Tour v531
CSIQ
CANADIAN SOLAR INC
$11.07 -4.07%
◀ 10/7 15:05 ▶

Option Volume

Detail
ℹ
Current (10/07 3:05pm) 765
Calls: 282 (37%)
Puts: 483 (63%)
Prior (10/06) 2,072
Calls: 885 (43%)
Puts: 1,187 (57%)
Current vs Prior -63.08%
Calls: -68.14% (Calls)
Puts: -59.31% (Puts)
Prior 7-Day Total 14,797
Calls: 9,512 (64%)
Puts: 5,285 (36%)
Prior 7-Day Average 2,113
Calls: 1,358 (64%)
Puts: 755 (36%)
Current vs Prior 7-Day Avg -63.81%
Calls: -79.25%
Puts: -36.03%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/07 3:05pm) $89.3K
Calls: $32.7K (37%)
Puts: $56.6K (63%)
Prior (10/06) $278.7K
Calls: $81.4K (29%)
Puts: $197.3K (71%)
Current vs Prior -67.96%
Calls: -59.82%
Puts: -71.32%
Prior 7-Day Total $1.66M
Calls: $900.7K (54%)
Puts: $756.5K (46%)
Prior 7-Day Average $236.7K
Calls: $128.7K (54%)
Puts: $108.1K (46%)
Current vs Prior 7-Day Avg -62.28%
Calls: -74.57%
Puts: -47.64%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/07 3:05pm) 1.71
Prior (10/06) 1.34
Current vs Prior +27.70%
Prior 7-Day Average 0.55
Current vs Prior 7-Day Avg +208.92%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/07 3:05pm) 158,244
Calls: 120,452 (76%)
Puts: 37,792 (24%)
Prior (10/06) 157,772
Calls: 120,057 (76%)
Puts: 37,715 (24%)
Current vs Prior +0.30%
Prior 7-Day Total 1,103,170
Calls: 838,016 (76%)
Puts: 265,154 (24%)
Prior 7-Day Average 157,595
Calls: 119,716 (76%)
Puts: 37,879 (24%)
Current vs Prior 7-Day Avg +0.41%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/09) | Next (10/16)Expiry (10/16) | Next (11/20)
Current 7.23% | 11.38%11.38% | 20.33%
Prior 8.84% | 12.09%12.09% | 21.93%
Current vs Prior -18.29% | -5.89%-5.89% | -7.32%
Prior 7-Day Avg 7.42% | 11.54%14.65% | 24.08%
Current vs 7-Day Avg -2.65% | -1.36%-22.30% | -15.60%
Prior 7-Day Eod 8.84% | 12.09%11.70% | 21.92%
Current vs 7-Day Eod -18.29% | -5.89%-2.70% | -7.29%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 26.66% | 8.14%
Calls: 33.33% | 9.43%
Puts: 20.00% | 6.85%
Prior 36.40% | 22.90%
Calls: 39.47% | 26.32%
Puts: 33.33% | 19.48%
Current vs Prior -26.76% | -64.45%
Prior 7-Day Avg 53.00% | 23.27%
Calls: 53.78% | 26.95%
Puts: 52.21% | 19.60%
Current vs 7-Day Avg -49.70% | -65.03%
Liquidity Expensive
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🤖 AI Insights

Moderately bearish flow with 63% put dollar volume ($56.6K). Light premium activity with dollar volume down 68% vs prior. Below-average activity with volume down 63% vs prior. Extreme bearish P/C ratio of 1.71 - 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 BEARISH
7-Day Avg BULLISH
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
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 9 of results (avg 8.7%, best 6.8%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.50Oct 300.600.65$0.637.9%10.455
$11.00Nov 201.151.25$1.208.3%--0.5664
$11.00Oct 160.500.55$0.539.4%150.55132
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.50Oct 160.700.75$0.736.8%80.6140
$12.50Oct 301.651.80$1.738.7%100.72--
$12.00Nov 201.601.75$1.688.9%800.56545
$12.00Oct 161.051.15$1.109.1%--0.731.4K
$12.50Oct 231.551.70$1.639.2%--0.7821

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 12 found (avg $0.65, cheapest $0.32)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.50Oct 160.300.35$0.3215.6%--0.40127
$11.00Oct 160.500.55$0.539.4%150.55132
$10.50Oct 160.750.90$0.8318.1%--0.71105
$11.00Oct 230.650.75$0.7014.3%20.5627
$11.50Oct 300.600.65$0.637.9%10.455
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Oct 160.400.45$0.4311.6%50.451.1K
$11.50Oct 160.700.75$0.736.8%80.6140
$11.50Oct 230.800.95$0.8817.0%--0.5779
$10.00Nov 200.550.65$0.6016.7%20.30847

