Tour v528
CSIQ
CANADIAN SOLAR INC
$10.71 -5.60%
◀ 9/24 15:05

Option Volume

Detail
ℹ
Current (09/24 3:05pm) 2,824
Calls: 999 (35%)
Puts: 1,825 (65%)
Prior (09/22) 1,076
Calls: 787 (73%)
Puts: 289 (27%)
Current vs Prior +162.45%
Calls: +26.94% (Calls)
Puts: +531.49% (Puts)
Prior 7-Day Total 19,292
Calls: 9,845 (51%)
Puts: 9,447 (49%)
Prior 7-Day Average 2,756
Calls: 1,406 (51%)
Puts: 1,349 (49%)
Current vs Prior 7-Day Avg +2.47%
Calls: -28.97%
Puts: +35.23%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (09/24 3:05pm) $496.5K
Calls: $128.5K (26%)
Puts: $368.0K (74%)
Prior (09/22) $105.2K
Calls: $59.4K (56%)
Puts: $45.8K (44%)
Current vs Prior +372.00%
Calls: +116.39%
Puts: +703.21%
Prior 7-Day Total $2.55M
Calls: $841.6K (33%)
Puts: $1.71M (67%)
Prior 7-Day Average $364.0K
Calls: $120.2K (33%)
Puts: $243.8K (67%)
Current vs Prior 7-Day Avg +36.40%
Calls: +6.86%
Puts: +50.97%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (09/24 3:05pm) 1.83
Prior (09/22) 0.37
Current vs Prior +397.48%
Prior 7-Day Average 1.22
Current vs Prior 7-Day Avg +49.99%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (09/24 3:05pm) 156,680
Calls: 118,869 (76%)
Puts: 37,811 (24%)
Prior (09/22) 155,014
Calls: 117,598 (76%)
Puts: 37,416 (24%)
Current vs Prior +1.07%
Prior 7-Day Total 1,193,513
Calls: 908,265 (76%)
Puts: 285,248 (24%)
Prior 7-Day Average 170,501
Calls: 129,752 (76%)
Puts: 40,749 (24%)
Current vs Prior 7-Day Avg -8.11%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (09/25) | Next (10/02)Expiry (10/16) | Next (11/20)
Current 6.35% | 10.92%16.81% | 25.86%
Prior 4.64% | 10.00%4.64% | 16.07%
Current vs Prior +36.75% | +9.24%+261.99% | +60.93%
Prior 7-Day Avg 6.69% | 11.03%9.37% | 18.33%
Current vs 7-Day Avg -5.12% | -0.98%+79.34% | +41.09%
Prior 7-Day Eod 4.64% | 10.00%17.25% | 25.32%
Current vs 7-Day Eod +36.75% | +9.24%-2.55% | +2.15%
Sentiment BEARISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 47.73% | 21.50%
Calls: 50.00% | 26.32%
Puts: 45.45% | 16.67%
Prior 67.43% | 22.25%
Calls: 68.18% | 18.18%
Puts: 66.67% | 26.32%
Current vs Prior -29.22% | -3.37%
Prior 7-Day Avg 60.67% | 21.41%
Calls: 53.60% | 19.40%
Puts: 67.73% | 23.42%
Current vs 7-Day Avg -21.32% | +0.41%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bearish flow with 74% put dollar volume ($368.0K). Massive premium surge with dollar volume up 372% vs prior. Unusually high activity with volume up 162% vs prior - elevated interest. Extreme bearish P/C ratio of 1.83 - heavy put buying.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BEARISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
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 5 of results (avg 7.7%, best 6.2%)

CALLS (0)
No calls meet the criteria
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.00Oct 161.551.65$1.606.2%--0.711.5K
$12.00Oct 91.451.55$1.506.7%90.76159
$12.00Oct 21.351.45$1.407.1%170.8389
$11.50Oct 91.051.15$1.109.1%--0.6521
$12.50Oct 232.002.20$2.109.5%--0.7211

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 9 found (avg $0.70, cheapest $0.77)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.00Oct 160.300.35$0.3215.6%10.2944
$11.00Oct 300.851.00$0.9316.1%10.51100
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.50Sep 250.700.85$0.7719.5%90.96184
$11.00Oct 20.550.65$0.6016.7%1620.57122
$11.50Oct 20.901.00$0.9510.5%90.72297
$10.00Oct 160.400.45$0.4311.6%180.32461
$11.00Oct 90.700.85$0.7719.5%40.5420

