Tour v531
CSIQ
CANADIAN SOLAR INC
$11.11 -2.42%
◀ 10/12 15:05 ▶

Option Volume

Detail
ℹ
Current (10/12 3:05pm) 7,176
Calls: 468 (7%)
Puts: 6,708 (93%)
Prior (10/09) 4,122
Calls: 3,192 (77%)
Puts: 930 (23%)
Current vs Prior +74.09%
Calls: -85.34% (Calls)
Puts: +621.29% (Puts)
Prior 7-Day Total 13,259
Calls: 8,106 (61%)
Puts: 5,153 (39%)
Prior 7-Day Average 1,894
Calls: 1,158 (61%)
Puts: 736 (39%)
Current vs Prior 7-Day Avg +278.85%
Calls: -59.59%
Puts: +811.24%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/12 3:05pm) $797.4K
Calls: $37.2K (5%)
Puts: $760.2K (95%)
Prior (10/09) $343.1K
Calls: $267.6K (78%)
Puts: $75.5K (22%)
Current vs Prior +132.42%
Calls: -86.10%
Puts: +906.85%
Prior 7-Day Total $1.44M
Calls: $566.0K (39%)
Puts: $871.7K (61%)
Prior 7-Day Average $205.4K
Calls: $80.9K (39%)
Puts: $124.5K (61%)
Current vs Prior 7-Day Avg +288.26%
Calls: -54.01%
Puts: +510.51%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/12 3:05pm) 14.33
Prior (10/09) 0.29
Current vs Prior +4819.57%
Prior 7-Day Average 0.80
Current vs Prior 7-Day Avg +1683.95%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/12 3:05pm) 158,590
Calls: 120,644 (76%)
Puts: 37,946 (24%)
Prior (10/09) 159,602
Calls: 121,155 (76%)
Puts: 38,447 (24%)
Current vs Prior -0.63%
Prior 7-Day Total 1,109,054
Calls: 842,827 (76%)
Puts: 266,227 (24%)
Prior 7-Day Average 158,436
Calls: 120,403 (76%)
Puts: 38,032 (24%)
Current vs Prior 7-Day Avg +0.10%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (10/23)Expiry (10/16) | Next (11/20)
Current 9.27% | 12.33%9.27% | 20.25%
Prior 5.92% | 10.93%10.93% | 21.22%
Current vs Prior +56.61% | +12.83%-15.17% | -4.56%
Prior 7-Day Avg 7.11% | 11.25%12.73% | 22.56%
Current vs 7-Day Avg +30.40% | +9.58%-27.15% | -10.23%
Prior 7-Day Eod 5.92% | 10.93%10.98% | 20.96%
Current vs 7-Day Eod +56.61% | +12.83%-15.57% | -3.39%
Sentiment BEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 14.15% | 18.08%
Calls: 11.63% | 16.67%
Puts: 16.67% | 19.48%
Prior 60.00% | 17.77%
Calls: 53.33% | 13.33%
Puts: 66.67% | 22.22%
Current vs Prior -76.42% | +1.74%
Prior 7-Day Avg 46.70% | 20.75%
Calls: 51.25% | 23.10%
Puts: 42.16% | 18.41%
Current vs 7-Day Avg -69.70% | -12.88%
Liquidity Expensive
+
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🤖 AI Insights

Strong bearish conviction with 95% of dollar volume in puts ($760.2K) vs calls ($37.2K). Massive premium surge with dollar volume up 132% vs prior. Dollar volume significantly above 7-day average (288% higher). Above-average activity with volume up 74% vs prior.

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 6 of results (avg 7.9%, best 6.1%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Nov 201.151.25$1.208.3%--0.5674
$13.00Nov 200.500.55$0.539.4%40.32244
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.50Oct 301.601.70$1.656.1%--0.7246
$12.00Nov 201.601.70$1.656.1%--0.57628
$10.00Nov 200.600.65$0.637.9%160.30847
$11.00Nov 201.001.10$1.059.5%10.43456

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 14 found (avg $0.65, cheapest $0.43)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Oct 160.400.45$0.4311.6%300.57370
$10.50Oct 160.700.80$0.7513.3%--0.77105
$11.00Oct 230.550.65$0.6016.7%70.5528
$11.50Oct 300.500.60$0.5518.2%--0.4515
$12.00Nov 60.500.60$0.5518.2%10.396
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.50Oct 160.550.65$0.6016.7%40.64302
$11.50Oct 230.700.85$0.7719.5%50.5880
$11.00Oct 300.600.70$0.6515.4%50.44212
$10.50Nov 60.500.60$0.5518.2%10.354
$11.50Oct 300.901.00$0.9510.5%10.5539

