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Put Sellers Pile On Canadian Solar Inc. (CSIQ)

Canadian Solar Inc. (NASDAQ:CSIQ) puts continue to run hot

May 26, 2015 at 12:02 PM
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Canadian Solar Inc. (NASDAQ:CSIQ) is following sector peer First Solar, Inc. (NASDAQ:FSLR) lower at midday, dropping 1.3% to trade at $33.29. As such, CSIQ puts are crossing the tape at three times the expected amount for this point in the day, and more than double the rate of calls. However, not all of the puts being exchanged are of the bearish variety.

Diving right in, the deep out-of-the-money October 25 put is CSIQ's most active option by a mile. However, it looks like a sizable portion of these positions are being sold to open, as traders bank on the quarter-century mark to act as a foothold over the next five months. Historically speaking, the shares haven't been south of $25 since early February.

Taking a step back, put buying has been the strategy of choice in CSIQ's options pits of late. The security's 50-day International Securities Exchange (ISE), Chicago Board Options Exchange (CBOE), and NASDAQ OMX PHLX (PHLX) put/call volume ratio of 0.72 sits just 9 percentage points from a 12-month peak. In other words, traders have bought to open puts over calls at a faster clip just 9% of the time in the last year.

Echoing this, CSIQ's Schaeffer's put/call open interest ratio (SOIR) checks in at 1.17. Not only does this SOIR indicate put open interest outweighs call open interest among options with a shelf-life of three months or less, it also ranks in the 92nd percentile of its annual range.

While puts have clearly been popular recently, this doesn't necessarily mean traders -- and even put buyers -- are bearish. Given Canadian Solar Inc.'s (NASDAQ:CSIQ) 37% year-to-date gain -- and current foothold atop its 80-day moving average -- a portion of the long puts may have been at the hands of shareholders seeking a hedge.
 

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