Ticker Options Intelligence

CSIQ options intelligence

Canadian Solar Inc options pressure, expected move, strike concentration, and Sharemaestro trend context.

Conviction 36 Market data through 31 Jul 2026 Checked 1 Aug 2026 02:05 · complete available chain

Options-market disagreement

Mixed pressure

CSIQ currently carries mixed options pressure with a 36/100 conviction score. The nearest-chain expected move is 11.2%, with volume/open-interest participation at 0.04.

Options Intelligence Opportunities Bullish confirmation Risks Unusual flow Vol expansion Repeated pressure Compare Chart Weekly report
Primary read Mixed

Options-market disagreement

Expected move 11.2%

Wider near-term move priced

Activity / OI 0.04

Current volume is quieter versus prior open interest

Put-call 1.13

Balanced tape

Trend fit 62

Options agree with trend context

Weekly backdrop +13.0%

RS -21.1

Expected move 11.2%
Put-call volume 1.13
Volume / OI 0.04
Reference IV 1.26
Max pain 14.00
Underlying 13.35
Nearest expiry 31 Jul 2026
Contracts 884

Research Brief

CSIQ has a mixed chain read with 36/100 evidence alignment.

The practical question is whether the underlying confirms the options concentration. The chain prices a reference range of 11.86–14.84; The largest call open-interest concentration is 17.00; the largest put concentration is 12.50. The most active strike by current volume is 14.00.

Priced range11.86–14.84
Call concentration17.00
Put concentration12.50
Max pain reference14.00
What would confirm it
  • A clear directional pressure reading develops and price begins to agree.
  • The current chain read already agrees with the stored weekly trend context.
What would weaken it
  • Volatility falls and the chain remains directionally mixed.
  • Front-expiry volatility is rich, so the signal may be event-driven and vulnerable to volatility compression.

Priced Move

Where the chain says movement becomes exceptional

Size, not direction · through 31 Jul

Options imply 11.86 to 14.84. Max pain at 14.00 sits inside that range, 4.9% above spot.

Spot Max pain
11.8613.35 ± 1.4914.84
Confirmation level

A close beyond 14.84 or below 11.86 at the 31 Jul expiry would exceed the move currently priced by this chain.

Important limitation

The range is a pricing reference, not a forecast; volatility can reprice sharply after news or as expiry approaches.

Score Construction

Why conviction is 36/100

Evidence alignment, not probability

Pressure is 2/100 toward calls; conviction uses its strength, while the signal label carries its direction.

Directional pressure2 × 42%
+1.0

How strongly activity leans toward calls or puts.

Participation41 × 22%
+9.0

Volume relative to existing open interest and contract-level activity.

Trend agreement62 × 26%
+16.0

How closely the chain read agrees with the underlying trend backdrop.

Volatility96 × 10%
+9.6

The intensity of implied volatility and the priced move.

Reconstructed score35.7Matches stored calculation

Positioning by Strike

Where open interest and current activity concentrate

Full strike map

The largest call open-interest concentration is 17.00; the largest put concentration is 12.50. The most active strike by current volume is 14.00. Open-interest concentrations show where positions exist; they are not proven support, resistance or dealer exposure.

Put open interestStrikeCall open interest
91
11.50-13.9%
8
203
12.00-10.1%
6
584
12.50-6.4%
11
298
13.00-2.6%
54
449
13.501.1%
172
325
14.004.9%
458
111
14.508.6%
458
90
15.0012.4%
260
125
15.5016.1%
363
296
16.0019.9%
208
13
16.5023.6%
288
34
17.0027.3%
686
7
17.5031.1%
277
3
18.0034.8%
261
6
18.5038.6%
188
2
19.0042.3%
208
2
20.0049.8%
121
Nearest spot strike Max pain strikeBars show relative OI within this expiry

Volatility Curve

Front-loaded volatility

1.37× front/back

Near-term options are materially richer than later expirations, consistent with concentrated event or immediate-risk pricing.

