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Canadian Solar Inc CSIQ 10.17 0.03 0.3%

Previous-day view · Wed Nov 11 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 11, 2026 close · $10.21
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.5% ±$0.35 $9.85 – $10.56 $9.78 – $10.63 $9.44 – $10.97
2 sessions ±4.8% ±$0.49 $9.71 – $10.70 $9.61 – $10.81 $9.14 – $11.27
3 sessions ±6.1% ±$0.62 $9.58 – $10.83 $9.46 – $10.95 $8.88 – $11.53
1 week ±7.8% ±$0.79 $9.41 – $11.00 $9.24 – $11.18 $8.52 – $11.90
2 weeks Earnings ±14.2% ±$1.45 $8.75 – $11.66 $8.41 – $12.00 $7.14 – $13.27
3 weeks Earnings ±16.4% ±$1.67 $8.53 – $11.88 $8.13 – $12.28 $6.69 – $13.72
1 month Earnings ±18.6% ±$1.90 $8.31 – $12.11 $7.85 – $12.56 $6.21 – $14.20
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. CSIQ reports in 9 sessions; only the horizons marked Earnings include its jump. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±9.82%
Average actual move
9.81%
Beyond the implied move
2 / 7
Median IV change
-19.61%
Reaction session Implied Actual Used ATM IV before → after
August 27, 2026 ±10.09% +0.79% 0.08× —
May 14, 2026 ±11.72% -11.15% 0.95× —
March 19, 2026 ±10.66% -26.94% 2.53× —
August 21, 2025 ±7.65% -18.51% 2.42× —
May 15, 2025 ±8.65% +5.74% 0.66× —
March 25, 2025 ±10.04% +0.51% 0.05× 84.4% → 68.3%
December 05, 2024 ±9.94% -5.05% 0.51× 87.6% → 69.9%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →