Tour v339
CSIQ
CANADIAN SOLAR INC
$15.71 +3.39%
7/15 15:05

Option Volume

Detail
Current (07/15 3:05pm) 5,013
Calls: 3,809 (76%)
Puts: 1,204 (24%)
Prior (07/14) 4,436
Calls: 2,552 (58%)
Puts: 1,884 (42%)
Current vs Prior +13.01%
Calls: +49.26% (Calls)
Puts: -36.09% (Puts)
Prior 7-Day Total 20,966
Calls: 12,838 (61%)
Puts: 8,128 (39%)
Prior 7-Day Average 2,995
Calls: 1,834 (61%)
Puts: 1,161 (39%)
Current vs Prior 7-Day Avg +67.37%
Calls: +107.69%
Puts: +3.69%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/15 3:05pm) $839.3K
Calls: $505.0K (60%)
Puts: $334.3K (40%)
Prior (07/14) $648.8K
Calls: $273.7K (42%)
Puts: $375.0K (58%)
Current vs Prior +29.37%
Calls: +84.48%
Puts: -10.86%
Prior 7-Day Total $3.90M
Calls: $1.97M (50%)
Puts: $1.93M (50%)
Prior 7-Day Average $557.5K
Calls: $281.4K (50%)
Puts: $276.1K (50%)
Current vs Prior 7-Day Avg +50.56%
Calls: +79.48%
Puts: +21.09%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/15 3:05pm) 0.32
Prior (07/14) 0.74
Current vs Prior -57.18%
Prior 7-Day Average 0.69
Current vs Prior 7-Day Avg -53.98%
Sentiment BULLISH

Open Interest

Detail
Current (07/15 3:05pm) 168,843
Calls: 132,987 (79%)
Puts: 35,856 (21%)
Prior (07/14) 168,414
Calls: 131,737 (78%)
Puts: 36,677 (22%)
Current vs Prior +0.25%
Prior 7-Day Total 1,184,053
Calls: 924,093 (78%)
Puts: 259,960 (22%)
Prior 7-Day Average 169,150
Calls: 132,013 (78%)
Puts: 37,137 (22%)
Current vs Prior 7-Day Avg -0.18%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 9.55% | 13.69%9.55% | 24.25%
Prior 11.04% | 15.32%11.04% | 24.95%
Current vs Prior -13.49% | -10.66%-13.49% | -2.80%
Prior 7-Day Avg 8.00% | 13.87%12.84% | 25.81%
Current vs 7-Day Avg +19.33% | -1.33%-25.64% | -6.03%
Prior 7-Day Eod 11.04% | 15.32%10.93% | 25.21%
Current vs 7-Day Eod -13.49% | -10.66%-12.63% | -3.81%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 59.74% | 13.99%
Calls: 90.91% | 14.71%
Puts: 28.57% | 13.27%
Prior 17.67% | 17.20%
Calls: 21.05% | 19.69%
Puts: 14.29% | 14.71%
Current vs Prior +238.09% | -18.66%
Prior 7-Day Avg 45.77% | 17.97%
Calls: 56.55% | 18.62%
Puts: 35.00% | 17.33%
Current vs 7-Day Avg +30.51% | -22.16%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 60% call dollar volume ($505.0K). Dollar volume significantly above 7-day average (51% higher). Extreme bullish P/C ratio of 0.32 - heavy call buying (3,809 calls vs 1,204 puts). P/C ratio dropping 57% - 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 BULLISH
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 8.7%, best 6.8%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.00Jul 312.152.30$2.226.8%--0.7517
$15.00Aug 71.751.90$1.838.2%170.6224
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.00Jul 241.701.85$1.788.4%600.681
$18.00Aug 213.203.50$3.359.0%70.61--
$17.50Jul 242.052.25$2.159.3%10.745
$17.00Aug 212.502.75$2.639.5%160.54--
$17.00Jul 311.952.15$2.059.8%--0.6233

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 7 found (avg $0.81, cheapest $0.60)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$16.50Jul 240.550.65$0.6016.7%400.40122
$16.00Jul 240.750.90$0.8318.1%110.48216
$17.50Aug 70.750.90$0.8318.1%200.371
$17.00Aug 70.901.05$0.9815.3%20.4147
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.00Aug 210.700.80$0.7513.3%110.2255
$15.50Jul 240.750.90$0.8318.1%240.43133
$15.00Jul 310.800.95$0.8817.0%610.37127

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 34 found (avg delta 0.71, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.00Jul 172.403.30$2.8531.6%20.96148
$13.50Jul 171.453.00$2.2369.5%--0.9375
$14.00Jul 171.452.30$1.8845.2%30.901.3K
$13.00Jul 312.503.50$3.0033.3%--0.8410
$14.50Jul 170.801.85$1.3378.9%--0.8393
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.00Jul 171.952.85$2.4037.5%91.00202
$18.50Jul 172.403.30$2.8531.6%31.003
$17.00Jul 171.151.65$1.4035.7%510.86240
$17.50Jul 171.302.30$1.8055.6%--0.8618
$18.50Jul 242.653.30$2.9721.9%120.832

