Tour v365
CSIQ
CANADIAN SOLAR INC
$15.17 +1.44%
7/20 15:05

Option Volume

Detail
Current (07/20 3:05pm) 4,188
Calls: 3,022 (72%)
Puts: 1,166 (28%)
Prior (07/17) 3,783
Calls: 2,462 (65%)
Puts: 1,321 (35%)
Current vs Prior +10.71%
Calls: +22.75% (Calls)
Puts: -11.73% (Puts)
Prior 7-Day Total 24,282
Calls: 16,040 (66%)
Puts: 8,242 (34%)
Prior 7-Day Average 3,468
Calls: 2,291 (66%)
Puts: 1,177 (34%)
Current vs Prior 7-Day Avg +20.73%
Calls: +31.88%
Puts: -0.97%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/20 3:05pm) $824.1K
Calls: $575.1K (70%)
Puts: $248.9K (30%)
Prior (07/17) $504.9K
Calls: $322.0K (64%)
Puts: $182.9K (36%)
Current vs Prior +63.22%
Calls: +78.61%
Puts: +36.12%
Prior 7-Day Total $3.90M
Calls: $1.95M (50%)
Puts: $1.95M (50%)
Prior 7-Day Average $557.3K
Calls: $278.2K (50%)
Puts: $279.1K (50%)
Current vs Prior 7-Day Avg +47.87%
Calls: +106.75%
Puts: -10.81%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/20 3:05pm) 0.39
Prior (07/17) 0.54
Current vs Prior -28.09%
Prior 7-Day Average 0.56
Current vs Prior 7-Day Avg -31.51%
Sentiment BULLISH

Open Interest

Detail
Current (07/20 3:05pm) 147,716
Calls: 117,956 (80%)
Puts: 29,760 (20%)
Prior (07/17) 173,517
Calls: 137,046 (79%)
Puts: 36,471 (21%)
Current vs Prior -14.87%
Prior 7-Day Total 1,183,016
Calls: 926,542 (78%)
Puts: 256,474 (22%)
Prior 7-Day Average 169,002
Calls: 132,363 (78%)
Puts: 36,639 (22%)
Current vs Prior 7-Day Avg -12.60%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 10.68% | 15.16%24.59% | 30.32%
Prior 7.68% | 13.37%7.68% | 24.54%
Current vs Prior +39.11% | +13.44%+220.30% | +23.58%
Prior 7-Day Avg 8.60% | 13.92%11.28% | 25.21%
Current vs 7-Day Avg +24.16% | +8.93%+118.02% | +20.27%
Prior 7-Day Eod 7.68% | 13.37%5.22% | 23.95%
Current vs 7-Day Eod +39.11% | +13.44%+371.27% | +26.63%
Sentiment BEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 15.62% | 12.88%
Calls: 19.48% | 9.09%
Puts: 11.76% | 16.67%
Prior 44.15% | 20.63%
Calls: 44.44% | 22.22%
Puts: 43.86% | 19.05%
Current vs Prior -64.62% | -37.57%
Prior 7-Day Avg 40.34% | 16.72%
Calls: 49.60% | 17.43%
Puts: 31.08% | 16.01%
Current vs 7-Day Avg -61.28% | -22.95%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 70% call dollar volume ($575.1K). Elevated premium activity with dollar volume up 63% vs prior. Extreme bullish P/C ratio of 0.39 - heavy call buying (3,022 calls vs 1,166 puts). P/C ratio dropping 28% - 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 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 14 of results (avg 8.6%, best 6.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.00Aug 211.751.90$1.838.2%160.5797
$14.00Aug 212.252.45$2.358.5%--0.6630
$15.00Jul 311.051.15$1.109.1%70.5616
$14.50Aug 71.551.70$1.639.2%20.621
$14.00Aug 282.402.65$2.539.9%20.65--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$16.00Aug 212.152.30$2.226.8%--0.5220
$17.00Aug 212.752.95$2.857.0%--0.6031
$17.50Jul 312.552.75$2.657.5%10.771
$16.00Aug 71.701.85$1.788.4%--0.5634
$14.00Aug 211.101.20$1.158.7%40.3474

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 14 found (avg $0.69, cheapest $0.32)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.50Jul 310.300.35$0.3215.6%160.23239
$16.50Jul 310.500.60$0.5518.2%2030.3441
$17.50Aug 70.500.60$0.5518.2%--0.2921
$17.00Aug 70.600.70$0.6515.4%20.3449
$15.00Jul 240.700.85$0.7719.5%1400.56434
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.50Jul 240.350.40$0.3813.2%2140.3252
$15.00Jul 240.550.65$0.6016.7%80.44123
$14.50Jul 310.650.75$0.7014.3%20.3665
$14.00Aug 70.700.80$0.7513.3%40.3229
$13.00Aug 210.700.85$0.7719.5%--0.25101

