684 (78%)
Puts: 37,865 (22%)
Current vs Prior -2.84%
Prior 7-Day Total 1,188,223
Calls: 926,094 (78%)
Puts: 262,129 (22%)
Prior 7-Day Average 169,746
Calls: 132,299 (78%)
Puts: 37,447 (22%)
Current vs Prior 7-Day Avg -1.81%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 11.05% | 15.32%15.32% | 27.15%
Prior 6.80% | 13.22%-- | --
Current vs Prior +62.41% | +15.84%-- | --
Prior 7-Day Avg 8.45% | 13.31%-- | --
Current vs 7-Day Avg +30.79% | +15.10%-- | --
Prior 7-Day Eod 6.80% | 13.22%-- | --
Current vs 7-Day Eod +62.41% | +15.84%-- | --
Sentiment BEARISH--

Relative Spread

Detail
Expiry | Next
Current 21.02% | 15.05%
Calls: 25.00% | 17.39%
Puts: 17.05% | 12.71%
Prior 23.96% | 19.09%
Calls: 16.67% | 18.18%
Puts: 31.25% | 20.00%
Current vs Prior -12.27% | -21.16%
Prior 7-Day Avg 42.49% | 19.71%
Calls: 36.74% | 19.20%
Puts: 48.24% | 20.22%
Current vs 7-Day Avg -50.53% | -23.63%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 89% of dollar volume in calls ($418.2K) vs puts ($50.6K). Light premium activity with dollar volume down 64% vs prior. Extreme bullish P/C ratio of 0.31 - heavy call buying (2,460 calls vs 751 puts). P/C ratio dropping 68% - 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 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 5 of results (avg 7.7%, best 6.8%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.50Jul 241.601.75$1.688.9%--0.6310
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.00Jul 172.152.30$2.226.8%70.71276
$15.50Jul 241.401.50$1.456.9%10.499
$17.00Jul 312.502.70$2.607.7%--0.6232
$16.50Jul 171.751.90$1.838.2%--0.6427

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 6 found (avg $0.84, cheapest $0.55)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.50Jul 100.500.60$0.5518.2%1960.4556
$16.00Jul 240.901.05$0.9815.3%250.451
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.00Jul 240.700.80$0.7513.3%--0.3116
$15.50Jul 100.800.95$0.8817.0%50.5582
$15.00Jul 170.851.00$0.9316.1%80.43786
$14.00Jul 310.851.00$0.9316.1%20.323

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
$12.50Jul 102.653.30$2.9721.9%20.94--
$12.50Jul 172.753.40$3.0821.1%10.86--
$13.00Jul 172.353.00$2.6824.3%50.83153
$13.50Jul 172.002.55$2.2824.1%--0.7875
$13.00Jul 312.703.30$3.0020.0%--0.7810
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.00Jul 172.653.10$2.8815.6%--0.80203
$17.00Jul 101.902.15$2.0312.3%--0.80143
$18.00Jul 242.853.40$3.1317.6%--0.7410
$16.50Jul 101.501.70$1.6012.5%--0.7321
$17.00Jul 172.152.30$2.226.8%70.71276

Most actively traded options today. High liquidity = easy entry/exit. 50 active (total vol 1.5K, top 329)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$16.00Jul 100.300.50$0.4050.0%3290.3587
$15.50Jul 100.500.60$0.5518.2%1960.4556
$17.00Jul 100.150.25$0.2050.0%780.20139
$17.50Jul 100.050.20$0.13115.4%550.14210
$16.50Jul 100.200.35$0.2853.6%490.26155
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.50Jul 100.300.45$0.3839.5%1620.3284
$15.00Jul 100.500.70$0.6033.3%1510.43369
$14.00Jul 170.450.55$0.5020.0%980.281.5K
$13.00Jul 100.050.10$0.0862.5%470.09265
$14.00Jul 100.200.30$0.2540.0%420.23113