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 30 found (avg delta 0.72, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$9.50Sep 251.151.40$1.2719.7%100.914
$9.50Oct 21.251.60$1.4324.5%80.88--
$9.00Sep 251.551.90$1.7320.2%50.856
$9.00Oct 301.952.35$2.1518.6%20.82--
$9.50Oct 301.601.80$1.7011.8%20.74--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.00Sep 251.201.35$1.2711.8%430.97260
$11.50Sep 250.700.85$0.7719.5%90.96184
$12.50Sep 251.501.85$1.6820.8%70.93231
$12.50Oct 21.651.90$1.7814.0%20.8860
$12.00Oct 21.351.45$1.407.1%170.8389

Most actively traded options today. High liquidity = easy entry/exit. 41 active (total vol 789, top 162)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.50Oct 20.500.65$0.5726.3%1280.6027
$11.00Sep 250.050.10$0.0862.5%670.298
$11.50Sep 250.000.05$0.03166.7%260.10376
$12.50Oct 90.100.25$0.1883.3%150.20106
$9.50Sep 251.151.40$1.2719.7%100.914
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Oct 20.550.65$0.6016.7%1620.57122
$11.00Oct 160.850.95$0.9011.1%1000.52845
$12.00Sep 251.201.35$1.2711.8%430.97260
$10.00Oct 20.100.15$0.1338.5%430.2187
$11.00Sep 250.250.40$0.3345.5%400.75179

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 2 strikes (avg 11.8%, max 23.0%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$10.50Sep 25Oct 288.1%71.6%23.0%12931
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$10.50Sep 25Nov 688.1%87.7%0.5%2146

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 25 found (best R:R 0.95, avg 1.51)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$9.50$11.00Oct 30$0.77$0.73$0.7774%0.95$10.27
$10.00$11.00Oct 16$0.50$0.50$0.5069%1.00$10.50
$11.00$11.50Oct 9$0.12$0.38$0.1247%3.17$11.12
$11.00$12.00Oct 30$0.36$0.64$0.3651%1.78$11.36
$10.50$11.00Oct 2$0.22$0.28$0.2260%1.27$10.72
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$11.00$10.50Sep 25$0.23$0.27$0.2375%1.17$10.77
$11.00$10.50Oct 2$0.25$0.25$0.2557%1.00$10.75
$11.00$10.50Oct 16$0.25$0.25$0.2552%1.00$10.75
$10.50$10.00Oct 23$0.20$0.30$0.2041%1.50$10.30
$11.00$10.50Oct 30$0.25$0.25$0.2549%1.00$10.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 12 found (best R:R 0.36, avg 0.53)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$11.50$12.00Oct 9$0.16$0.16$0.3464%0.47$11.66
$11.50$12.00Oct 2$0.10$0.10$0.4072%0.25$11.60
$11.00$12.00Oct 16$0.36$0.36$0.6452%0.56$11.36
$11.00$11.50Oct 2$0.15$0.15$0.3557%0.43$11.15
$11.00$12.00Oct 30$0.36$0.36$0.6449%0.56$11.36
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$10.50$9.00Oct 9$0.40$0.40$1.1059%0.36$10.10
$10.00$9.00Oct 16$0.28$0.28$0.7268%0.39$9.72
$10.50$10.00Oct 2$0.22$0.22$0.2860%0.79$10.28
$10.50$10.00Oct 16$0.22$0.22$0.2858%0.79$10.28
$10.50$10.00Oct 30$0.22$0.22$0.2858%0.79$10.28

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 1 found (avg debit $0.25, cheapest $0.25)