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 31 found (avg delta 0.71, highest 0.89)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$9.00Oct 91.902.30$2.1019.0%30.8720
$9.50Oct 91.451.75$1.6018.8%20.852
$10.50Oct 90.450.90$0.6866.2%--0.8513
$10.00Oct 161.101.45$1.2727.6%--0.8577
$10.50Oct 160.750.90$0.8318.1%--0.71105
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.00Oct 91.702.10$1.9021.1%--0.8961
$12.00Oct 90.601.20$0.9066.7%--0.88197
$13.00Oct 161.902.15$2.0312.3%100.86419
$12.50Oct 91.301.60$1.4520.7%--0.8546
$13.00Oct 231.752.30$2.0327.1%--0.8314

Most actively traded options today. High liquidity = easy entry/exit. 32 active (total vol 423, top 80)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.50Oct 230.400.55$0.4831.3%500.4311
$13.00Oct 230.100.20$0.1566.7%210.17808
$11.00Oct 160.500.55$0.539.4%150.55132
$12.00Oct 90.000.10$0.05200.0%100.14423
$11.50Oct 90.050.15$0.10100.0%80.27407
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.00Nov 201.601.75$1.688.9%800.56545
$10.50Oct 230.300.45$0.3839.5%750.33146
$11.00Oct 90.150.25$0.2050.0%480.43229
$13.00Oct 161.902.15$2.0312.3%100.86419
$12.50Oct 301.651.80$1.738.7%100.72--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 9 strikes (avg 50.7%, max 217.5%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$12.50Oct 9Nov 6150.9%72.9%107.0%--405
$10.50Oct 9Oct 1674.1%68.0%8.9%--118
$11.00Oct 9Nov 2074.4%71.9%3.5%--375
$11.50Oct 9Oct 3074.6%73.7%1.2%9412
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$9.50Oct 9Nov 6216.7%68.2%217.5%--133
$12.50Oct 9Oct 30150.9%73.4%105.6%1046
$10.50Oct 9Oct 3074.1%68.8%7.7%3169
$11.00Oct 9Nov 2074.4%71.9%3.5%50680
$11.50Oct 9Oct 3074.6%73.7%1.2%8338

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 28 found (best R:R 1.70, avg 1.69)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$11.00$12.00Nov 20$0.37$0.63$0.3756%1.70$11.37
$10.00$11.00Nov 20$0.55$0.45$0.5571%0.82$10.55
$12.00$13.00Nov 20$0.28$0.72$0.2844%2.57$12.28
$11.00$11.50Oct 30$0.17$0.33$0.1754%1.94$11.17
$11.50$12.00Oct 16$0.12$0.38$0.1240%3.17$11.62
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$11.50$11.00Oct 9$0.30$0.20$0.3074%0.67$11.20
$11.00$10.50Oct 23$0.19$0.31$0.1945%1.63$10.81
$11.50$11.00Oct 30$0.27$0.23$0.2755%0.85$11.23
$11.00$10.50Oct 16$0.20$0.30$0.2045%1.50$10.80
$11.50$11.00Oct 16$0.30$0.20$0.3061%0.67$11.20

