Tour v345
CSIQ
CANADIAN SOLAR INC
$15.05 +2.10%
7/17 15:07

Option Volume

Detail
Current (07/17 3:05pm) 3,783
Calls: 2,462 (65%)
Puts: 1,321 (35%)
Prior (07/16) 5,072
Calls: 3,203 (63%)
Puts: 1,869 (37%)
Current vs Prior -25.41%
Calls: -23.13% (Calls)
Puts: -29.32% (Puts)
Prior 7-Day Total 22,421
Calls: 15,297 (68%)
Puts: 7,124 (32%)
Prior 7-Day Average 3,203
Calls: 2,185 (68%)
Puts: 1,017 (32%)
Current vs Prior 7-Day Avg +18.11%
Calls: +12.66%
Puts: +29.80%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/17 3:05pm) $504.9K
Calls: $322.0K (64%)
Puts: $182.9K (36%)
Prior (07/16) $824.5K
Calls: $302.2K (37%)
Puts: $522.3K (63%)
Current vs Prior -38.77%
Calls: +6.56%
Puts: -64.99%
Prior 7-Day Total $3.55M
Calls: $2.06M (58%)
Puts: $1.48M (42%)
Prior 7-Day Average $506.5K
Calls: $294.7K (58%)
Puts: $211.7K (42%)
Current vs Prior 7-Day Avg -0.31%
Calls: +9.25%
Puts: -13.62%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/17 3:05pm) 0.54
Prior (07/16) 0.58
Current vs Prior -8.05%
Prior 7-Day Average 0.52
Current vs Prior 7-Day Avg +2.50%
Sentiment BULLISH

Open Interest

Detail
Current (07/17 3:05pm) 173,517
Calls: 137,046 (79%)
Puts: 36,471 (21%)
Prior (07/16) 170,553
Calls: 134,458 (79%)
Puts: 36,095 (21%)
Current vs Prior +1.74%
Prior 7-Day Total 1,179,144
Calls: 922,066 (78%)
Puts: 257,078 (22%)
Prior 7-Day Average 168,449
Calls: 131,723 (78%)
Puts: 36,725 (22%)
Current vs Prior 7-Day Avg +3.01%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 3.72% | 12.29%3.72% | 23.79%
Prior 9.55% | 13.69%9.55% | 24.25%
Current vs Prior -61.03% | -10.18%-61.03% | -1.92%
Prior 7-Day Avg 9.08% | 14.20%12.37% | 25.59%
Current vs 7-Day Avg -59.03% | -13.42%-69.92% | -7.03%
Prior 7-Day Eod 9.55% | 13.69%5.50% | 24.08%
Current vs 7-Day Eod -61.03% | -10.18%-32.29% | -1.23%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 106.25% | 11.01%
Calls: 100.00% | 12.50%
Puts: 112.50% | 9.52%
Prior 59.74% | 13.99%
Calls: 90.91% | 14.71%
Puts: 28.57% | 13.27%
Current vs Prior +77.85% | -21.30%
Prior 7-Day Avg 37.04% | 15.92%
Calls: 46.82% | 16.74%
Puts: 27.25% | 15.10%
Current vs 7-Day Avg +186.89% | -30.84%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 64% call dollar volume ($322.0K). Bullish P/C ratio of 0.54. Call-heavy open interest (137,046 calls vs 36,471 puts) suggests bullish positioning.

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 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 6 of results (avg 8.0%, best 5.7%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.00Aug 211.001.10$1.059.5%30.40282
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$16.50Jul 241.701.80$1.755.7%630.7357
$17.50Jul 312.702.90$2.807.1%10.76--
$18.00Aug 213.603.90$3.758.0%10.6721
$17.00Jul 312.302.50$2.408.3%--0.7133
$15.50Jul 241.001.10$1.059.5%--0.56155

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 6 found (avg $0.71, cheapest $0.43)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.50Jul 240.550.65$0.6016.7%190.4434
$15.00Jul 240.750.85$0.8012.5%1220.53320
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.50Jul 310.400.45$0.4311.6%10.2445
$15.00Jul 240.700.80$0.7513.3%120.47117
$14.50Jul 310.800.90$0.8511.8%160.3849
$14.00Aug 70.800.90$0.8511.8%--0.3327

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 37 found (avg delta 0.72, highest 0.96)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.50Jul 170.401.10$0.7593.3%40.9293
$14.00Jul 170.851.60$1.2361.0%1890.901.3K
$13.50Jul 170.852.00$1.4380.4%750.8675
$12.50Jul 171.503.10$2.3069.6%50.839
$13.00Jul 171.402.50$1.9556.4%40.82150
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.00Jul 172.503.10$2.8021.4%30.96201
$17.00Jul 171.302.10$1.7047.1%40.94152
$16.50Jul 171.352.55$1.9561.5%600.9386
$18.00Jul 242.653.30$2.9721.9%10.8811
$15.50Jul 170.150.60$0.38118.4%1000.87233

