VRNS - Options Database

VRNS

VARONIS SYS INC

$41.96 +4.35%

$42.00 (+0.10%)🌙

as of 06/30 07:02 PM

(6/29 19:09) ◀

Tuesday, June 30, 2026 (7:02pm)

▶ (7/1 19:09)

◀ 6/30 19:02 ▶

Option Volume

Detail

ℹ

Current (06/30) 434

Calls: 408 (94%)

Puts: 26 (6%)

Prior (06/29) 13,513

Calls: 2,940 (22%)

Puts: 10,573 (78%)

Current vs Prior -96.79%

Calls: -86.12% (Calls)

Puts: -99.75% (Puts)

Prior 7-Day Total 45,632

Calls: 29,288 (64%)

Puts: 16,344 (36%)

Prior 7-Day Average 6,518

Calls: 4,184 (64%)

Puts: 2,334 (36%)

Current vs Prior 7-Day Avg -93.34%

Calls: -90.25%

Puts: -98.89%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (06/30) $65.4K

Calls: $64.2K (98%)

Puts: $1.2K (2%)

Prior (06/29) $1.36M

Calls: $1.02M (75%)

Puts: $341.1K (25%)

Current vs Prior -95.19%

Calls: -93.69%

Puts: -99.65%

Prior 7-Day Total $5.06M

Calls: $4.41M (87%)

Puts: $649.7K (13%)

Prior 7-Day Average $722.5K

Calls: $629.6K (87%)

Puts: $92.8K (13%)

Current vs Prior 7-Day Avg -90.95%

Calls: -89.81%

Puts: -98.71%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (06/30) 0.06

Prior (06/29) 3.60

Current vs Prior -98.23%

Prior 7-Day Average 0.63

Current vs Prior 7-Day Avg -89.85%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (06/30) 10,888

Calls: 10,888 (100%)

Puts: -- (0%)

Prior (06/29) 19,327

Calls: 13,077 (68%)

Puts: 6,250 (32%)

Current vs Prior -43.66%

Prior 7-Day Total 98,624

Calls: 77,040 (78%)

Puts: 21,584 (22%)

Prior 7-Day Average 14,089

Calls: 11,005 (75%)

Puts: 3,597 (25%)

Current vs Prior 7-Day Avg -22.72%

Sentiment BEARISH

Expected Move

Detail

ℹ

MO Expiry (07/17) | Next (08/21)

Current 9.13% | 18.59%

Prior 10.32% | 19.97%

Current vs Prior -11.56% | -6.92%

Prior 7-Day Avg 11.90% | 20.55%

Current vs 7-Day Avg -23.30% | -9.53%

Prior 7-Day Eod 10.32% | 19.97%

Current vs 7-Day Eod -11.56% | -6.92%

Sentiment BULLISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 15.29% | 12.95%

Calls: 14.46% | 12.12%

Puts: 16.13% | 13.79%

Prior 15.29% | 12.95%

Calls: 14.46% | 12.12%

Puts: 16.13% | 13.79%

Current vs Prior +0.00% | +0.00%

Prior 7-Day Avg 48.25% | 40.58%

Calls: 48.56% | 32.09%

Puts: 47.95% | 49.07%

Current vs 7-Day Avg -68.31% | -68.09%

Liquidity Expensive

Add Card

🤖 AI Insights

Strong bullish conviction with 98% of dollar volume in calls ($64.2K) vs puts ($1.2K). Light premium activity with dollar volume down 95% vs prior. Below-average activity with volume down 97% vs prior. Extreme bullish P/C ratio of 0.06 - heavy call buying (408 calls vs 26 puts).

Smart Money BULLISH

Retail Flow BULLISH

Overall BULLISH

Dollar Volume

Option Volume

Put/Call Ratio

Open Interest

Expected Move

Current BULLISH

Prior BULLISH

7-Day Avg BULLISH

Current BULLISH

Prior BEARISH

7-Day Avg NEUTRAL

Current BULLISH

Prior BEARISH

7-Day Avg NEUTRAL

Current BULLISH

Prior BULLISH

7-Day Avg NEUTRAL

Current BEARISH

Prior BULLISH

7-Day Avg BULLISH

📈 Options Analysis

🎯 Tightest Spreads

💰 Best Value Under $1

📊 High Delta (ITM)

🔥 High Volume

⏰ Backwardation

📈 Debit Spreads

📉 Credit Spreads

📅 Calendar Spreads

⚡ Straddles

🔀 Strangles

🦅 Iron Condors

🦋 Butterflies

⚖️ Ratio Spreads

🛡️ Covered Calls

🎯

Tightest Spreads

💰

Best Value <$1

📊

High Delta

⚖️

Ratio Spreads

🛡️

Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top -- of results (avg --%, best --%)

