Tour v325
CSIQ
CANADIAN SOLAR INC
$14.97 -0.37%
7/13 15:06

Option Volume

Detail
Current (07/13 3:05pm) 3,633
Calls: 2,492 (69%)
Puts: 1,141 (31%)
Prior (07/10) 1,356
Calls: 714 (53%)
Puts: 642 (47%)
Current vs Prior +167.92%
Calls: +249.02% (Calls)
Puts: +77.73% (Puts)
Prior 7-Day Total 25,315
Calls: 15,046 (59%)
Puts: 10,269 (41%)
Prior 7-Day Average 3,616
Calls: 2,149 (59%)
Puts: 1,467 (41%)
Current vs Prior 7-Day Avg +0.46%
Calls: +15.94%
Puts: -22.22%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/13 3:05pm) $456.2K
Calls: $192.4K (42%)
Puts: $263.7K (58%)
Prior (07/10) $139.1K
Calls: $68.4K (49%)
Puts: $70.7K (51%)
Current vs Prior +228.02%
Calls: +181.45%
Puts: +273.06%
Prior 7-Day Total $4.73M
Calls: $2.63M (56%)
Puts: $2.10M (44%)
Prior 7-Day Average $675.2K
Calls: $375.8K (56%)
Puts: $299.4K (44%)
Current vs Prior 7-Day Avg -32.44%
Calls: -48.79%
Puts: -11.93%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/13 3:05pm) 0.46
Prior (07/10) 0.90
Current vs Prior -49.08%
Prior 7-Day Average 0.70
Current vs Prior 7-Day Avg -34.82%
Sentiment BULLISH

Open Interest

Detail
Current (07/13 3:05pm) 165,686
Calls: 129,670 (78%)
Puts: 36,016 (22%)
Prior (07/10) 171,749
Calls: 134,015 (78%)
Puts: 37,734 (22%)
Current vs Prior -3.53%
Prior 7-Day Total 1,177,984
Calls: 918,891 (78%)
Puts: 259,093 (22%)
Prior 7-Day Average 168,283
Calls: 131,270 (78%)
Puts: 37,013 (22%)
Current vs Prior 7-Day Avg -1.54%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 11.04% | 15.32%11.04% | 24.95%
Prior 8.52% | 14.06%14.06% | 26.32%
Current vs Prior +29.57% | +8.96%-21.49% | -5.19%
Prior 7-Day Avg 8.64% | 14.03%14.04% | 26.27%
Current vs 7-Day Avg +27.73% | +9.17%-21.39% | -5.01%
Prior 7-Day Eod 8.52% | 14.06%11.45% | 24.97%
Current vs 7-Day Eod +29.57% | +8.96%-3.62% | -0.07%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 17.67% | 17.20%
Calls: 21.05% | 19.69%
Puts: 14.29% | 14.71%
Prior 20.27% | 17.74%
Calls: 20.55% | 13.27%
Puts: 20.00% | 22.22%
Current vs Prior -12.83% | -3.04%
Prior 7-Day Avg 38.77% | 20.82%
Calls: 44.46% | 20.29%
Puts: 33.08% | 21.35%
Current vs 7-Day Avg -54.43% | -17.39%
Liquidity Expensive
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🤖 AI Insights

Massive premium surge with dollar volume up 228% vs prior. Unusually high activity with volume up 168% vs prior - elevated interest. Extreme bullish P/C ratio of 0.46 - heavy call buying (2,492 calls vs 1,141 puts). P/C ratio dropping 49% - sentiment shifting bullish.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
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 7 of results (avg 8.1%, best 6.1%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.00Jul 172.903.20$3.059.8%100.9336
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$16.00Aug 212.402.55$2.476.1%90.5210
$14.00Aug 211.301.40$1.357.4%--0.3674
$17.00Jul 312.502.70$2.607.7%--0.6832
$16.00Jul 311.801.95$1.888.0%20.582
$15.00Aug 211.801.95$1.888.0%--0.4444

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 3 found (avg $0.58, cheapest $0.28)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$16.00Jul 170.250.30$0.2817.9%1460.29511
$17.00Aug 70.700.85$0.7719.5%--0.3547
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.00Jul 170.650.75$0.7014.3%470.48783

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 24 found (avg delta 0.69, highest 0.93)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.00Jul 172.903.20$3.059.8%100.9336
$13.00Jul 171.702.35$2.0332.0%--0.91148
$12.50Jul 242.253.00$2.6328.5%50.86--
$13.50Jul 171.251.90$1.5841.1%--0.8375
$13.00Jul 312.102.70$2.4025.0%--0.7710
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.50Jul 172.303.20$2.7532.7%--0.8918
$17.00Jul 172.002.25$2.1311.7%140.83273
$16.50Jul 171.452.15$1.8038.9%--0.8028
$16.00Jul 171.301.45$1.3810.9%40.71297
$17.00Jul 312.502.70$2.607.7%--0.6832

