NEW Tour v251
VRNS
VARONIS SYS INC
$41.89 -0.17%
(6/30 19:02) ◀
|
Wednesday, July 1, 2026 (7:09pm)
January 2026
|
▶ (7/2 19:10)
◀ 7/1 19:09 ▶

Option Volume

Detail
ℹ
Current (07/01) 3,606
Calls: 3,395 (94%)
Puts: 211 (6%)
Prior (06/30) 434
Calls: 408 (94%)
Puts: 26 (6%)
Current vs Prior +730.88%
Calls: +732.11% (Calls)
Puts: +711.54% (Puts)
Prior 7-Day Total 44,971
Calls: 28,611 (64%)
Puts: 16,360 (36%)
Prior 7-Day Average 6,424
Calls: 4,087 (64%)
Puts: 2,337 (36%)
Current vs Prior 7-Day Avg -43.87%
Calls: -16.94%
Puts: -90.97%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (07/01) $1.06M
Calls: $1.06M (99%)
Puts: $8.0K (1%)
Prior (06/30) $65.4K
Calls: $64.2K (98%)
Puts: $1.2K (2%)
Current vs Prior +1528.57%
Calls: +1546.37%
Puts: +571.42%
Prior 7-Day Total $5.03M
Calls: $4.38M (87%)
Puts: $649.0K (13%)
Prior 7-Day Average $718.9K
Calls: $626.2K (87%)
Puts: $92.7K (13%)
Current vs Prior 7-Day Avg +48.05%
Calls: +68.69%
Puts: -91.36%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (07/01) 0.06
Prior (06/30) 0.06
Current vs Prior -2.47%
Prior 7-Day Average 0.64
Current vs Prior 7-Day Avg -90.21%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (07/01) 16,244
Calls: 11,757 (72%)
Puts: 4,487 (28%)
Prior (06/30) 10,888
Calls: 10,888 (100%)
Puts: -- (0%)
Current vs Prior +49.19%
Prior 7-Day Total 100,520
Calls: 78,936 (79%)
Puts: 21,584 (21%)
Prior 7-Day Average 14,360
Calls: 11,276 (76%)
Puts: 3,597 (24%)
Current vs Prior 7-Day Avg +13.12%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (07/17) | Next (08/21)
Current 9.93% | 21.80%
Prior 9.13% | 18.59%
Current vs Prior +8.80% | +17.25%
Prior 7-Day Avg 11.36% | 20.42%
Current vs 7-Day Avg -12.62% | +6.73%
Prior 7-Day Eod 9.13% | 18.59%
Current vs 7-Day Eod +8.80% | +17.25%
Sentiment BEARISH

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 46.33% | 37.24%
Calls: 46.23% | 29.15%
Puts: 46.45% | 45.33%
Current vs 7-Day Avg -67.00% | -65.22%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 99% of dollar volume in calls ($1.06M) vs puts ($8.0K). Massive premium surge with dollar volume up 1529% vs prior. Unusually high activity with volume up 731% vs prior - elevated interest. Extreme bullish P/C ratio of 0.06 - heavy call buying (3,395 calls vs 211 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 BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
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

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. -- found (avg $--, cheapest $--)

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 2 found (avg delta 0.82, highest 0.92)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.00Jul 177.007.90$7.4512.1%220.922.9K
$40.00Jul 172.554.00$3.2844.2%2.6K0.724.5K
PUTS (0)
No puts meet the criteria

Most actively traded options today. High liquidity = easy entry/exit. 4 active (total vol 3.4K, top 2.6K)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Jul 172.554.00$3.2844.2%2.6K0.724.5K
$45.00Jul 170.701.00$0.8535.3%5670.312.9K
$35.00Jul 177.007.90$7.4512.1%220.922.9K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.00Jul 170.000.60$0.30200.0%1830.094.5K

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 1.06, avg 1.06)

BULL CALL (1)
BuySellExpiryDebitMax GainMax LossR:RBE
$40.00$45.00Jul 17$2.43$2.57$2.431.06$42.43
BEAR PUT (0)
No bear put found

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 2 found (best R:R 5.02, avg 2.98)

BEAR CALL (2)
SellBuyExpiryCreditMax GainMax LossR:RBE
$35.00$40.00Jul 17$4.17$4.17$0.835.02$39.17
$40.00$45.00Jul 17$2.43$2.43$2.570.95$42.43
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 18.50% of stock, avg 18.50%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$35.00Jul 17$7.45$0.30$7.75$27.25$42.7518.50%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 1 found (cheapest 2.75% of stock, avg 2.75%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$45.00$35.00Jul 17$0.85$0.30$1.15$33.85$46.15

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 1.87, cheapest $1.74)

CALLS (1)
LowMidHighExpiryDebitMax GainR:R
$35.00$40.00$45.00Jul 17$1.74$3.261.87
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. 2 found (best net $0.89, -- credits)

CALLS (2)
Buy KSell KRatioExpiryNetMax Gain
$35.00$40.001:2Jul 17$0.89$4.11
$40.00$45.001:2Jul 17$1.58$3.42
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 1.67%, avg 1.67%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$45.00Jul 17$0.700.317.4%1.67%9.10%5672.9K

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Current Put/Call Breakdown

Total Calls 3,395
Total Puts 211
Put/Call Ratio 0.06
Net Difference 3,184

Prior's Put/Call Breakdown

Total Calls 408
Total Puts 26
Put/Call Ratio 0.06
Net Difference 382

Prior 7-Day Put/Call Summary

Total Calls 28,611
Total Puts 16,360
Average Put/Call Ratio 0.64
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
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Upcoming Earnings - 2 Weeks Prior

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
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Chart Title

Price — Past 7 Days

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