CSIQ · Expected Move
Canadian Solar Inc. Common Shares (ON)
The expected move for CSIQ is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
CSIQ straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current CSIQ Expected Move
30-Day Straddle
$1.73
7-Day Straddle
$0.88
30-Day ATM IV
80.6%
IV Rank
31%
Implied one-standard-deviation move through the next 30 days. Compare to CSIQ's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
CSIQ Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $1.73 | $0.88 | 80.6% | 31% |
| 20261021 | $1.85 | $0.93 | 81.4% | 34% |
| 20261020 | $1.82 | $1.05 | 80.0% | 30% |
| 20261019 | $1.82 | $0.68 | 80.9% | 32% |
| 20261016 | $1.75 | $0.77 | 79.5% | 28% |
| 20261015 | $1.88 | $0.93 | 78.4% | 25% |
| 20261014 | $1.88 | $0.98 | 78.2% | 25% |
| 20261013 | $2.02 | $1.05 | 76.8% | 20% |
| 20261012 | $2.00 | $0.70 | 76.3% | 17% |
| 20261009 | $1.80 | $0.85 | 71.3% | 6% |
| 20261008 | $1.80 | $0.90 | 73.7% | 11% |
| 20261007 | $1.75 | $1.02 | 69.0% | 0% |
| 20261006 | $1.90 | $1.08 | 71.2% | 4% |
| 20261005 | $1.82 | $0.68 | 69.7% | 0% |
| 20261002 | $1.80 | $0.83 | 72.0% | 6% |
| 20261001 | $1.92 | $0.95 | 73.5% | 9% |
| 20260930 | $2.00 | $1.05 | 76.4% | 16% |
| 20260929 | $2.02 | $1.12 | 75.5% | 14% |
| 20260928 | $1.82 | $0.72 | 73.6% | 10% |
| 20260925 | $1.67 | $0.85 | 69.5% | 0% |
| 20260924 | $1.77 | $0.93 | 72.5% | 3% |
| 20260923 | $1.88 | $1.02 | 71.9% | 2% |
| 20260922 | $2.05 | $1.20 | 73.4% | 5% |
| 20260921 | $2.05 | $0.85 | 72.2% | 2% |
| 20260918 | $1.78 | $0.85 | 71.3% | 0% |
| 20260917 | $1.95 | $1.02 | 73.2% | 2% |
| 20260916 | $1.90 | $1.02 | 72.9% | 1% |
| 20260915 | $2.12 | $1.20 | 74.9% | 7% |
| 20260914 | $2.30 | $0.82 | 75.0% | 7% |
| 20260911 | $2.08 | $1.02 | 72.6% | 1% |
| 20260910 | $2.15 | $1.10 | 74.4% | 5% |
| 20260909 | $2.33 | $1.17 | 75.7% | 9% |
| 20260908 | $2.53 | $1.45 | 77.6% | 13% |
| 20260904 | $2.12 | $0.93 | 72.8% | 1% |
| 20260903 | $2.28 | $1.10 | 74.8% | 6% |
| 20260902 | $2.30 | $1.18 | 74.2% | 5% |
| 20260901 | $2.10 | $1.23 | 72.4% | 0% |
| 20260831 | $2.20 | $0.82 | 73.2% | 2% |
| 20260828 | $2.02 | $0.97 | 72.6% | 0% |
| 20260827 | $2.50 | $1.30 | 80.0% | 0% |
| 20260826 | $2.78 | $1.85 | 86.9% | 17% |
| 20260825 | $2.97 | $2.00 | 88.3% | 22% |
| 20260824 | $3.05 | $1.62 | 89.0% | 24% |
| 20260821 | $2.85 | $1.73 | 86.1% | 21% |
| 20260820 | $2.90 | $1.75 | 86.1% | 22% |
| 20260819 | $3.15 | $2.00 | 86.6% | 23% |
| 20260818 | $3.03 | $2.08 | 86.6% | 25% |
| 20260817 | $3.17 | $1.10 | 89.4% | 34% |
| 20260814 | $2.90 | $1.30 | 87.5% | 28% |
| 20260813 | $3.15 | $1.50 | 93.0% | 45% |
| 20260812 | $3.42 | $1.70 | 97.6% | 69% |
| 20260811 | $3.55 | $1.73 | 95.8% | 65% |
| 20260810 | $3.50 | $1.20 | 95.6% | 64% |
| 20260807 | — | — | 95.3% | 64% |
| 20260806 | $3.73 | $1.75 | 106.0% | 88% |
| 20260805 | $3.52 | $2.12 | 101.5% | 78% |
| 20260804 | $3.85 | $2.27 | 101.6% | 78% |
| 20260803 | $3.75 | $1.40 | 103.6% | 83% |
| 20260731 | $3.35 | $1.55 | 100.8% | 76% |
| 20260730 | $3.27 | $1.80 | 98.4% | 71% |
More on CSIQ
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.