1.26 31 Jul 0d
0.84 7 Aug 7d
0.92 14 Aug 14d
0.92 21 Aug 21d
1.01 28 Aug 28d
0.99 4 Sep 35d
0.97 11 Sep 42d
0.96 18 Sep 49d

Volatility by Strike

Downside protection premium

Nearest expiry, within 20% of spot

Out-of-the-money puts carry higher implied volatility than comparable calls, indicating richer downside protection.

11
12
12
13
13
14
14
15
15
16
16
Put IV Call IV

Historical Replay

How matured reads behaved through expiry

0 directional observations

Forward validation is building. The earliest eligible stored read expires 31 Jul 2026; its result will appear after the matched closing reference is stored.

Directional follow-through-
Moves contained by pricing-
Average expiry move-
Validation readiness
  • Versioned calculationv2 observations only
  • Independent entryone read per market session
  • Point-in-time referencerequired at entry
  • Matched expiry closereported only after maturity

Only v2 snapshots with a point-in-time market reference are eligible. Each observation uses one read per market session and the first weekly close on or immediately after expiry. It is an evidence audit, not an executable strategy or evidence of future performance.

Evidence Quality

High

A100/100
Retained chain100%
Implied volatility100%
Two-sided quotes100%
Open interest100%
Chain status
Complete available chain
Market date
31 Jul 2026
Calculation
v2.0
Contracts
884 / 884
  • No material coverage gap was detected in the retained chain.

Aggregate chain data supports concentration, participation and pricing analysis. It does not identify trade aggressor, opening versus closing activity, multi-leg intent or dealer inventory.

Options Intent Radar

Earnings/event positioning

89/100
Primary intent Earnings/event positioning

Options activity is concentrated around a live event window, so the cleanest read is event positioning rather than pure direction.

Flow vs price divergence No clean flow/price divergence

The options read is mixed, so divergence is not strong enough to classify.

Why this matters

Earnings/event positioning matters because it connects the options headline to the actual evidence: $710582 of estimated gross traded notional, calls · 46-90 days · otm, and a no clean flow/price divergence backdrop. Use it as a research priority signal, then validate the chart, liquidity, event calendar, and risk before acting.

Options pressure+2
1W price+13.0%
Call premium50%
Put premium50%
Notional split C 50% / P 50% Estimated gross traded notional uses volume × contract multiplier × midpoint, or last price when no valid midpoint is available.
Freshness 0.04 Volume divided by open interest across the visible chain.
Trend fit 62/100 Agreement between options pressure and Sharemaestro market context.
Event window 20 Aug Matched earnings event is 18 days away.
Aggregate chain data does not identify trade aggressor or opening versus closing activity; call/put concentration is not proof of market direction.
Conviction clusters Calls · 46-90 days · OTM
Calls · 46-90 days · OTM calls cluster with 867 contracts traded, $155585 estimated gross traded notional, and 22% of visible notional.
$155585
Puts · 46-90 days · OTM puts cluster with 1592 contracts traded, $148382 estimated gross traded notional, and 21% of visible notional.
$148382
Puts · 0-7 days · ITM puts cluster with 1152 contracts traded, $86700 estimated gross traded notional, and 12% of visible notional.
$86700
Calls · 8-21 days · OTM calls cluster with 1137 contracts traded, $77978 estimated gross traded notional, and 11% of visible notional.
$77978
Puts · 8-21 days · ITM puts cluster with 439 contracts traded, $77425 estimated gross traded notional, and 11% of visible notional.
$77425

Setup Classification

Opportunity and risk frame

Context, not advice
Warning Volatility expansion

The tape is pricing or displaying unusually elevated activity.

Warning Event-risk setup

Expected move or upcoming earnings makes the setup more event-sensitive.