Most actively traded options today. High liquidity = easy entry/exit. 43 active (total vol 2.7K, top 811)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.50Jul 240.200.30$0.2540.0%8110.20246
$15.50Jul 170.400.55$0.4831.3%2260.41192
$16.00Jul 170.250.30$0.2817.9%1460.29511
$16.50Jul 240.400.55$0.4831.3%1300.3157
$17.00Jul 240.300.45$0.3839.5%1040.26282
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.50Jul 170.400.50$0.4522.2%2740.3740
$14.00Jul 240.500.65$0.5726.3%2120.3267
$13.50Jul 170.150.20$0.1827.8%1000.1735
$14.00Jul 170.250.35$0.3033.3%740.271.5K
$13.00Jul 170.050.10$0.0862.5%530.09904

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 18 strikes (avg 17.1%, max 72.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$14.00Jul 17Aug 21111.4%94.3%18.2%21.4K
$17.00Jul 17Aug 21116.2%99.1%17.3%60769
$15.00Jul 17Aug 21109.8%97.3%12.8%591.1K
$17.50Jul 17Aug 14109.4%97.1%12.6%4141
$14.50Jul 17Jul 24106.4%99.2%7.2%1682
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$12.50Jul 17Jul 31177.1%102.6%72.5%125
$12.00Jul 17Aug 21148.9%97.6%52.5%8202
$17.00Jul 17Jul 31116.2%97.3%19.4%14305
$14.00Jul 17Aug 21111.4%94.3%18.2%741.5K
$15.50Jul 17Jul 24110.9%97.0%14.4%--245

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 40 found (best R:R 4.00, avg 1.73)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$16.00$16.50Jul 17$0.10$0.40$0.104.00$16.10
$17.00$17.50Jul 31$0.12$0.38$0.123.17$17.12
$17.00$17.50Jul 24$0.13$0.37$0.132.85$17.13
$16.50$17.00Jul 31$0.13$0.37$0.132.85$16.63
$16.00$16.50Jul 24$0.15$0.35$0.152.33$16.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$14.00$13.50Jul 17$0.12$0.38$0.123.17$13.88
$13.00$12.50Jul 31$0.12$0.38$0.123.17$12.88
$12.50$12.00Jul 17$0.15$0.35$0.152.33$12.35
$14.50$14.00Jul 17$0.15$0.35$0.152.33$14.35
$13.00$12.50Jul 24$0.15$0.35$0.152.33$12.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 44 found (best R:R 3.17, avg 0.95)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$14.00$14.50Jul 17$0.38$0.38$0.123.17$14.38
$12.50$14.50Jul 24$1.36$1.36$0.642.12$13.86
$13.00$14.00Jul 31$0.57$0.57$0.431.33$13.57
$14.00$15.00Aug 21$0.55$0.55$0.451.22$14.55
$14.50$15.00Jul 17$0.27$0.27$0.231.17$14.77
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$16.00$15.50Jul 17$0.36$0.36$0.142.57$15.64
$17.00$16.00Jul 31$0.72$0.72$0.282.57$16.28
$17.00$16.50Jul 17$0.33$0.33$0.171.94$16.67
$15.50$15.00Jul 17$0.32$0.32$0.181.78$15.18
$16.00$15.00Jul 31$0.63$0.63$0.371.70$15.37

