Tour v531
CSIQ
CANADIAN SOLAR INC
$11.51 +2.86%
◀ 10/6 15:05 ▶

Option Volume

Detail
ℹ
Current (10/06 3:05pm) 2,072
Calls: 885 (43%)
Puts: 1,187 (57%)
Prior (10/05) 1,764
Calls: 1,429 (81%)
Puts: 335 (19%)
Current vs Prior +17.46%
Calls: -38.07% (Calls)
Puts: +254.33% (Puts)
Prior 7-Day Total 15,857
Calls: 9,082 (57%)
Puts: 6,775 (43%)
Prior 7-Day Average 2,265
Calls: 1,297 (57%)
Puts: 967 (43%)
Current vs Prior 7-Day Avg -8.53%
Calls: -31.79%
Puts: +22.64%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/06 3:05pm) $278.7K
Calls: $81.4K (29%)
Puts: $197.3K (71%)
Prior (10/05) $139.0K
Calls: $95.1K (68%)
Puts: $43.9K (32%)
Current vs Prior +100.44%
Calls: -14.42%
Puts: +349.39%
Prior 7-Day Total $2.01M
Calls: $934.0K (46%)
Puts: $1.08M (54%)
Prior 7-Day Average $287.8K
Calls: $133.4K (46%)
Puts: $154.4K (54%)
Current vs Prior 7-Day Avg -3.16%
Calls: -38.98%
Puts: +27.79%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/06 3:05pm) 1.34
Prior (10/05) 0.23
Current vs Prior +472.13%
Prior 7-Day Average 0.78
Current vs Prior 7-Day Avg +71.52%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/06 3:05pm) 157,772
Calls: 120,057 (76%)
Puts: 37,715 (24%)
Prior (10/05) 156,588
Calls: 119,031 (76%)
Puts: 37,557 (24%)
Current vs Prior +0.76%
Prior 7-Day Total 1,103,262
Calls: 837,854 (76%)
Puts: 265,408 (24%)
Prior 7-Day Average 157,608
Calls: 119,693 (76%)
Puts: 37,915 (24%)
Current vs Prior 7-Day Avg +0.10%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/09) | Next (10/16)Expiry (10/16) | Next (11/20)
Current 8.25% | 11.90%11.90% | 21.98%
Prior 4.24% | 9.46%13.26% | 22.55%
Current vs Prior +94.48% | +25.81%-10.25% | -2.51%
Prior 7-Day Avg 7.07% | 11.37%15.32% | 24.64%
Current vs 7-Day Avg +16.80% | +4.67%-22.32% | -10.81%
Prior 7-Day Eod 4.24% | 9.46%12.15% | 21.45%
Current vs 7-Day Eod +94.48% | +25.81%-2.07% | +2.49%
Sentiment BEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 22.62% | 19.41%
Calls: 28.57% | 26.32%
Puts: 16.67% | 12.50%
Prior 77.50% | 23.16%
Calls: 80.00% | 26.32%
Puts: 75.00% | 20.00%
Current vs Prior -70.81% | -16.19%
Prior 7-Day Avg 54.62% | 23.07%
Calls: 55.29% | 26.95%
Puts: 53.94% | 19.20%
Current vs 7-Day Avg -58.58% | -15.88%
Liquidity Expensive
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🤖 AI Insights

Moderately bearish flow with 71% put dollar volume ($197.3K). Massive premium surge with dollar volume up 100% vs prior. Bearish P/C ratio of 1.34 indicates protective positioning. P/C ratio rising 472% - increased hedging/bearish positioning.

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 4 of results (avg 8.5%, best 7.7%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Nov 201.451.60$1.539.8%70.6357
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.50Oct 231.251.35$1.307.7%--0.6721
$13.00Oct 301.751.90$1.838.2%--0.71220
$12.50Oct 161.151.25$1.208.3%260.751

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 9 found (avg $0.81, cheapest $0.60)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Oct 90.600.70$0.6515.4%360.78324
$11.00Oct 160.800.90$0.8511.8%120.69120
$11.00Oct 230.901.05$0.9815.3%--0.6527
$12.50Nov 130.700.85$0.7719.5%20.421
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.00Oct 90.550.65$0.6016.7%60.73198
$12.00Oct 160.750.85$0.8012.5%1000.611.5K
$12.00Oct 230.901.00$0.9510.5%600.5795
$11.50Oct 300.750.90$0.8318.1%--0.4639
$11.00Nov 200.850.95$0.9011.1%140.38460

