IntraAlpha
Create free account Start free

Canadian Solar Inc CSIQ

TECHNOLOGY · SOLAR
i

Market dataready · fetched 2026-10-16T00:14:27.262Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T22:33:06.044899329Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:14:26.561407+00:00

Share price$10.59
1D+4.4%
AH$9.94$10.11$10.29$10.46$10.635:30 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$0.12$1.38$2.63$3.88$5.13$7.10$8.87$10.65$12.42$14.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CSIQ spot · $10.59CSIQ PRICE$0.26$0.34$0.44$0.54$0.64$0.75$0.86$1.00$1.14$1.28$1.43$1.58$1.73$0.35$0.48$0.60$0.73$0.91$1.08$1.26$1.51$1.77$2.07$2.51$3.33$4.77
PutsExpensive1.11×
CallsExpensive1.07×
SkewBearish+11.28 pp
Implied moveBearish±$2.12
TiltBearish28.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.5378.6%30.2%8.8381.8%19.9%
25Δ12.8575.5%24.5%9.2182.5%17.5%
30Δ12.4576.8%21.7%9.5881.6%15.2%
35Δ12.0478.1%18.8%9.9580.7%12.9%
40Δ11.6676.8%16.2%10.3080.5%11.3%
45Δ11.2975.3%13.6%10.6480.4%9.8%
50Δ10.9274.0%11.3%10.9780.3%8.3%
55Δ10.6273.4%9.7%11.3580.6%7.1%
60Δ10.3172.8%8.1%11.7380.9%5.9%
65Δ10.0072.2%6.5%12.1581.8%4.9%
70Δ9.7269.2%5.3%12.6884.4%4.0%
75Δ9.4566.2%4.1%13.5793.8%3.3%
80Δ9.1763.2%3.0%15.07109.5%2.7%

20Δ

Calls
Pseudo strike
13.53
IV
78.6%
B/E move
30.2%
Puts
Pseudo strike
8.83
IV
81.8%
B/E move
19.9%

25Δ

Calls
Pseudo strike
12.85
IV
75.5%
B/E move
24.5%
Puts
Pseudo strike
9.21
IV
82.5%
B/E move
17.5%

30Δ

Calls
Pseudo strike
12.45
IV
76.8%
B/E move
21.7%
Puts
Pseudo strike
9.58
IV
81.6%
B/E move
15.2%

35Δ

Calls
Pseudo strike
12.04
IV
78.1%
B/E move
18.8%
Puts
Pseudo strike
9.95
IV
80.7%
B/E move
12.9%

40Δ

Calls
Pseudo strike
11.66
IV
76.8%
B/E move
16.2%
Puts
Pseudo strike
10.30
IV
80.5%
B/E move
11.3%

45Δ

Calls
Pseudo strike
11.29
IV
75.3%
B/E move
13.6%
Puts
Pseudo strike
10.64
IV
80.4%
B/E move
9.8%

50Δ

Calls
Pseudo strike
10.92
IV
74.0%
B/E move
11.3%
Puts
Pseudo strike
10.97
IV
80.3%
B/E move
8.3%

55Δ

Calls
Pseudo strike
10.62
IV
73.4%
B/E move
9.7%
Puts
Pseudo strike
11.35
IV
80.6%
B/E move
7.1%

60Δ

Calls
Pseudo strike
10.31
IV
72.8%
B/E move
8.1%
Puts
Pseudo strike
11.73
IV
80.9%
B/E move
5.9%

65Δ

Calls
Pseudo strike
10.00
IV
72.2%
B/E move
6.5%
Puts
Pseudo strike
12.15
IV
81.8%
B/E move
4.9%

70Δ

Calls
Pseudo strike
9.72
IV
69.2%
B/E move
5.3%
Puts
Pseudo strike
12.68
IV
84.4%
B/E move
4.0%

75Δ

Calls
Pseudo strike
9.45
IV
66.2%
B/E move
4.1%
Puts
Pseudo strike
13.57
IV
93.8%
B/E move
3.3%

80Δ

Calls
Pseudo strike
9.17
IV
63.2%
B/E move
3.0%
Puts
Pseudo strike
15.07
IV
109.5%
B/E move
2.7%