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 26 found (avg delta 0.72, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$9.00Oct 162.002.30$2.1514.0%50.949
$10.00Oct 161.051.40$1.2328.5%70.9378
$9.50Oct 161.351.95$1.6536.4%10.924
$10.50Oct 160.700.80$0.7513.3%--0.77105
$10.00Nov 201.601.80$1.7011.8%--0.7012
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.00Oct 161.852.05$1.9510.3%--0.91407
$12.50Oct 161.101.65$1.3839.9%300.8647
$13.00Oct 231.802.15$1.9817.7%10.8621
$13.00Oct 301.902.20$2.0514.6%--0.81220
$12.50Oct 231.351.65$1.5020.0%--0.8020

Most actively traded options today. High liquidity = easy entry/exit. 39 active (total vol 745, top 283)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.00Oct 160.100.15$0.1338.5%740.22257
$11.50Oct 160.200.25$0.2321.7%570.36151
$11.00Oct 160.400.45$0.4311.6%300.57370
$11.50Oct 230.350.45$0.4025.0%210.4164
$13.00Oct 230.050.15$0.10100.0%200.14829
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$10.50Oct 160.100.15$0.1338.5%2830.23191
$11.00Oct 160.250.35$0.3033.3%570.431.2K
$12.50Oct 161.101.65$1.3839.9%300.8647
$9.00Nov 200.250.35$0.3033.3%240.17117
$12.00Oct 231.051.20$1.1313.3%160.70144

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 7 strikes (avg 8.0%, max 12.9%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$11.50Oct 16Oct 3081.2%71.9%12.9%57166
$12.00Oct 16Nov 2088.4%79.6%11.1%81345
$11.00Oct 16Nov 2076.8%76.5%0.4%30444
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$11.50Oct 16Oct 3081.2%71.9%12.9%5341
$12.00Oct 16Nov 2088.4%79.6%11.1%122.1K
$10.50Oct 16Nov 677.5%72.1%7.4%284195
$11.00Oct 16Nov 2076.8%76.5%0.4%581.7K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 30 found (best R:R 1.00, avg 2.01)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$10.00$11.00Nov 20$0.50$0.50$0.5070%1.00$10.50
$11.00$12.00Nov 20$0.40$0.60$0.4056%1.50$11.40
$12.00$13.00Nov 20$0.27$0.73$0.2743%2.70$12.27
$12.00$12.50Oct 30$0.10$0.40$0.1035%4.00$12.10
$11.50$12.00Oct 30$0.15$0.35$0.1545%2.33$11.65
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$11.50$11.00Oct 23$0.27$0.23$0.2758%0.85$11.23
$11.00$10.50Oct 30$0.20$0.30$0.2044%1.50$10.80
$12.00$11.50Oct 30$0.32$0.18$0.3265%0.56$11.68
$11.00$10.50Oct 23$0.20$0.30$0.2045%1.50$10.80
$11.00$10.50Oct 16$0.17$0.33$0.1743%1.94$10.83

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 19 found (best R:R 0.49, avg 0.44)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$12.50$13.00Oct 30$0.12$0.12$0.3872%0.32$12.62
$12.00$12.50Oct 23$0.10$0.10$0.4071%0.25$12.10
$11.50$12.00Oct 23$0.15$0.15$0.3559%0.43$11.65
$12.00$12.50Nov 6$0.15$0.15$0.3561%0.43$12.15
$11.50$12.00Oct 16$0.10$0.10$0.4064%0.25$11.60
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$10.00$9.00Nov 20$0.33$0.33$0.6770%0.49$9.67
$11.00$10.00Nov 20$0.42$0.42$0.5856%0.72$10.58
$10.50$10.00Nov 6$0.20$0.20$0.3065%0.67$10.30
$10.50$10.00Oct 16$0.10$0.10$0.4077%0.25$10.40
$10.00$9.50Oct 30$0.13$0.13$0.3777%0.35$9.87