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 31 found (avg delta 0.71, highest 0.96)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$9.50Oct 91.502.25$1.8839.9%90.9610
$9.50Oct 162.002.25$2.1311.7%80.928
$10.00Oct 161.401.80$1.6025.0%--0.8877
$10.50Oct 90.901.35$1.1339.8%70.8712
$10.50Oct 161.101.35$1.2320.3%--0.80105
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.50Oct 91.602.55$2.0845.7%--0.9211
$13.00Oct 91.301.60$1.4520.7%600.9181
$12.50Oct 90.851.20$1.0234.3%130.8957
$13.00Oct 161.401.70$1.5519.4%10.84427
$12.50Oct 161.151.25$1.208.3%260.751

Most actively traded options today. High liquidity = easy entry/exit. 53 active (total vol 1.2K, top 100)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.00Oct 90.100.15$0.1338.5%950.28328
$12.00Oct 160.300.40$0.3528.6%820.40175
$11.50Oct 160.500.65$0.5726.3%630.5475
$11.00Oct 90.600.70$0.6515.4%360.78324
$12.50Oct 300.450.55$0.5020.0%280.37206
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.00Oct 160.750.85$0.8012.5%1000.611.5K
$10.50Oct 230.200.35$0.2853.6%1000.2446
$11.50Oct 160.450.55$0.5020.0%900.4613
$11.50Oct 230.600.75$0.6822.1%690.4710
$13.00Oct 91.301.60$1.4520.7%600.9181

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 9.2%, max 10.4%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$11.50Oct 9Oct 2376.7%69.5%10.4%33389
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$11.50Oct 9Oct 3076.7%71.0%8.1%1338

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 33 found (best R:R 0.92, avg 1.61)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$10.00$11.00Nov 20$0.52$0.48$0.5276%0.92$10.52
$11.00$12.00Nov 20$0.45$0.55$0.4563%1.22$11.45
$11.00$12.00Oct 30$0.45$0.55$0.4564%1.22$11.45
$12.00$13.00Nov 20$0.35$0.65$0.3550%1.86$12.35
$11.00$11.50Oct 23$0.25$0.25$0.2565%1.00$11.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$12.00$11.50Oct 9$0.30$0.20$0.3073%0.67$11.70
$12.00$11.50Oct 30$0.25$0.25$0.2555%1.00$11.75
$11.00$10.50Oct 16$0.12$0.38$0.1232%3.17$10.88
$12.00$11.50Oct 23$0.27$0.23$0.2757%0.85$11.73
$11.50$11.00Oct 16$0.20$0.30$0.2046%1.50$11.30

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 18 found (best R:R 0.59, avg 0.53)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$12.00$12.50Oct 16$0.15$0.15$0.3560%0.43$12.15
$12.50$13.00Oct 23$0.13$0.13$0.3766%0.35$12.63
$12.50$13.00Oct 30$0.15$0.15$0.3563%0.43$12.65
$12.00$12.50Oct 30$0.18$0.18$0.3255%0.56$12.18
$12.00$12.50Oct 23$0.15$0.15$0.3557%0.43$12.15
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$11.00$10.00Nov 20$0.37$0.37$0.6362%0.59$10.63
$11.50$11.00Oct 30$0.26$0.26$0.2454%1.08$11.24
$10.00$9.50Nov 6$0.13$0.13$0.3778%0.35$9.87
$10.50$10.00Oct 30$0.15$0.15$0.3573%0.43$10.35
$10.50$10.00Oct 23$0.13$0.13$0.3776%0.35$10.37