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 14.8%, max 22.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$17.50Jul 10Aug 7116.9%95.2%22.8%56210
$17.00Jul 10Aug 7118.3%97.2%21.7%89141
$16.50Jul 10Jul 31113.6%96.3%17.9%49188
$18.00Jul 10Jul 31115.6%98.7%17.2%9167
$15.00Jul 10Jul 31109.3%93.7%16.7%401.7K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$14.00Jul 10Aug 7112.4%92.8%21.1%42123
$17.00Jul 10Jul 31118.3%98.3%20.3%--175
$13.50Jul 10Jul 31114.8%96.0%19.5%21215
$15.00Jul 10Jul 31109.3%93.7%16.7%152478
$13.00Jul 10Jul 31113.3%97.4%16.4%47277

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 42 found (best R:R 4.00, avg 1.63)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$16.00$16.50Jul 10$0.12$0.38$0.123.17$16.12
$16.50$17.00Jul 31$0.12$0.38$0.123.17$16.62
$16.00$16.50Jul 17$0.13$0.37$0.132.85$16.13
$16.00$16.50Jul 24$0.13$0.37$0.132.85$16.13
$17.00$17.50Jul 24$0.13$0.37$0.132.85$17.13
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$14.00$13.50Jul 10$0.10$0.40$0.104.00$13.90
$14.50$14.00Jul 10$0.13$0.37$0.132.85$14.37
$14.00$13.50Jul 17$0.15$0.35$0.152.33$13.85
$13.50$13.00Jul 31$0.16$0.34$0.162.12$13.34
$14.50$14.00Jul 31$0.17$0.33$0.171.94$14.33

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 48 found (best R:R 5.52, avg 1.14)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$12.50$14.00Jul 10$1.27$1.27$0.235.52$13.77
$12.50$13.00Jul 17$0.40$0.40$0.104.00$12.90
$13.00$15.00Jul 31$1.35$1.35$0.652.08$14.35
$14.50$15.00Jul 10$0.30$0.30$0.201.50$14.80
$14.00$14.50Jul 17$0.30$0.30$0.201.50$14.30
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$17.00$16.50Jul 17$0.39$0.39$0.113.55$16.61
$16.50$16.00Jul 17$0.35$0.35$0.152.33$16.15
$18.00$15.50Jul 24$1.68$1.68$0.822.05$16.32
$17.00$15.50Jul 31$1.00$1.00$0.502.00$16.00
$18.00$17.00Jul 17$0.66$0.66$0.341.94$17.34

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 21 found (avg debit $0.25, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$14.00Jul 10Jul 17$0.05112.4%97.8%
$12.50Jul 10Jul 17$0.11106.1%108.5%
$17.50Jul 10Jul 17$0.17116.9%95.5%
$18.00Jul 10Jul 17$0.20115.6%102.9%
$17.00Jul 10Jul 17$0.25118.3%101.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$13.00Jul 10Jul 17$0.17113.3%100.9%
$17.00Jul 10Jul 17$0.19118.3%101.0%
$13.50Jul 10Jul 17$0.20114.8%98.2%
$16.50Jul 10Jul 17$0.23113.6%103.0%
$14.00Jul 10Jul 17$0.25112.4%97.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 23 found (cheapest 9.20% of stock, avg 15.96%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$15.00Jul 10$0.80$0.60$1.40$13.60$16.409.20%
$15.50Jul 10$0.55$0.88$1.43$14.07$16.939.40%
$14.50Jul 10$1.10$0.38$1.48$13.02$15.989.73%
$16.00Jul 10$0.40$1.18$1.58$14.42$17.5810.39%
$16.50Jul 10$0.28$1.60$1.88$14.62$18.3812.36%
$14.00Jul 10$1.70$0.25$1.95$12.05$15.9512.82%
$15.00Jul 17$1.15$0.93$2.08$12.92$17.0813.68%
$15.50Jul 17$0.93$1.18$2.11$13.39$17.6113.87%
$14.50Jul 17$1.45$0.68$2.13$12.37$16.6314.00%
$16.00Jul 17$0.73$1.48$2.21$13.79$18.2114.53%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 94 found (cheapest 1.38% of stock, avg 9.24%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$17.50$13.00Jul 10$0.13$0.08$0.21$12.79$17.71
$17.00$13.00Jul 10$0.20$0.08$0.28$12.72$17.28
$17.50$13.50Jul 10$0.13$0.15$0.28$13.22$17.78
$17.00$13.50Jul 10$0.20$0.15$0.35$13.15$17.35
$16.50$13.00Jul 10$0.28$0.08$0.36$12.64$16.86
$17.50$14.00Jul 10$0.13$0.25$0.38$13.62$17.88
$16.50$13.50Jul 10$0.28$0.15$0.43$13.07$16.93
$17.00$14.00Jul 10$0.20$0.25$0.45$13.55$17.45
$16.00$13.00Jul 10$0.40$0.08$0.48$12.52$16.48
$17.50$14.50Jul 10$0.13$0.38$0.51$13.99$18.01

