Tour v342
CSIQ
CANADIAN SOLAR INC
$14.59 -7.89%
7/16 15:06

Option Volume

Detail
Current (07/16 3:05pm) 5,072
Calls: 3,203 (63%)
Puts: 1,869 (37%)
Prior (07/15) 5,013
Calls: 3,809 (76%)
Puts: 1,204 (24%)
Current vs Prior +1.18%
Calls: -15.91% (Calls)
Puts: +55.23% (Puts)
Prior 7-Day Total 22,422
Calls: 14,068 (63%)
Puts: 8,354 (37%)
Prior 7-Day Average 3,203
Calls: 2,009 (63%)
Puts: 1,193 (37%)
Current vs Prior 7-Day Avg +58.34%
Calls: +59.38%
Puts: +56.61%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/16 3:05pm) $824.5K
Calls: $302.2K (37%)
Puts: $522.3K (63%)
Prior (07/15) $839.3K
Calls: $505.0K (60%)
Puts: $334.3K (40%)
Current vs Prior -1.76%
Calls: -40.16%
Puts: +56.25%
Prior 7-Day Total $4.00M
Calls: $1.94M (49%)
Puts: $2.06M (51%)
Prior 7-Day Average $571.4K
Calls: $277.5K (49%)
Puts: $293.9K (51%)
Current vs Prior 7-Day Avg +44.29%
Calls: +8.88%
Puts: +77.74%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/16 3:05pm) 0.58
Prior (07/15) 0.32
Current vs Prior +84.60%
Prior 7-Day Average 0.61
Current vs Prior 7-Day Avg -4.83%
Sentiment BULLISH

Open Interest

Detail
Current (07/16 3:05pm) 170,553
Calls: 134,458 (79%)
Puts: 36,095 (21%)
Prior (07/15) 168,843
Calls: 132,987 (79%)
Puts: 35,856 (21%)
Current vs Prior +1.01%
Prior 7-Day Total 1,181,850
Calls: 922,763 (78%)
Puts: 259,087 (22%)
Prior 7-Day Average 168,835
Calls: 131,823 (78%)
Puts: 37,012 (22%)
Current vs Prior 7-Day Avg +1.02%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 7.68% | 13.37%7.68% | 24.54%
Prior 9.85% | 14.22%9.85% | 24.84%
Current vs Prior -22.03% | -6.02%-22.03% | -1.21%
Prior 7-Day Avg 8.44% | 14.01%12.37% | 25.59%
Current vs 7-Day Avg -9.01% | -4.62%-37.94% | -4.10%
Prior 7-Day Eod 9.85% | 14.22%8.71% | 24.18%
Current vs 7-Day Eod -22.03% | -6.02%-11.89% | +1.48%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 44.15% | 20.63%
Calls: 44.44% | 22.22%
Puts: 43.86% | 19.05%
Prior 23.91% | 13.75%
Calls: 30.77% | 15.31%
Puts: 17.05% | 12.20%
Current vs Prior +84.65% | +50.04%
Prior 7-Day Avg 45.77% | 17.21%
Calls: 58.56% | 18.21%
Puts: 32.98% | 16.22%
Current vs 7-Day Avg -3.53% | +19.87%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bearish flow with 63% put dollar volume ($522.3K). Bullish P/C ratio of 0.58. P/C ratio rising 85% - increased hedging/bearish positioning. Call-heavy open interest (134,458 calls vs 36,095 puts) suggests bullish positioning.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
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 2 of results (avg 9.3%, best 9.0%)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.00Aug 213.203.50$3.359.0%140.6416
$16.00Aug 212.452.70$2.589.7%--0.5719

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 4 found (avg $0.84, cheapest $0.77)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$16.00Aug 70.750.90$0.8318.1%10.3916
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.50Jul 240.700.85$0.7719.5%180.4517
$14.00Jul 310.750.90$0.8318.1%1610.3822
$13.00Aug 210.901.00$0.9510.5%260.3066

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 32 found (avg delta 0.70, highest 0.96)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.00Jul 171.402.30$1.8548.6%10.91150
$12.00Jul 172.252.75$2.5020.0%180.8635
$12.50Jul 171.802.40$2.1028.6%50.844
$13.50Jul 170.951.80$1.3861.6%--0.8175
$14.00Jul 170.500.85$0.6851.5%20.761.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.50Jul 172.703.20$2.9516.9%290.9618
$16.50Jul 170.902.20$1.5583.9%20.9686
$16.00Jul 171.351.60$1.4816.9%10.91283
$17.00Jul 172.352.65$2.5012.0%100.86210
$15.50Jul 170.651.20$0.9359.1%10.85234