Most actively traded options today. High liquidity = easy entry/exit. 67 active (total vol 2.4K, top 281)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.00Jul 241.251.40$1.3311.3%2810.6545
$18.50Jul 240.150.25$0.2050.0%1680.17123
$16.00Jul 170.300.50$0.4050.0%1560.47623
$17.50Jul 170.050.30$0.18138.9%1550.20179
$16.50Jul 170.150.30$0.2268.2%1340.32384
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.00Jul 170.050.15$0.10100.0%2270.121.5K
$16.00Jul 241.051.20$1.1313.3%1100.526
$15.00Jul 310.800.95$0.8817.0%610.37127
$17.00Jul 241.701.85$1.788.4%600.681
$15.00Jul 170.200.30$0.2540.0%550.27793

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 23 strikes (avg 34.8%, max 76.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$13.00Jul 17Jul 31173.3%99.6%74.1%2158
$14.00Jul 17Aug 21145.3%95.6%52.0%31.4K
$17.50Jul 17Aug 14143.0%96.7%47.9%157182
$14.50Jul 17Jul 24141.2%98.5%43.3%--104
$18.50Jul 17Aug 7135.7%95.9%41.5%4140
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$13.00Jul 17Aug 21173.3%98.4%76.1%111.2K
$13.50Jul 17Jul 31161.9%100.0%61.9%--174
$14.00Jul 17Aug 21145.3%95.6%52.0%2271.6K
$14.50Jul 17Jul 31141.2%92.9%51.9%45353
$17.50Jul 17Jul 24143.0%96.1%48.8%123

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 48 found (best R:R 4.00, avg 1.62)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$17.00$17.50Jul 24$0.10$0.40$0.104.00$17.10
$17.00$17.50Jul 31$0.12$0.38$0.123.17$17.12
$17.50$18.00Jul 17$0.13$0.37$0.132.85$17.63
$17.50$18.00Aug 7$0.13$0.37$0.132.85$17.63
$16.50$17.00Jul 24$0.15$0.35$0.152.33$16.65
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$14.00$13.50Jul 31$0.10$0.40$0.104.00$13.90
$13.50$13.00Jul 31$0.13$0.37$0.132.85$13.37
$14.50$14.00Jul 24$0.15$0.35$0.152.33$14.35
$14.50$14.00Jul 31$0.15$0.35$0.152.33$14.35
$14.00$13.00Aug 21$0.33$0.67$0.332.03$13.67

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 54 found (best R:R 3.55, avg 1.04)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$13.00$14.00Jul 31$0.78$0.78$0.223.55$13.78
$13.50$14.00Jul 17$0.35$0.35$0.152.33$13.85
$14.50$15.00Jul 24$0.32$0.32$0.181.78$14.82
$15.00$15.50Jul 24$0.31$0.31$0.191.63$15.31
$14.00$15.00Aug 21$0.60$0.60$0.401.50$14.60
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$18.00$17.50Jul 24$0.38$0.38$0.123.17$17.62
$17.50$17.00Jul 24$0.37$0.37$0.132.85$17.13
$18.00$17.00Aug 21$0.72$0.72$0.282.57$17.28
$17.00$16.50Jul 24$0.35$0.35$0.152.33$16.65
$17.00$16.00Jul 31$0.65$0.65$0.351.86$16.35