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 17 found (avg debit $0.33, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$17.50Jul 17Jul 24$0.17109.4%95.8%
$17.00Jul 17Jul 24$0.23116.2%100.4%
$16.50Jul 17Jul 24$0.30103.8%98.7%
$14.50Jul 17Jul 24$0.32106.4%99.2%
$15.00Jul 17Jul 24$0.32109.8%98.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$12.00Jul 17Jul 24$0.07148.9%108.3%
$13.50Jul 17Jul 24$0.22111.8%97.2%
$13.00Jul 17Jul 24$0.25105.5%105.3%
$14.00Jul 17Jul 24$0.27111.4%97.8%
$15.50Jul 17Jul 24$0.31110.9%97.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 19 found (cheapest 9.22% of stock, avg 16.45%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$15.00Jul 17$0.68$0.70$1.38$13.62$16.389.22%
$14.50Jul 17$0.95$0.45$1.40$13.10$15.909.35%
$15.50Jul 17$0.48$1.02$1.50$14.00$17.0010.02%
$14.00Jul 17$1.33$0.30$1.63$12.37$15.6310.89%
$16.00Jul 17$0.28$1.38$1.66$14.34$17.6611.09%
$13.50Jul 17$1.58$0.18$1.76$11.74$15.2611.76%
$16.50Jul 17$0.18$1.80$1.98$14.52$18.4813.23%
$15.00Jul 24$1.00$1.02$2.02$12.98$17.0213.49%
$13.00Jul 17$2.03$0.08$2.11$10.89$15.1114.09%
$17.00Jul 17$0.15$2.13$2.28$14.72$19.2815.23%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 77 found (cheapest 1.74% of stock, avg 7.81%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$17.50$13.50Jul 17$0.08$0.18$0.26$13.24$17.76
$17.50$12.50Jul 17$0.08$0.23$0.31$12.19$17.81
$17.00$13.50Jul 17$0.15$0.18$0.33$13.17$17.33
$16.50$13.50Jul 17$0.18$0.18$0.36$13.14$16.86
$17.00$12.50Jul 17$0.15$0.23$0.38$12.12$17.38
$17.50$14.00Jul 17$0.08$0.30$0.38$13.62$17.88
$16.50$12.50Jul 17$0.18$0.23$0.41$12.09$16.91
$17.50$12.50Jul 24$0.25$0.18$0.43$12.07$17.93
$17.00$14.00Jul 17$0.15$0.30$0.45$13.55$17.45
$16.00$13.50Jul 17$0.28$0.18$0.46$13.04$16.46

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 41 found (best R:R 9.00, avg credit $0.47)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
12/1314/15Aug 21$0.90$0.109.00$12.10$14.90
14/1516/17Aug 21$0.83$0.174.88$14.17$16.83
14/1414/15Jul 17$0.39$0.113.55$13.61$14.89
14/1516/16Jul 31$0.38$0.123.17$14.62$16.38
15/1616/17Jul 31$0.76$0.243.17$15.24$17.26
15/1617/18Jul 31$0.75$0.253.00$15.25$17.75
13/1415/16Aug 21$0.74$0.262.85$13.26$15.74
14/1516/17Jul 31$0.36$0.142.57$14.64$16.86
12/1315/16Aug 21$0.72$0.282.57$12.28$15.72
12/1215/16Jul 17$0.35$0.152.33$12.15$15.35

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 19 found (best R:R 15.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$15.00$16.00$17.00Aug 21$0.07$0.9313.29
$16.00$16.50$17.00Jul 24$0.05$0.459.00
$14.50$15.00$15.50Jul 17$0.07$0.436.14
$16.00$16.50$17.00Jul 17$0.07$0.436.14
$14.00$15.00$16.00Aug 21$0.18$0.824.56
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$14.00$15.00$16.00Aug 21$0.06$0.9415.67
$15.00$16.00$17.00Jul 31$0.09$0.9110.11
$15.50$16.00$16.50Jul 17$0.06$0.447.33
$14.50$15.00$15.50Jul 17$0.07$0.436.14
$13.00$14.00$15.00Aug 21$0.16$0.845.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 34 found (best net $-0.04, 30 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$15.00$17.001:2Aug 7-$0.04$1.96
$15.00$16.001:2Jul 24-$0.26$0.74
$15.50$16.001:2Jul 17-$0.08$0.42
$16.00$16.501:2Jul 17-$0.08$0.42
$16.50$17.001:2Jul 17-$0.12$0.38
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$15.00$14.001:2Jul 24-$0.12$0.88
$14.50$13.501:2Jul 31-$0.28$0.72
$13.00$12.001:2Aug 21-$0.28$0.72
$14.00$13.501:2Jul 17-$0.06$0.44
$14.00$13.001:2Aug 21-$0.61$0.39

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 22 found (best yield 11.69%, avg 4.52%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$15.00Aug 21$1.750.560.2%11.69%11.89%--85
$15.00Aug 7$1.400.550.2%9.35%9.55%--24
$16.00Aug 21$1.350.476.9%9.02%15.90%--133
$17.00Aug 21$1.050.4013.6%7.01%20.57%36193
$16.50Aug 14$1.000.4210.2%6.68%16.90%--25
$15.00Jul 24$0.900.530.2%6.01%6.21%143
$17.00Aug 14$0.850.3813.6%5.68%19.24%10040
$16.00Jul 31$0.750.426.9%5.01%11.89%223
$17.00Aug 7$0.700.3513.6%4.68%18.24%--47
$17.50Aug 14$0.700.3416.9%4.68%21.58%3--

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 2,492
Total Puts 1,141
Put/Call Ratio 0.46
Net Difference 1,351

Prior's Put/Call Breakdown

Total Calls 714
Total Puts 642
Put/Call Ratio 0.90
Net Difference 72

Prior 7-Day Put/Call Summary

Total Calls 15,046
Total Puts 10,269
Average Put/Call Ratio 0.70
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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