Activity Anomaly

Warming up

-

3 of 10 completed market sessions are available. More session history is needed before activity can be compared with a reliable normal.

Baseline: 3 completed sessions

Volume rank-
Volume/OI rank-
IV rank-

Market Context

Underlying confirmation

Sharemaestro weekly
Close15.08
1W+13.0%
RS-21.1
Fair value-9.3%
Options pressure2
Speculation41
Volatility96
Trend fit62

Today Versus Normal

Stored-options context

View history
Expected move 11.2% history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -
IV 1.26 history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -
Put-call 1.13 history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -
Volume/OI 0.04 history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -

Pressure Trail

Recent pressure and volatility

Open trail
29 Jul 11:09 Bullish
Pressure 22
Move 8.8%
30 Jul 10:56 Volatility
Pressure 75
Move 8.4%
31 Jul 13:30 Bullish
Pressure 33
Move 10.9%
1 Aug 01:05 Mixed
Pressure 2
Move 11.2%

Strike Map

Where activity is clustering

Full strike map
Strike5.00
Calls · V 2 · OI 5
Puts · V 0 · OI 0
Strike6.00
Calls · V 1 · OI 5
Puts · V 1 · OI 0
Strike7.00
Calls · V 5 · OI 8
Puts · V 3 · OI 0
Strike8.00
Calls · V 4 · OI 10
Puts · V 1 · OI 0
Strike9.00
Calls · V 1 · OI 6
Puts · V 3 · OI 3
Strike9.50
Calls · V 1 · OI 3
Puts · V 2 · OI 0
Strike10.00
Calls · V 3 · OI 9
Puts · V 0 · OI 64
Strike10.50
Calls · V 0 · OI 6
Puts · V 0 · OI 11

Term Structure

Expiration activity

Volume and IV
Expiry31 Jul 2026
Contracts74
Avg IV1.26
Put-call1.17
Expiry7 Aug 2026
Contracts70
Avg IV0.84
Put-call1.28
Expiry14 Aug 2026
Contracts86
Avg IV0.92
Put-call0.43
Expiry21 Aug 2026
Contracts68
Avg IV0.92
Put-call0.86
Expiry28 Aug 2026
Contracts68
Avg IV1.01
Put-call0.59

Skew

Call/put IV balance

OTM demand
31 Jul 2026Put IV premium
Call IV0.37
Put IV1.45
Skew1.08
7 Aug 2026Put IV premium
Call IV0.91
Put IV1.03
Skew0.12
14 Aug 2026Balanced skew
Call IV0.96
Put IV1.00
Skew0.04
21 Aug 2026Balanced skew
Call IV0.95
Put IV0.99
Skew0.04
28 Aug 2026Put IV premium
Call IV0.97
Put IV1.05
Skew0.08

Contract Tape

Most active contracts

Full contract tape
ContractCSIQ260918P00013000
SidePut
Expiry18 Sep 2026
Strike13.00
Volume783
OI1212
IV0.98
ContractCSIQ261016P00011000
SidePut
Expiry16 Oct 2026
Strike11.00
Volume704
OI319
IV0.99
ContractCSIQ260814C00017000
SideCall
Expiry14 Aug 2026
Strike17.00
Volume506
OI132
IV0.93
ContractCSIQ260918C00016000
SideCall
Expiry18 Sep 2026
Strike16.00
Volume430
OI547
IV0.95
ContractCSIQ260731P00014000
SidePut
Expiry31 Jul 2026
Strike14.00
Volume381
OI325
IV0.81
ContractCSIQ260731P00016000
SidePut
Expiry31 Jul 2026
Strike16.00
Volume278
OI296
IV1.78
ContractCSIQ260807P00013000
SidePut
Expiry7 Aug 2026
Strike13.00
Volume234
OI304
IV1.03
ContractCSIQ260731C00014500
SideCall
Expiry31 Jul 2026
Strike14.50
Volume223
OI458
IV0.85