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 41 found (best R:R 4.00, avg credit $0.39)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
14/1415/16Jul 17$0.40$0.104.00$14.10$15.40
14/1516/17Jul 17$0.40$0.104.00$14.60$16.90
15/1616/17Jul 17$0.40$0.104.00$15.10$16.90
15/1617/18Jul 17$0.40$0.104.00$15.10$17.40
14/1415/16Jul 10$0.38$0.123.17$14.12$15.38
14/1416/16Jul 17$0.38$0.123.17$14.12$15.88
14/1516/16Jul 17$0.38$0.123.17$14.62$16.38
15/1616/16Jul 17$0.38$0.123.17$15.12$16.38
14/1416/16Jul 31$0.38$0.123.17$13.62$16.38
14/1516/16Jul 10$0.37$0.132.85$14.63$15.87

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 16 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$14.50$15.00$15.50Jul 10$0.05$0.459.00
$17.00$17.50$18.00Jul 31$0.05$0.459.00
$16.00$16.50$17.00Jul 31$0.06$0.447.33
$15.50$16.00$16.50Jul 17$0.07$0.436.14
$14.50$15.00$15.50Jul 17$0.08$0.425.25
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$13.00$13.50$14.00Jul 17$0.05$0.459.00
$15.00$15.50$16.00Jul 17$0.05$0.459.00
$14.50$15.00$15.50Jul 10$0.06$0.447.33
$14.00$14.50$15.00Jul 17$0.07$0.436.14
$14.00$14.50$15.00Jul 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. 27 found (best net $-0.30, 26 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$13.00$15.001:2Jul 31-$0.30$1.70
$12.50$14.001:2Jul 10-$0.43$1.07
$17.00$17.501:2Jul 10-$0.06$0.44
$15.00$16.001:2Jul 24-$0.56$0.44
$16.50$17.001:2Jul 10-$0.12$0.38
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$16.00$14.501:2Aug 7-$0.53$0.97
$17.00$15.501:2Jul 31-$0.60$0.90
$15.00$14.001:2Jul 24-$0.32$0.68
$14.50$14.001:2Jul 10-$0.12$0.38
$13.50$13.001:2Jul 17-$0.15$0.35

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 22 found (best yield 7.23%, avg 3.82%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$16.00Jul 31$1.100.485.2%7.23%12.43%416
$17.00Aug 7$0.950.4111.8%6.25%18.01%112
$16.00Jul 24$0.900.455.2%5.92%11.11%251
$16.50Jul 31$0.900.438.5%5.92%14.40%--33
$15.50Jul 17$0.800.491.9%5.26%7.17%1134
$17.00Jul 31$0.800.3911.8%5.26%17.03%37
$17.50Aug 7$0.800.3715.1%5.26%20.32%1--
$16.50Jul 24$0.750.408.5%4.93%13.41%16
$16.00Jul 17$0.650.425.2%4.27%9.47%11226
$17.50Jul 31$0.650.3415.1%4.27%19.33%110

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 2,460
Total Puts 751
Put/Call Ratio 0.31
Net Difference 1,709

Prior's Put/Call Breakdown

Total Calls 2,580
Total Puts 2,434
Put/Call Ratio 0.94
Net Difference 146

Prior 7-Day Put/Call Summary

Total Calls 16,147
Total Puts 8,827
Average Put/Call Ratio 0.59
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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