Most actively traded options today. High liquidity = easy entry/exit. 57 active (total vol 1.4K, top 229)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.00Jul 170.100.30$0.20100.0%2290.381.0K
$16.50Jul 240.200.30$0.2540.0%1070.22103
$15.50Jul 170.000.25$0.13192.3%1010.23424
$17.00Jul 310.300.45$0.3839.5%1000.2414
$14.50Jul 240.801.00$0.9022.2%670.5511
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.00Jul 310.750.90$0.8318.1%1610.3822
$13.50Jul 240.300.50$0.4050.0%1060.27104
$12.50Jul 310.250.40$0.3345.5%1010.194
$15.00Jul 240.951.15$1.0519.0%660.5552
$17.50Jul 172.703.20$2.9516.9%290.9618

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 96.9%, max 331.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$17.00Jul 17Aug 21261.5%97.9%167.1%1894
$17.50Jul 17Aug 7232.4%97.6%138.1%--292
$13.00Jul 17Jul 31189.9%97.0%95.9%1160
$16.50Jul 17Aug 14172.3%96.0%79.6%2366
$16.00Jul 17Aug 21152.1%94.4%61.2%9759
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$12.00Jul 17Aug 28409.7%95.1%331.0%--187
$12.50Jul 17Aug 14353.8%94.0%276.4%238
$17.00Jul 17Aug 21261.5%97.9%167.1%24226
$13.50Jul 17Jul 31198.6%94.4%110.4%15174
$13.00Jul 17Aug 21189.9%93.9%102.2%261.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 37 found (best R:R 3.35, avg 1.67)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$16.00$17.00Aug 21$0.23$0.77$0.233.35$16.23
$16.00$16.50Jul 31$0.12$0.38$0.123.17$16.12
$14.00$14.50Jul 17$0.13$0.37$0.132.85$14.13
$16.00$17.00Aug 7$0.26$0.74$0.262.85$16.26
$15.00$16.00Jul 31$0.30$0.70$0.302.33$15.30
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$13.50$13.00Jul 24$0.12$0.38$0.123.17$13.38
$13.00$12.50Jul 24$0.13$0.37$0.132.85$12.87
$14.50$14.00Jul 17$0.15$0.35$0.152.33$14.35
$14.00$13.50Jul 24$0.15$0.35$0.152.33$13.85
$13.00$12.50Jul 31$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. 47 found (best R:R 4.00, avg 1.20)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$12.00$12.50Jul 17$0.40$0.40$0.104.00$12.40
$13.00$14.00Jul 31$0.80$0.80$0.204.00$13.80
$14.50$15.00Jul 17$0.35$0.35$0.152.33$14.85
$14.50$15.00Jul 24$0.27$0.27$0.231.17$14.77
$12.50$13.00Jul 17$0.25$0.25$0.251.00$12.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$17.00$16.00Aug 21$0.77$0.77$0.233.35$16.23
$15.50$15.00Jul 17$0.36$0.36$0.142.57$15.14
$15.50$15.00Jul 24$0.35$0.35$0.152.33$15.15
$16.00$15.50Jul 24$0.35$0.35$0.152.33$15.65
$16.00$15.50Jul 31$0.35$0.35$0.152.33$15.65

