IntraAlpha
Create free account Start free

Canadian Solar Inc CSIQ

TECHNOLOGY · SOLAR
i

Market dataready · fetched 2026-10-15T20:02:33.031Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:02:27.3547686Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:02:31.951285+00:00

Share price$10.36
1D+4.3%
AH$9.94$10.11$10.28$10.45$10.625:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCSIQ
Sold putSold callAH

Canadian Solar Inc options

Live interpolated CSIQ call and put midpoint premiums by absolute delta.Canadian Solar Inc$0.02$0.30$0.57$0.85$1.12$9.83$10.28$10.73$11.18$11.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $10.36OPTION PRICELive CSIQ spot · $10.36CSIQ PRICE$0.18$0.18$0.19$0.19$0.20$0.23$0.31$0.39$0.47$0.54$0.68$0.84$1.04$0.05$0.06$0.07$0.09$0.10$0.11$0.12$0.13$0.14$0.16$0.17$0.37$0.87
PutsFair1.05×
CallsExpensive2.46×
SkewBullish-136.82 pp
Implied moveBullish±$0.43
TiltBullish38.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.67366.2%24.1%10.0081.9%3.9%
25Δ12.20312.7%19.5%10.0578.0%3.6%
30Δ11.73259.2%15.0%10.1074.1%3.3%
35Δ11.25205.8%10.5%10.1470.2%2.9%
40Δ10.78152.3%5.9%10.1966.4%2.6%
45Δ10.46125.5%3.2%10.2462.5%2.2%
50Δ10.35136.2%2.9%10.2858.6%1.9%
55Δ10.25147.0%2.7%10.3354.7%1.6%
60Δ10.14157.7%2.4%10.3850.9%1.2%
65Δ10.04168.4%2.2%10.4247.0%0.9%
70Δ9.88182.4%1.9%10.4743.1%0.5%
75Δ9.68198.5%1.6%10.7059.7%0.3%
80Δ9.46221.4%1.4%11.20107.4%0.3%

20Δ

Calls
Pseudo strike
12.67
IV
366.2%
B/E move
24.1%
Puts
Pseudo strike
10.00
IV
81.9%
B/E move
3.9%

25Δ

Calls
Pseudo strike
12.20
IV
312.7%
B/E move
19.5%
Puts
Pseudo strike
10.05
IV
78.0%
B/E move
3.6%

30Δ

Calls
Pseudo strike
11.73
IV
259.2%
B/E move
15.0%
Puts
Pseudo strike
10.10
IV
74.1%
B/E move
3.3%

35Δ

Calls
Pseudo strike
11.25
IV
205.8%
B/E move
10.5%
Puts
Pseudo strike
10.14
IV
70.2%
B/E move
2.9%

40Δ

Calls
Pseudo strike
10.78
IV
152.3%
B/E move
5.9%
Puts
Pseudo strike
10.19
IV
66.4%
B/E move
2.6%

45Δ

Calls
Pseudo strike
10.46
IV
125.5%
B/E move
3.2%
Puts
Pseudo strike
10.24
IV
62.5%
B/E move
2.2%

50Δ

Calls
Pseudo strike
10.35
IV
136.2%
B/E move
2.9%
Puts
Pseudo strike
10.28
IV
58.6%
B/E move
1.9%

55Δ

Calls
Pseudo strike
10.25
IV
147.0%
B/E move
2.7%
Puts
Pseudo strike
10.33
IV
54.7%
B/E move
1.6%

60Δ

Calls
Pseudo strike
10.14
IV
157.7%
B/E move
2.4%
Puts
Pseudo strike
10.38
IV
50.9%
B/E move
1.2%

65Δ

Calls
Pseudo strike
10.04
IV
168.4%
B/E move
2.2%
Puts
Pseudo strike
10.42
IV
47.0%
B/E move
0.9%

70Δ

Calls
Pseudo strike
9.88
IV
182.4%
B/E move
1.9%
Puts
Pseudo strike
10.47
IV
43.1%
B/E move
0.5%

75Δ

Calls
Pseudo strike
9.68
IV
198.5%
B/E move
1.6%
Puts
Pseudo strike
10.70
IV
59.7%
B/E move
0.3%

80Δ

Calls
Pseudo strike
9.46
IV
221.4%
B/E move
1.4%
Puts
Pseudo strike
11.20
IV
107.4%
B/E move
0.3%