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $0.21, cheapest $0.20)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$11.50Oct 9Oct 16$0.2276.7%69.4%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$11.50Oct 9Oct 16$0.2076.7%69.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 19 found (cheapest 5.65% of stock, avg 12.17%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$11.50Oct 9$0.35$0.30$0.65$10.85$12.155.65%
$12.00Oct 9$0.13$0.60$0.73$11.27$12.736.34%
$11.00Oct 9$0.65$0.10$0.75$10.25$11.756.52%
$12.50Oct 9$0.05$1.02$1.07$11.43$13.579.30%
$11.50Oct 16$0.57$0.50$1.07$10.43$12.579.30%
$11.00Oct 16$0.85$0.30$1.15$9.85$12.159.99%
$12.00Oct 16$0.35$0.80$1.15$10.85$13.159.99%
$10.50Oct 9$1.13$0.08$1.21$9.29$11.7110.51%
$12.50Oct 16$0.20$1.20$1.40$11.10$13.9012.16%
$10.50Oct 16$1.23$0.18$1.41$9.09$11.9112.25%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 78 found (cheapest 1.13% of stock, avg 5.37%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$12.50$10.50Oct 9$0.05$0.08$0.13$10.37$12.63
$13.00$10.50Oct 9$0.05$0.08$0.13$10.37$13.13
$13.50$10.50Oct 9$0.05$0.08$0.13$10.37$13.63
$12.50$10.00Oct 9$0.05$0.10$0.15$9.85$12.65
$13.00$10.00Oct 9$0.05$0.10$0.15$9.85$13.15
$13.50$10.00Oct 9$0.05$0.10$0.15$9.85$13.65
$12.50$11.00Oct 9$0.05$0.10$0.15$10.85$12.65
$13.00$11.00Oct 9$0.05$0.10$0.15$10.85$13.15
$13.50$11.00Oct 9$0.05$0.10$0.15$10.85$13.65
$13.50$10.00Oct 16$0.08$0.10$0.18$9.82$13.68

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 1 found (best R:R 1.08, avg credit $0.26)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
10/1012/13Oct 23$0.26$0.2442%1.08$10.24$12.76

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 29 found (best R:R 13.29, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$10.00$11.00$12.00Nov 20$0.07$0.9325%13.29
$11.00$11.50$12.00Oct 9$0.08$0.4250%5.25
$11.00$12.00$13.00Nov 20$0.10$0.9024%9.00
$11.00$11.50$12.00Oct 16$0.06$0.4429%7.33
$11.00$11.50$12.00Oct 23$0.05$0.4522%9.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$11.00$11.50$12.00Oct 9$0.10$0.4051%4.00
$11.50$12.00$12.50Oct 9$0.12$0.3843%3.17
$11.00$12.00$13.00Nov 20$0.13$0.8724%6.69
$10.50$11.00$11.50Oct 23$0.06$0.4422%7.33
$10.50$11.00$11.50Oct 16$0.08$0.4226%5.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 44 found (best net $-0.38, 41 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$9.50$10.501:2Oct 9-$0.38$0.62
$11.00$12.001:2Oct 30-$0.23$0.77
$10.50$11.001:2Oct 9-$0.17$0.33
$12.00$12.501:2Oct 16-$0.05$0.45
$11.50$12.001:2Oct 16-$0.13$0.37
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$13.00$12.001:2Oct 30-$0.33$0.67
$12.50$12.001:2Oct 9-$0.18$0.32
$11.00$10.001:2Nov 20-$0.16$0.84
$11.50$11.001:2Oct 16-$0.10$0.40
$12.00$11.001:2Nov 20-$0.35$0.65

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 17 found (best yield 8.69%, avg 3.37%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$12.00Nov 20$1.000.504.3%8.69%12.95%572
$13.00Nov 20$0.650.3912.9%5.65%18.59%15227
$12.50Nov 13$0.700.428.6%6.08%14.68%21
$12.50Nov 6$0.550.408.6%4.78%13.38%515
$13.00Nov 6$0.400.3312.9%3.48%16.42%1082
$12.00Oct 30$0.600.454.3%5.21%9.47%1169
$12.50Oct 30$0.450.378.6%3.91%12.51%28206
$13.00Oct 30$0.300.2912.9%2.61%15.55%1297
$12.00Oct 23$0.450.434.3%3.91%8.17%2209
$13.50Oct 30$0.200.2317.3%1.74%19.03%--128

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 885
Total Puts 1,187
Put/Call Ratio 1.34
Net Difference -302

Prior's Put/Call Breakdown

Total Calls 1,429
Total Puts 335
Put/Call Ratio 0.23
Net Difference 1,094

Prior 7-Day Put/Call Summary

Total Calls 9,082
Total Puts 6,775
Average Put/Call Ratio 0.78
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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