Most actively traded options today. High liquidity = easy entry/exit. 72 active (total vol 2.4K, top 466)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.00Jul 170.100.25$0.1883.3%4660.531.1K
$14.00Jul 170.851.60$1.2361.0%1890.901.3K
$14.00Jul 241.301.50$1.4014.3%1280.733
$15.00Jul 240.750.85$0.8012.5%1220.53320
$13.50Jul 170.852.00$1.4380.4%750.8675
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$16.00Jul 311.551.75$1.6512.1%1950.5923
$16.00Jul 170.451.10$0.7883.3%1770.87279
$14.00Jul 310.550.70$0.6323.8%1600.31181
$15.00Jul 310.951.15$1.0519.0%1050.45122
$15.50Jul 170.150.60$0.38118.4%1000.87233

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 22 strikes (avg 678.6%, max 1869.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$13.00Jul 17Aug 211529.0%98.7%1449.6%5157
$17.50Jul 17Aug 141489.5%96.5%1442.9%3276
$18.00Jul 17Aug 21892.9%98.0%811.4%--1.9K
$17.00Jul 17Aug 28660.9%97.4%578.8%4611
$16.50Jul 17Aug 14532.5%94.7%462.1%6366
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$12.50Jul 17Aug 71844.9%93.7%1869.0%137
$13.00Jul 17Aug 211529.0%98.7%1449.6%--1.2K
$17.50Jul 17Jul 311489.5%96.3%1447.2%23
$13.50Jul 17Jul 31936.6%92.1%916.7%7170
$18.00Jul 17Aug 21892.9%98.0%811.4%4222

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 47 found (best R:R 4.88, avg 1.67)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$17.00$18.00Aug 21$0.17$0.83$0.174.88$17.17
$16.50$17.00Jul 31$0.12$0.38$0.123.17$16.62
$16.50$17.00Aug 14$0.12$0.38$0.123.17$16.62
$17.00$17.50Aug 14$0.12$0.38$0.123.17$17.12
$16.00$16.50Jul 24$0.13$0.37$0.132.85$16.13
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$15.00$14.50Jul 17$0.12$0.38$0.123.17$14.88
$18.00$17.50Jul 17$0.12$0.38$0.123.17$17.88
$14.00$13.50Jul 24$0.12$0.38$0.123.17$13.88
$14.50$14.00Jul 24$0.15$0.35$0.152.33$14.35
$13.00$12.50Aug 7$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. 55 found (best R:R 8.09, avg 1.23)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$13.00$14.00Jul 31$0.75$0.75$0.253.00$13.75
$12.50$13.00Jul 17$0.35$0.35$0.152.33$12.85
$14.00$14.50Jul 24$0.32$0.32$0.181.78$14.32
$13.00$14.00Aug 21$0.57$0.57$0.431.33$13.57
$14.50$15.00Jul 24$0.28$0.28$0.221.27$14.78
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$18.00$17.00Jul 24$0.89$0.89$0.118.09$17.11
$17.50$17.00Jul 31$0.40$0.40$0.104.00$17.10
$18.00$17.00Aug 21$0.80$0.80$0.204.00$17.20
$17.00$16.00Jul 31$0.75$0.75$0.253.00$16.25
$16.50$16.00Jul 24$0.37$0.37$0.132.85$16.13