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 23 found (avg debit $0.27, cheapest $0.08)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$13.00Jul 17Jul 31$0.15173.3%99.6%
$18.50Jul 17Jul 24$0.15135.7%98.9%
$17.50Jul 17Jul 24$0.17143.0%96.1%
$18.00Jul 17Jul 24$0.20117.0%95.3%
$15.50Jul 17Jul 24$0.22125.8%94.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$13.00Jul 17Jul 24$0.08173.3%100.1%
$13.50Jul 17Jul 24$0.12161.9%99.3%
$18.50Jul 17Jul 24$0.12135.7%98.9%
$18.00Jul 17Jul 24$0.13117.0%95.3%
$14.00Jul 17Jul 24$0.20145.3%97.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 32 found (cheapest 7.00% of stock, avg 15.89%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$16.00Jul 17$0.40$0.70$1.10$14.90$17.107.00%
$15.50Jul 17$0.80$0.43$1.23$14.27$16.737.83%
$15.00Jul 17$1.05$0.25$1.30$13.70$16.308.27%
$16.50Jul 17$0.22$1.13$1.35$15.15$17.858.59%
$14.50Jul 17$1.33$0.18$1.51$12.99$16.019.61%
$17.00Jul 17$0.15$1.40$1.55$15.45$18.559.87%
$15.50Jul 24$1.02$0.83$1.85$13.65$17.3511.78%
$15.00Jul 24$1.33$0.63$1.96$13.04$16.9612.48%
$16.00Jul 24$0.83$1.13$1.96$14.04$17.9612.48%
$14.00Jul 17$1.88$0.10$1.98$12.02$15.9812.60%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 94 found (cheapest 0.83% of stock, avg 7.94%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$18.00$13.50Jul 17$0.05$0.08$0.13$13.37$18.13
$18.00$14.00Jul 17$0.05$0.10$0.15$13.85$18.15
$17.00$13.50Jul 17$0.15$0.08$0.23$13.27$17.23
$18.00$14.50Jul 17$0.05$0.18$0.23$14.27$18.23
$17.00$14.00Jul 17$0.15$0.10$0.25$13.75$17.25
$17.50$13.50Jul 17$0.18$0.08$0.26$13.24$17.76
$17.50$14.00Jul 17$0.18$0.10$0.28$13.72$17.78
$16.50$13.50Jul 17$0.22$0.08$0.30$13.20$16.80
$18.00$15.00Jul 17$0.05$0.25$0.30$14.70$18.30
$16.50$14.00Jul 17$0.22$0.10$0.32$13.68$16.82

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 45 found (best R:R 6.14, avg credit $0.44)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
15/1617/18Aug 21$0.86$0.146.14$15.14$17.86
16/1618/18Jul 17$0.40$0.104.00$15.60$17.90
16/1617/18Jul 24$0.40$0.104.00$15.60$17.40
15/1618/18Jul 31$0.40$0.104.00$15.10$17.90
16/1718/18Jul 31$0.80$0.204.00$16.20$18.30
16/1617/18Jul 31$0.39$0.113.55$15.61$17.39
13/1415/16Aug 21$0.78$0.223.55$13.22$15.78
14/1516/17Aug 21$0.77$0.233.35$14.23$16.77
14/1416/16Jul 24$0.38$0.123.17$14.12$16.38
14/1416/16Jul 31$0.38$0.123.17$14.12$15.88

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 31 found (best R:R 13.29, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$17.50$18.00$18.50Jul 24$0.05$0.459.00
$15.00$16.00$17.00Aug 21$0.10$0.909.00
$15.50$16.00$16.50Jul 31$0.06$0.447.33
$16.50$17.00$17.50Jul 31$0.06$0.447.33
$17.50$18.00$18.50Jul 31$0.07$0.436.14
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$15.00$16.00$17.00Aug 21$0.07$0.9313.29
$13.00$14.00$15.00Aug 21$0.09$0.9110.11
$13.50$14.00$14.50Jul 24$0.05$0.459.00
$16.00$16.50$17.00Jul 24$0.05$0.459.00
$13.50$14.00$14.50Jul 31$0.05$0.459.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 33 found (best net $-0.44, 31 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$14.00$15.501:2Jul 31-$0.44$1.06
$18.00$18.501:2Jul 17-$0.05$0.45
$16.50$17.001:2Jul 17-$0.08$0.42
$16.00$17.001:2Aug 7-$0.61$0.39
$17.50$18.001:2Jul 24-$0.15$0.35
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$14.00$13.001:2Aug 21-$0.42$0.58
$14.00$13.501:2Jul 17-$0.06$0.44
$13.50$13.001:2Jul 24-$0.06$0.44
$15.50$15.001:2Jul 17-$0.07$0.43
$14.00$13.501:2Jul 24-$0.10$0.40

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 27 found (best yield 10.50%, avg 4.44%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$16.00Aug 21$1.650.541.9%10.50%12.35%52218
$17.00Aug 21$1.350.468.2%8.59%16.80%7281
$16.00Aug 7$1.250.511.9%7.96%9.80%131
$16.50Aug 14$1.200.485.0%7.64%12.67%--25
$18.00Aug 28$1.150.4114.6%7.32%21.90%32
$17.00Aug 14$1.050.438.2%6.68%14.89%--142
$16.00Jul 31$1.000.501.9%6.37%8.21%321
$18.00Aug 21$1.000.3814.6%6.37%20.94%18223
$17.00Aug 7$0.900.418.2%5.73%13.94%247
$17.50Aug 14$0.900.4011.4%5.73%17.12%23

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 3,809
Total Puts 1,204
Put/Call Ratio 0.32
Net Difference 2,605

Prior's Put/Call Breakdown

Total Calls 2,552
Total Puts 1,884
Put/Call Ratio 0.74
Net Difference 668

Prior 7-Day Put/Call Summary

Total Calls 12,838
Total Puts 8,128
Average Put/Call Ratio 0.69
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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