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Canadian Solar Inc CSIQ 10.04 -0.13 -1.28%

Previous-day view · Thu Nov 12 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 12, 2026 close · $10.01
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.5% ±$0.35 $9.66 – $10.36 $9.59 – $10.43 $9.26 – $10.76
2 sessions ±4.9% ±$0.49 $9.52 – $10.50 $9.42 – $10.60 $8.96 – $11.06
3 sessions ±6.1% ±$0.61 $9.40 – $10.62 $9.28 – $10.74 $8.71 – $11.31
1 week ±7.8% ±$0.78 $9.23 – $10.79 $9.06 – $10.96 $8.35 – $11.67
2 weeks Earnings ±14.8% ±$1.48 $8.53 – $11.49 $8.18 – $11.84 $6.89 – $13.13
3 weeks Earnings ±16.9% ±$1.69 $8.32 – $11.70 $7.92 – $12.10 $6.46 – $13.56
1 month Earnings ±19.0% ±$1.90 $8.11 – $11.91 $7.65 – $12.37 $6.01 – $14.01
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 8 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 →