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 18 found (avg debit $0.36, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$18.00Jul 17Jul 24$0.10892.9%104.8%
$14.00Jul 17Jul 24$0.17525.3%94.5%
$17.00Jul 17Jul 24$0.20660.9%99.2%
$16.50Jul 17Jul 24$0.27532.5%95.7%
$14.50Jul 17Jul 24$0.33262.1%90.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$13.50Jul 17Jul 24$0.10936.6%96.1%
$17.50Jul 17Jul 31$0.121489.5%96.3%
$18.00Jul 17Jul 24$0.17892.9%104.8%
$14.00Jul 17Jul 24$0.30525.3%94.5%
$17.00Jul 17Jul 24$0.38660.9%99.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 35 found (cheapest 2.19% of stock, avg 16.13%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$15.00Jul 17$0.18$0.15$0.33$14.67$15.332.19%
$15.50Jul 17$0.03$0.38$0.41$15.09$15.912.72%
$14.50Jul 17$0.75$0.03$0.78$13.72$15.285.18%
$16.00Jul 17$0.05$0.78$0.83$15.17$16.835.51%
$14.00Jul 17$1.23$0.05$1.28$12.72$15.288.50%
$15.00Jul 24$0.80$0.75$1.55$13.45$16.5510.30%
$13.50Jul 17$1.43$0.13$1.56$11.94$15.0610.37%
$14.50Jul 24$1.08$0.50$1.58$12.92$16.0810.50%
$15.50Jul 24$0.60$1.05$1.65$13.85$17.1510.96%
$17.00Jul 17$0.03$1.70$1.73$15.27$18.7311.50%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 115 found (cheapest 0.40% of stock, avg 7.48%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$15.50$14.50Jul 17$0.03$0.03$0.06$14.44$15.56
$16.50$14.50Jul 17$0.03$0.03$0.06$14.44$16.56
$17.00$14.50Jul 17$0.03$0.03$0.06$14.44$17.06
$16.00$14.50Jul 17$0.05$0.03$0.08$14.42$16.08
$15.50$13.50Jul 17$0.03$0.13$0.16$13.34$15.66
$16.50$13.50Jul 17$0.03$0.13$0.16$13.34$16.66
$17.00$13.50Jul 17$0.03$0.13$0.16$13.34$17.16
$16.00$13.50Jul 17$0.05$0.13$0.18$13.32$16.18
$15.50$15.00Jul 17$0.03$0.15$0.18$14.82$15.68
$16.50$15.00Jul 17$0.03$0.15$0.18$14.82$16.68

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 35 found (best R:R 9.00, avg credit $0.50)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
14/1516/17Aug 21$0.90$0.109.00$14.10$16.90
13/1415/16Aug 21$0.78$0.223.55$13.22$15.78
14/1516/16Jul 24$0.38$0.123.17$14.62$16.38
13/1416/17Aug 21$0.75$0.253.00$13.25$16.75
14/1518/18Jul 17$0.37$0.132.85$14.63$17.87
14/1416/16Jul 31$0.37$0.132.85$14.13$16.37
12/1315/16Aug 7$0.37$0.132.85$12.63$15.37
15/1616/17Jul 31$0.72$0.282.57$15.28$17.22
15/1617/18Aug 21$0.72$0.282.57$15.28$17.72
14/1415/16Jul 24$0.35$0.152.33$14.15$15.35

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 25 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$13.00$14.00$15.00Aug 21$0.07$0.9313.29
$14.00$15.00$16.00Aug 21$0.07$0.9313.29
$16.00$16.50$17.00Jul 24$0.06$0.447.33
$17.00$17.50$18.00Jul 24$0.06$0.447.33
$14.00$15.00$16.00Jul 31$0.15$0.855.67
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$14.00$15.00$16.00Aug 21$0.05$0.9519.00
$14.50$15.00$15.50Jul 24$0.05$0.459.00
$16.00$17.00$18.00Aug 21$0.10$0.909.00
$13.50$14.00$14.50Jul 17$0.06$0.447.33
$13.00$13.50$14.00Jul 17$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. 50 found (best net $-0.20, 44 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$15.00$16.001:2Jul 31-$0.35$0.65
$16.00$17.001:2Aug 7-$0.40$0.60
$15.50$16.001:2Jul 17-$0.07$0.43
$17.00$17.501:2Jul 24-$0.07$0.43
$14.00$15.001:2Jul 31-$0.60$0.40
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$15.50$14.001:2Aug 14-$0.20$1.30
$16.00$14.501:2Aug 7-$0.26$1.24
$14.00$13.001:2Aug 7-$0.15$0.85
$16.00$14.501:2Aug 28-$0.78$0.72
$14.00$13.001:2Aug 14-$0.36$0.64

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 23 found (best yield 9.97%, avg 4.35%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$16.00Aug 28$1.500.516.3%9.97%16.28%5--
$16.00Aug 21$1.300.496.3%8.64%14.95%20238
$17.00Aug 28$1.150.4313.0%7.64%20.60%1--
$15.50Aug 7$1.050.503.0%6.98%9.97%--11
$17.00Aug 21$1.000.4013.0%6.64%19.60%3282
$16.00Aug 7$0.900.446.3%5.98%12.29%617
$16.50Aug 14$0.900.419.6%5.98%15.61%--25
$17.00Aug 14$0.800.3713.0%5.32%18.27%--141
$18.00Aug 21$0.750.3419.6%4.98%24.58%--217
$16.00Jul 31$0.650.416.3%4.32%10.63%424

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 2,462
Total Puts 1,321
Put/Call Ratio 0.54
Net Difference 1,141

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 15,297
Total Puts 7,124
Average Put/Call Ratio 0.52
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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