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 16 found (avg debit $0.35, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$17.50Jul 17Jul 24$0.07232.4%104.6%
$16.50Jul 17Jul 24$0.17172.3%97.3%
$16.00Jul 17Jul 24$0.23152.1%93.2%
$13.00Jul 17Jul 31$0.35189.9%97.0%
$14.50Jul 17Jul 24$0.35135.9%96.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$13.00Jul 17Jul 24$0.20189.9%104.0%
$13.50Jul 17Jul 24$0.22198.6%101.3%
$16.00Jul 17Jul 24$0.27152.1%93.2%
$14.00Jul 17Jul 24$0.37145.3%96.9%
$14.50Jul 17Jul 24$0.44135.9%96.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 30 found (cheapest 5.28% of stock, avg 16.04%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$15.00Jul 17$0.20$0.57$0.77$14.23$15.775.28%
$14.00Jul 17$0.68$0.18$0.86$13.14$14.865.89%
$14.50Jul 17$0.55$0.33$0.88$13.62$15.386.03%
$15.50Jul 17$0.13$0.93$1.06$14.44$16.567.27%
$13.50Jul 17$1.38$0.18$1.56$11.94$15.0610.69%
$16.00Jul 17$0.10$1.48$1.58$14.42$17.5810.83%
$16.50Jul 17$0.08$1.55$1.63$14.87$18.1311.17%
$14.50Jul 24$0.90$0.77$1.67$12.83$16.1711.45%
$15.00Jul 24$0.63$1.05$1.68$13.32$16.6811.51%
$13.00Jul 17$1.85$0.08$1.93$11.07$14.9313.23%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 94 found (cheapest 1.78% of stock, avg 7.17%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$16.50$14.00Jul 17$0.08$0.18$0.26$13.74$16.76
$16.50$13.50Jul 17$0.08$0.18$0.26$13.24$16.76
$16.00$14.00Jul 17$0.10$0.18$0.28$13.72$16.28
$16.00$13.50Jul 17$0.10$0.18$0.28$13.22$16.28
$15.50$14.00Jul 17$0.13$0.18$0.31$13.69$15.81
$15.50$13.50Jul 17$0.13$0.18$0.31$13.19$15.81
$17.00$12.50Jul 24$0.18$0.15$0.33$12.17$17.33
$17.00$14.00Jul 17$0.18$0.18$0.36$13.64$17.36
$17.00$13.50Jul 17$0.18$0.18$0.36$13.14$17.36
$16.50$12.50Jul 17$0.08$0.28$0.36$12.14$16.86

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 23 found (best R:R 5.67, avg credit $0.57)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
13/1415/16Aug 21$0.85$0.155.67$13.15$15.85
14/1516/17Aug 21$0.83$0.174.88$14.17$16.83
13/1414/15Jul 24$0.39$0.113.55$13.11$14.89
12/1314/15Aug 21$0.78$0.223.55$12.22$14.78
12/1315/16Aug 21$0.77$0.233.35$12.23$15.77
14/1516/17Aug 7$0.76$0.243.17$14.24$16.76
14/1416/16Jul 24$0.37$0.132.85$13.63$15.87
12/1316/16Jul 24$0.35$0.152.33$12.65$15.85
13/1416/16Jul 24$0.34$0.162.13$13.16$15.84
14/1416/16Jul 31$0.34$0.162.13$14.16$16.34

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 26 found (best R:R 11.50, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$15.00$16.00$17.00Aug 21$0.19$0.814.26
$14.00$15.00$16.00Jul 31$0.20$0.804.00
$16.00$16.50$17.00Jul 17$0.12$0.383.17
$15.50$16.00$16.50Jul 24$0.14$0.362.57
$12.00$12.50$13.00Jul 17$0.15$0.352.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$12.00$13.00$14.00Aug 21$0.08$0.9211.50
$13.00$13.50$14.00Jul 31$0.05$0.459.00
$15.00$15.50$16.00Jul 31$0.05$0.459.00
$14.00$14.50$15.00Jul 24$0.06$0.447.33
$13.50$14.00$14.50Jul 24$0.07$0.436.14

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 46 found (best net $-0.43, 43 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$15.00$16.501:2Aug 14-$0.43$1.07
$15.00$16.001:2Jul 31-$0.30$0.70
$16.00$17.001:2Aug 7-$0.31$0.69
$14.00$15.001:2Jul 31-$0.40$0.60
$15.00$15.501:2Jul 17-$0.06$0.44
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$13.00$12.001:2Aug 21-$0.25$0.75
$14.00$13.001:2Aug 21-$0.52$0.48
$12.50$12.001:2Jul 24-$0.05$0.45
$15.00$14.001:2Aug 7-$0.55$0.45
$15.00$14.501:2Jul 17-$0.09$0.41

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 23 found (best yield 9.94%, avg 3.99%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$15.00Aug 21$1.450.522.8%9.94%12.75%--84
$15.00Aug 14$1.200.512.8%8.22%11.03%4--
$15.00Aug 7$1.100.492.8%7.54%10.35%--41
$16.00Aug 21$1.050.439.7%7.20%16.86%6238
$15.50Aug 7$0.850.446.2%5.83%12.06%--11
$17.00Aug 21$0.850.3616.5%5.83%22.34%1283
$15.00Jul 31$0.800.472.8%5.48%8.29%16
$16.00Aug 7$0.750.399.7%5.14%14.80%116
$16.50Aug 14$0.750.3713.1%5.14%18.23%--25
$17.00Aug 14$0.600.3316.5%4.11%20.63%--142

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 3,203
Total Puts 1,869
Put/Call Ratio 0.58
Net Difference 1,334

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 14,068
Total Puts 8,354
Average Put/Call Ratio 0.61
Ratio Trend Rising

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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