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $0.18, cheapest $0.17)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$11.50Oct 16Oct 23$0.1781.2%74.5%
$11.00Oct 16Oct 23$0.1776.8%70.8%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$11.50Oct 16Oct 23$0.1781.2%74.5%
$11.00Oct 16Oct 23$0.2076.8%70.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 14 found (cheapest 6.57% of stock, avg 12.94%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$11.00Oct 16$0.43$0.30$0.73$10.27$11.736.57%
$11.50Oct 16$0.23$0.60$0.83$10.67$12.337.47%
$10.50Oct 16$0.75$0.13$0.88$9.62$11.387.92%
$11.00Oct 23$0.60$0.50$1.10$9.90$12.109.90%
$12.00Oct 16$0.13$1.00$1.13$10.87$13.1310.17%
$11.50Oct 23$0.40$0.77$1.17$10.33$12.6710.53%
$10.00Oct 16$1.23$0.03$1.26$8.74$11.2611.34%
$12.00Oct 23$0.25$1.13$1.38$10.62$13.3812.42%
$11.00Oct 30$0.80$0.65$1.45$9.55$12.4513.05%
$11.50Oct 30$0.55$0.95$1.50$10.00$13.0013.50%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 63 found (cheapest 0.72% of stock, avg 5.53%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$13.00$10.00Oct 16$0.05$0.03$0.08$9.92$13.08
$13.00$9.00Oct 16$0.05$0.05$0.10$8.90$13.10
$12.50$10.00Oct 16$0.08$0.03$0.11$9.89$12.61
$12.50$9.00Oct 16$0.08$0.05$0.13$8.87$12.63
$13.00$9.50Oct 23$0.10$0.08$0.18$9.32$13.18
$12.00$10.00Oct 16$0.13$0.03$0.16$9.84$12.16
$13.00$10.50Oct 16$0.05$0.13$0.18$10.32$13.18
$12.00$9.00Oct 16$0.13$0.05$0.18$8.82$12.18
$12.50$10.50Oct 16$0.08$0.13$0.21$10.29$12.71
$12.50$9.50Oct 23$0.15$0.08$0.23$9.27$12.73

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 4 found (best R:R 1.00, avg credit $0.27)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
10/1012/13Oct 30$0.25$0.2549%1.00$9.75$12.75
10/1012/13Oct 30$0.29$0.2139%1.38$10.21$12.79
10/1012/13Nov 6$0.30$0.2034%1.50$10.20$12.80
10/1012/12Oct 23$0.25$0.2540%1.00$10.25$12.25

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 25 found (best R:R 10.11, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$10.00$11.00$12.00Nov 20$0.10$0.9027%9.00
$11.50$12.00$12.50Oct 23$0.05$0.4522%9.00
$11.00$12.00$13.00Nov 20$0.13$0.8725%6.69
$10.50$11.00$11.50Oct 16$0.12$0.3841%3.17
$11.00$11.50$12.00Oct 16$0.10$0.4035%4.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$9.00$10.00$11.00Nov 20$0.09$0.9126%10.11
$11.00$12.00$13.00Nov 20$0.10$0.9025%9.00
$10.00$10.50$11.00Oct 16$0.07$0.4336%6.14
$10.00$10.50$11.00Oct 23$0.05$0.4526%9.00
$10.50$11.00$11.50Oct 23$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. 30 found (best net $-0.11, 28 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$10.50$11.001:2Oct 16-$0.11$0.39
$10.00$10.501:2Oct 16-$0.27$0.23
$12.00$13.001:2Nov 20-$0.26$0.74
$11.00$12.001:2Nov 20-$0.40$0.60
$11.50$12.001:2Oct 23-$0.10$0.40
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$12.00$11.501:2Oct 16-$0.20$0.30
$11.00$10.001:2Nov 20-$0.21$0.79
$11.00$10.501:2Oct 23-$0.10$0.40
$12.00$11.001:2Nov 20-$0.45$0.55
$11.50$11.001:2Oct 23-$0.23$0.27

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 14 found (best yield 6.75%, avg 2.93%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$12.00Nov 20$0.750.438.0%6.75%14.76%788
$13.00Nov 20$0.500.3217.0%4.50%21.51%4244
$12.00Nov 6$0.500.398.0%4.50%12.51%16
$12.50Nov 6$0.350.3112.5%3.15%15.66%120
$13.00Nov 6$0.250.2517.0%2.25%19.26%292
$11.50Oct 30$0.500.453.5%4.50%8.01%--15
$12.00Oct 30$0.350.358.0%3.15%11.16%--174
$12.50Oct 30$0.250.2812.5%2.25%14.76%--233
$11.50Oct 23$0.350.413.5%3.15%6.66%2164
$13.00Oct 30$0.150.1917.0%1.35%18.36%1334

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 468
Total Puts 6,708
Put/Call Ratio 14.33
Net Difference -6,240

Prior's Put/Call Breakdown

Total Calls 3,192
Total Puts 930
Put/Call Ratio 0.29
Net Difference 2,262

Prior 7-Day Put/Call Summary

Total Calls 8,106
Total Puts 5,153
Average Put/Call Ratio 0.80
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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