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 29 found (avg delta 0.66, highest 0.93)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.50Jul 242.402.90$2.6518.9%10.935
$13.00Jul 311.902.55$2.2229.3%--0.8310
$14.00Jul 241.351.50$1.4310.5%--0.77131
$14.00Jul 311.601.80$1.7011.8%--0.7119
$14.50Jul 241.001.15$1.0813.9%1350.68124
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.00Jul 242.753.60$3.1826.7%100.9011
$17.50Jul 242.302.80$2.5519.6%10.876
$17.00Jul 241.852.65$2.2535.6%20.8262
$17.50Jul 312.552.75$2.657.5%10.771
$16.50Jul 241.501.65$1.589.5%--0.76117

Most actively traded options today. High liquidity = easy entry/exit. 57 active (total vol 1.6K, top 214)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$16.50Jul 310.500.60$0.5518.2%2030.3441
$16.00Jul 240.300.40$0.3528.6%1810.34251
$15.00Jul 240.700.85$0.7719.5%1400.56434
$14.50Jul 241.001.15$1.0813.9%1350.68124
$17.00Jul 310.350.45$0.4025.0%1160.28152
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.50Jul 240.350.40$0.3813.2%2140.3252
$13.50Jul 240.100.20$0.1566.7%1150.15216
$12.50Jul 310.150.20$0.1827.8%1000.12108
$14.00Jul 240.200.30$0.2540.0%770.23177
$14.00Jul 310.450.55$0.5020.0%240.29126

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 12.8%, max 38.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$18.00Jul 24Aug 28116.5%98.8%17.9%9257
$17.50Jul 24Aug 14110.5%97.4%13.5%51.1K
$15.00Jul 24Aug 21107.6%95.7%12.4%156531
$14.00Jul 24Aug 28111.3%100.4%10.8%2131
$14.50Jul 24Aug 7105.3%95.1%10.8%137125
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$12.50Jul 24Aug 14133.8%96.3%38.9%1754
$13.00Jul 24Aug 21121.7%98.5%23.5%19172
$18.00Jul 24Aug 21116.5%95.7%21.8%1033
$13.50Jul 24Jul 31113.8%96.8%17.6%116412
$15.00Jul 24Aug 21107.6%95.7%12.4%8176

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 44 found (best R:R 4.00, avg 1.58)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$16.00$16.50Jul 24$0.12$0.38$0.123.17$16.12
$17.50$18.00Aug 7$0.12$0.38$0.123.17$17.62
$16.00$16.50Jul 31$0.13$0.37$0.132.85$16.13
$16.50$17.00Aug 14$0.14$0.36$0.142.57$16.64
$16.50$17.00Jul 31$0.15$0.35$0.152.33$16.65
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$14.00$13.50Jul 24$0.10$0.40$0.104.00$13.90
$14.50$14.00Jul 24$0.13$0.37$0.132.85$14.37
$14.00$13.50Jul 31$0.15$0.35$0.152.33$13.85
$14.00$13.00Aug 7$0.32$0.68$0.322.12$13.68
$14.00$12.50Aug 14$0.53$0.97$0.531.83$13.47

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 49 found (best R:R 5.67, avg 1.12)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$12.50$14.00Jul 24$1.22$1.22$0.284.36$13.72
$14.00$14.50Jul 24$0.35$0.35$0.152.33$14.35
$14.50$15.00Jul 24$0.31$0.31$0.191.63$14.81
$14.00$15.00Jul 31$0.60$0.60$0.401.50$14.60
$13.00$14.00Jul 31$0.52$0.52$0.481.08$13.52
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$18.00$17.00Aug 21$0.85$0.85$0.155.67$17.15
$17.50$17.00Jul 31$0.40$0.40$0.104.00$17.10
$17.00$16.00Jul 31$0.72$0.72$0.282.57$16.28
$16.00$15.50Jul 24$0.33$0.33$0.171.94$15.67
$17.00$16.00Aug 21$0.63$0.63$0.371.70$16.37

