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Canadian Solar Inc. Common Shares (ON) CSIQ

i

Market datapartial · fetched 2026-11-03T20:50:53.784Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-03T20:50:51.27894138Z

FundamentalsAlpha Vantage · unavailable

Share price$10.18
1D+6.0%
$9.47$9.68$9.88$10.08$10.285:30 AM6:30 AM9:00 AM1:00 PMCSIQ
Sold putSold call

Canadian Solar Inc. Common Shares (ON) options

Live interpolated CSIQ call and put midpoint premiums by absolute delta.Canadian Solar Inc. Common Shares (ON)$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICECSIQ PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend87.15%
Daily EOD
CSIQ63.3%90.5%117.7%2026-08-05: 110.95%2026-08-06: 112.12%2026-08-07: 94.66%2026-08-10: 94.81%2026-08-11: 94.25%2026-08-12: 95.28%2026-08-13: 92.25%2026-08-14: 87.68%2026-08-17: 92.21%2026-08-18: 93.30%2026-08-19: 91.36%2026-08-20: 93.34%2026-08-21: 94.12%2026-08-24: 102.30%2026-08-25: 108.37%2026-08-26: 113.95%2026-08-27: 81.01%2026-08-28: 71.29%2026-08-31: 71.94%2026-09-01: 71.80%2026-09-02: 73.94%2026-09-03: 70.22%2026-09-04: 68.72%2026-09-08: 79.53%2026-09-09: 76.13%2026-09-10: 78.20%2026-09-11: 71.09%2026-09-14: 75.50%2026-09-15: 77.92%2026-09-16: 73.71%2026-09-17: 76.91%2026-09-18: 69.40%2026-09-21: 74.86%2026-09-22: 76.24%2026-09-23: 70.09%2026-09-24: 74.65%2026-09-25: 68.35%2026-09-28: 75.33%2026-09-29: 75.89%2026-09-30: 74.20%2026-10-01: 74.65%2026-10-02: 67.02%2026-10-05: 68.33%2026-10-06: 71.50%2026-10-07: 71.20%2026-10-08: 69.23%2026-10-09: 67.93%2026-10-12: 72.20%2026-10-13: 72.55%2026-10-14: 78.47%2026-10-15: 77.09%2026-10-16: 74.41%2026-10-19: 79.76%2026-10-20: 78.05%2026-10-21: 76.98%2026-10-22: 89.05%2026-10-23: 83.82%2026-10-26: 92.45%2026-10-27: 92.05%2026-10-28: 91.99%2026-10-29: 97.86%2026-10-30: 87.15%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
110.95%
112.12%
94.66%
94.81%
94.25%
95.28%
92.25%
87.68%
92.21%
93.30%
91.36%
93.34%
94.12%
102.30%
108.37%
113.95%
81.01%
71.29%
71.94%
71.80%
73.94%
70.22%
68.72%
79.53%
76.13%
78.20%
71.09%
75.50%
77.92%
73.71%
76.91%
69.40%
74.86%
76.24%
70.09%
74.65%
68.35%
75.33%
75.89%
74.20%
74.65%
67.02%
68.33%
71.50%
71.20%
69.23%
67.93%
72.20%
72.55%
78.47%
77.09%
74.41%
79.76%
78.05%
76.98%
89.05%
83.82%
92.45%
92.05%
91.99%
97.86%
87.15%