CALLS (0)
No calls found
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$10.50Sep 25Oct 2$0.2588.1%71.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 12 found (cheapest 3.83% of stock, avg 11.24%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$11.00Sep 25$0.08$0.33$0.41$10.59$11.413.83%
$10.50Sep 25$0.35$0.10$0.45$10.05$10.954.20%
$11.50Sep 25$0.03$0.77$0.80$10.70$12.307.47%
$10.50Oct 2$0.57$0.35$0.92$9.58$11.428.59%
$11.00Oct 2$0.35$0.60$0.95$10.05$11.958.87%
$11.50Oct 2$0.20$0.95$1.15$10.35$12.6510.74%
$11.00Oct 9$0.50$0.77$1.27$9.73$12.2711.86%
$11.50Oct 9$0.38$1.10$1.48$10.02$12.9813.82%
$11.00Oct 16$0.68$0.90$1.58$9.42$12.5814.75%
$10.00Oct 16$1.18$0.43$1.61$8.39$11.6115.03%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 39 found (cheapest 0.56% of stock, avg 5.98%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$11.50$10.00Sep 25$0.03$0.03$0.06$9.94$11.56
$12.00$10.00Sep 25$0.03$0.03$0.06$9.94$12.06
$12.50$10.00Sep 25$0.05$0.03$0.08$9.92$12.58
$11.00$10.00Sep 25$0.08$0.03$0.11$9.89$11.11
$11.50$10.50Sep 25$0.03$0.10$0.13$10.37$11.63
$12.00$10.50Sep 25$0.03$0.10$0.13$10.37$12.13
$11.00$10.50Sep 25$0.08$0.10$0.18$10.32$11.18
$12.50$10.50Sep 25$0.05$0.10$0.15$10.35$12.65
$12.50$10.00Oct 2$0.08$0.13$0.21$9.79$12.71
$12.00$10.00Oct 2$0.10$0.13$0.23$9.77$12.23

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

No iron condor setups found

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 16 found (best R:R 6.14, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$10.00$11.00$12.00Oct 16$0.14$0.8639%6.14
$10.50$11.00$11.50Oct 2$0.07$0.4331%6.14
$11.00$11.50$12.00Sep 25$0.05$0.4522%9.00
$10.50$11.00$11.50Sep 25$0.22$0.2860%1.27
$11.50$12.00$12.50Oct 2$0.08$0.4216%5.25
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$10.00$10.50$11.00Sep 25$0.16$0.3466%2.13
$10.50$11.00$11.50Sep 25$0.21$0.2966%1.38
$10.50$11.00$11.50Oct 9$0.06$0.4424%7.33
$11.00$11.50$12.00Sep 25$0.06$0.4422%7.33
$10.50$11.00$11.50Oct 2$0.10$0.4031%4.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 31 found (best net $-0.16, 23 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$9.50$11.001:2Oct 30-$0.16$1.34
$10.00$11.001:2Oct 16-$0.18$0.82
$11.00$12.001:2Oct 30-$0.21$0.79
$10.50$11.001:2Oct 2-$0.13$0.37
$11.00$11.501:2Oct 2-$0.05$0.45
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$12.00$11.001:2Oct 16-$0.20$0.80
$12.00$11.501:2Sep 25-$0.27$0.23
$11.00$10.501:2Oct 2-$0.10$0.40
$11.50$11.001:2Oct 2-$0.25$0.25
$11.00$10.501:2Oct 9-$0.23$0.27

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 13 found (best yield 7.94%, avg 3.59%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$11.00Oct 30$0.850.512.7%7.94%10.64%1100
$12.00Oct 30$0.500.3712.0%4.67%16.71%--155
$12.50Oct 30$0.400.3116.7%3.73%20.45%--201
$11.00Oct 23$0.700.502.7%6.54%9.24%--12
$11.00Oct 16$0.600.482.7%5.60%8.31%1--
$12.00Oct 16$0.300.2912.0%2.80%14.85%144
$12.50Oct 16$0.200.2316.7%1.87%18.58%47
$11.00Oct 9$0.450.472.7%4.20%6.91%67
$11.50Oct 9$0.300.367.4%2.80%10.18%244
$12.00Oct 9$0.150.2612.0%1.40%13.45%--38

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 999
Total Puts 1,825
Put/Call Ratio 1.83
Net Difference -826

Prior's Put/Call Breakdown

Total Calls 787
Total Puts 289
Put/Call Ratio 0.37
Net Difference 498

Prior 7-Day Put/Call Summary

Total Calls 9,845
Total Puts 9,447
Average Put/Call Ratio 1.22
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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