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 19 found (avg debit $0.32, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$18.00Jul 24Jul 31$0.17116.5%100.8%
$17.50Jul 24Jul 31$0.22110.5%100.1%
$17.00Jul 24Jul 31$0.25107.7%97.0%
$14.00Jul 24Jul 31$0.27111.3%96.2%
$16.50Jul 24Jul 31$0.32105.1%99.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$12.50Jul 24Jul 31$0.10133.8%102.7%
$17.50Jul 24Jul 31$0.10110.5%100.1%
$13.00Jul 24Jul 31$0.15121.7%99.7%
$13.50Jul 24Jul 31$0.20113.8%96.8%
$14.00Jul 24Jul 31$0.25111.3%96.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 23 found (cheapest 9.03% of stock, avg 17.34%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$15.00Jul 24$0.77$0.60$1.37$13.63$16.379.03%
$15.50Jul 24$0.53$0.85$1.38$14.12$16.889.10%
$14.50Jul 24$1.08$0.38$1.46$13.04$15.969.62%
$16.00Jul 24$0.35$1.18$1.53$14.47$17.5310.09%
$14.00Jul 24$1.43$0.25$1.68$12.32$15.6811.07%
$16.50Jul 24$0.23$1.58$1.81$14.69$18.3111.93%
$15.00Jul 31$1.10$0.93$2.03$12.97$17.0313.38%
$14.00Jul 31$1.70$0.50$2.20$11.80$16.2014.50%
$16.00Jul 31$0.68$1.53$2.21$13.79$18.2114.57%
$17.00Jul 24$0.15$2.25$2.40$14.60$19.4015.82%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 80 found (cheapest 1.32% of stock, avg 8.22%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$17.50$13.00Jul 24$0.10$0.10$0.20$12.80$17.70
$17.00$13.00Jul 24$0.15$0.10$0.25$12.75$17.25
$17.50$13.50Jul 24$0.10$0.15$0.25$13.25$17.75
$17.00$13.50Jul 24$0.15$0.15$0.30$13.20$17.30
$16.50$13.00Jul 24$0.23$0.10$0.33$12.67$16.83
$17.50$14.00Jul 24$0.10$0.25$0.35$13.65$17.85
$16.50$13.50Jul 24$0.23$0.15$0.38$13.12$16.88
$17.00$14.00Jul 24$0.15$0.25$0.40$13.60$17.40
$16.00$13.00Jul 24$0.35$0.10$0.45$12.55$16.45
$16.50$14.00Jul 24$0.23$0.25$0.48$13.52$16.98

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 37 found (best R:R 8.09, avg credit $0.54)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
15/1617/18Aug 21$0.89$0.118.09$15.11$17.89
13/1415/16Aug 21$0.78$0.223.55$13.22$15.78
14/1516/17Jul 31$0.38$0.123.17$14.62$16.88
15/1616/17Jul 31$0.75$0.253.00$15.25$17.25
14/1415/16Jul 24$0.37$0.132.85$14.13$15.37
15/1616/16Jul 24$0.37$0.132.85$15.13$16.37
14/1416/16Jul 31$0.37$0.132.85$13.63$15.87
12/1415/16Aug 14$1.11$0.392.85$12.89$16.11
13/1416/17Aug 21$0.73$0.272.70$13.27$16.73
14/1516/16Jul 31$0.36$0.142.57$14.64$16.36

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 16 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$15.00$16.00$17.00Aug 21$0.05$0.9519.00
$15.00$15.50$16.00Jul 24$0.06$0.447.33
$15.50$16.00$16.50Jul 24$0.06$0.447.33
$14.00$15.00$16.00Aug 21$0.12$0.887.33
$14.50$15.00$15.50Jul 24$0.07$0.436.14
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$13.00$13.50$14.00Jul 31$0.05$0.459.00
$15.00$16.00$17.00Jul 31$0.12$0.887.33
$15.50$16.00$16.50Jul 24$0.07$0.436.14
$12.50$14.00$15.50Aug 14$0.22$1.285.82
$15.00$15.50$16.00Jul 24$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. 40 found (best net $-0.16, 38 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$15.50$18.001:2Aug 28-$0.16$2.34
$12.50$14.001:2Jul 24-$0.21$1.29
$15.00$16.501:2Aug 14-$0.44$1.06
$16.00$17.001:2Aug 7-$0.32$0.68
$17.00$18.001:2Aug 21-$0.48$0.52
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$16.00$14.001:2Aug 28-$0.38$1.62
$15.50$14.001:2Aug 14-$0.23$1.27
$14.00$13.001:2Aug 7-$0.11$0.89
$16.00$15.001:2Jul 31-$0.33$0.67
$14.00$13.001:2Aug 21-$0.39$0.61

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 23 found (best yield 11.21%, avg 4.33%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$15.50Aug 28$1.700.532.2%11.21%13.38%1--
$16.00Aug 21$1.350.485.5%8.90%14.37%11255
$15.50Aug 7$1.100.502.2%7.25%9.43%--11
$17.00Aug 21$1.000.4012.1%6.59%18.66%3284
$16.00Aug 7$0.900.445.5%5.93%11.40%122
$16.50Aug 14$0.900.428.8%5.93%14.70%125
$18.00Aug 28$0.850.3518.7%5.60%24.26%75
$15.50Jul 31$0.800.482.2%5.27%7.45%48
$17.00Aug 14$0.800.3712.1%5.27%17.34%6142
$18.00Aug 21$0.650.3218.7%4.28%22.94%5217

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 3,022
Total Puts 1,166
Put/Call Ratio 0.39
Net Difference 1,856

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 16,040
Total Puts 8,242
Average Put/Call Ratio 0.56
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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