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 16 found (best R:R 0.43, avg 0.51)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$12.00$12.50Oct 23$0.13$0.13$0.3767%0.35$12.13
$11.50$12.00Oct 30$0.18$0.18$0.3255%0.56$11.68
$11.50$12.00Oct 16$0.12$0.12$0.3860%0.32$11.62
$11.50$12.00Oct 23$0.15$0.15$0.3556%0.43$11.65
$12.00$12.50Oct 30$0.12$0.12$0.3864%0.32$12.12
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$10.00$9.00Nov 20$0.30$0.30$0.7070%0.43$9.70
$11.00$10.00Nov 20$0.45$0.45$0.5556%0.82$10.55
$10.50$10.00Oct 30$0.20$0.20$0.3065%0.67$10.30
$10.50$10.00Oct 23$0.18$0.18$0.3267%0.56$10.32
$10.00$9.50Nov 6$0.15$0.15$0.3573%0.43$9.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $0.23, cheapest $0.23)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$11.00Oct 9Oct 16$0.2374.4%67.5%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$11.00Oct 9Oct 16$0.2374.4%67.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 18 found (cheapest 4.52% of stock, avg 12.45%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$11.00Oct 9$0.30$0.20$0.50$10.50$11.504.52%
$11.50Oct 9$0.10$0.50$0.60$10.90$12.105.42%
$10.50Oct 9$0.68$0.05$0.73$9.77$11.236.59%
$12.00Oct 9$0.05$0.90$0.95$11.05$12.958.58%
$11.00Oct 16$0.53$0.43$0.96$10.04$11.968.67%
$11.50Oct 16$0.32$0.73$1.05$10.45$12.559.49%
$10.50Oct 16$0.83$0.23$1.06$9.44$11.569.58%
$11.00Oct 23$0.70$0.57$1.27$9.73$12.2711.47%
$12.00Oct 16$0.20$1.10$1.30$10.70$13.3011.74%
$11.50Oct 23$0.48$0.88$1.36$10.14$12.8612.29%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 74 found (cheapest 0.90% of stock, avg 5.33%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$12.00$10.50Oct 9$0.05$0.05$0.10$10.40$12.10
$12.00$10.00Oct 9$0.05$0.05$0.10$9.90$12.10
$13.00$10.00Oct 9$0.08$0.05$0.13$9.87$13.13
$13.00$10.50Oct 9$0.08$0.05$0.13$10.37$13.13
$12.50$10.50Oct 9$0.10$0.05$0.15$10.35$12.65
$12.50$10.00Oct 9$0.10$0.05$0.15$9.85$12.65
$11.50$10.50Oct 9$0.10$0.05$0.15$10.35$11.65
$11.50$10.00Oct 9$0.10$0.05$0.15$9.85$11.65
$13.00$9.00Oct 16$0.10$0.08$0.18$8.82$13.18
$12.00$9.50Oct 9$0.05$0.15$0.20$9.30$12.20

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 1 found (best R:R 1.63, avg credit $0.31)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
10/1012/12Oct 23$0.31$0.1935%1.63$10.19$12.31

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 27 found (best R:R 2.33, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$11.00$12.00$13.00Nov 20$0.09$0.9124%10.11
$10.50$11.00$11.50Oct 9$0.18$0.3258%1.78
$10.50$11.00$11.50Oct 16$0.09$0.4132%4.56
$11.00$11.50$12.00Oct 23$0.07$0.4323%6.14
$11.00$11.50$12.00Oct 9$0.15$0.3544%2.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$10.50$11.00$11.50Oct 9$0.15$0.3559%2.33
$11.00$12.00$13.00Nov 20$0.09$0.9124%10.11
$11.00$11.50$12.00Oct 9$0.10$0.4045%4.00
$10.00$10.50$11.00Oct 16$0.07$0.4330%6.14
$11.00$11.50$12.00Oct 16$0.07$0.4328%6.14

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 45 found (best net $-0.10, 40 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$11.00$11.501:2Oct 16-$0.11$0.39
$12.00$13.001:2Nov 20-$0.27$0.73
$10.50$11.001:2Oct 16-$0.23$0.27
$11.50$12.001:2Oct 16-$0.08$0.42
$12.00$12.501:2Oct 23-$0.07$0.43
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$12.00$11.501:2Oct 9-$0.10$0.40
$10.00$9.001:2Nov 20$0.00$1.00
$11.00$10.001:2Nov 20-$0.15$0.85
$11.50$11.001:2Oct 16-$0.13$0.37
$12.50$12.001:2Oct 9-$0.35$0.15

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 16 found (best yield 6.78%, avg 2.88%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$12.00Nov 20$0.750.448.4%6.78%15.18%--75
$13.00Nov 20$0.500.3317.4%4.52%21.95%2242
$13.00Nov 13$0.350.3017.4%3.16%20.60%4--
$12.50Nov 6$0.350.3212.9%3.16%16.08%--20
$11.50Oct 30$0.600.453.9%5.42%9.30%15
$13.00Nov 6$0.250.2617.4%2.26%19.69%--92
$12.00Oct 30$0.400.368.4%3.61%12.01%2170
$12.50Oct 30$0.250.2812.9%2.26%15.18%--232
$13.00Oct 30$0.200.2217.4%1.81%19.24%--109
$11.50Oct 23$0.400.433.9%3.61%7.50%5011

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 282
Total Puts 483
Put/Call Ratio 1.71
Net Difference -201

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 9,512
Total Puts 5,285
Average Put/Call Ratio 0.55
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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