No options available for this category

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.70, cheapest $0.70)

CALLS (1)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$45.00	Jul 17	0.65	0.75	$0.70	14.3%	325	0.28	3.0K

PUTS (0)

No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 3 found (avg delta 0.87, highest 0.99)

CALLS (3)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$30.00	Jul 17	10.00	12.50	$11.25	22.2%	2	0.99	--
$35.00	Jul 17	6.90	8.00	$7.45	14.8%	6	0.90	2.9K
$40.00	Jul 17	2.75	3.30	$3.03	18.2%	37	0.72	4.5K

PUTS (0)

No puts meet the criteria

Most actively traded options today. High liquidity = easy entry/exit. 5 active (total vol 380, top 325)

CALLS (4)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$45.00	Jul 17	0.65	0.75	$0.70	14.3%	325	0.28	3.0K
$40.00	Jul 17	2.75	3.30	$3.03	18.2%	37	0.72	4.5K
$35.00	Jul 17	6.90	8.00	$7.45	14.8%	6	0.90	2.9K
$30.00	Jul 17	10.00	12.50	$11.25	22.2%	2	0.99	--

PUTS (1)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$30.00	Jul 17	0.00	0.05	$0.03	166.7%	10	0.01	--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. -- strikes (avg --%, max --%)

No setups found for this strategy

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1 found (best R:R 1.15, avg 1.15)

BULL CALL (1)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$40.00	$45.00	Jul 17	$2.33	$2.67	$2.33	1.15	$42.33

BEAR PUT (0)

No bear put found

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 3 found (best R:R 7.62, avg 3.89)

BEAR CALL (3)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$35.00	$40.00	Jul 17	$4.42	$4.42	$0.58	7.62	$39.42
$30.00	$35.00	Jul 17	$3.80	$3.80	$1.20	3.17	$33.80
$40.00	$45.00	Jul 17	$2.33	$2.33	$2.67	0.87	$42.33

BULL PUT (0)

No bull put found

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. -- found (avg debit $--, cheapest $--)

No setups found for this strategy

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1 found (cheapest 26.88% of stock, avg 26.88%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$30.00	Jul 17	$11.25	$0.03	$11.28	$18.72	$41.28	26.88%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. -- found (cheapest --% of stock, avg --%)

No strangle setups found

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. -- found (best R:R --, avg credit $--)

No iron condor setups found

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 1 found (best R:R 1.39, cheapest $2.09)

CALLS (1)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$35.00	$40.00	$45.00	Jul 17	$2.09	$2.91	1.39

PUTS (0)

No puts found

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 3 found (best net $-3.65, 1 credits)

CALLS (3)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$30.00	$35.00	1:2	Jul 17	-$3.65	$1.35
$35.00	$40.00	1:2	Jul 17	$1.39	$3.61
$40.00	$45.00	1:2	Jul 17	$1.63	$3.37

PUTS (0)

No puts found

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 1 found (best yield 1.55%, avg 1.55%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$45.00	Jul 17	$0.65	0.28	7.2%	1.55%	8.79%	325	3.0K

Current 5-Minute Volume Snapshots

Time (HH:MM)	Total Volume	Call Volume	Put Volume	Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM)	Total Volume	Call Volume	Put Volume	Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 408

Total Puts 26

Put/Call Ratio 0.06

Net Difference 382

Prior's Put/Call Breakdown

Total Calls 2,940

Total Puts 10,573

Put/Call Ratio 3.60

Net Difference -7,633

Prior 7-Day Put/Call Summary

Total Calls 29,288

Total Puts 16,344

Average Put/Call Ratio 0.63

Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date	Calls	Puts	Ratio	Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker	Earnings Date	Days Away	Call Volume	Put Volume	IV Rank
Loading data...

Option Volume

Dollar Volume

Put/Call Ratio

Open Interest

Expected Move

Relative Spread

🤖 AI Insights

📈 Options Analysis

Current 5-Minute Volume Snapshots

Prior's 5-Minute Volume Snapshots

Current Put/Call Breakdown

Prior's Put/Call Breakdown

Prior 7-Day Put/Call Summary

Daily Put/Call History (Last 7 Days)

Upcoming Earnings - 2 Weeks Prior

Upcoming Earnings - 1 Week Prior

Earnings This Week

Earnings - Day Before / Day After

Options Activity Around Earnings

Chart Title

Price — Past 7 Days

Add Card