VRNS - Options Database

VRNS

VARONIS SYS INC

$42.86 +2.32%

$42.71 (-0.35%)🌙

as of 07/02 07:10 PM

(7/1 19:09) ◀

Thursday, July 2, 2026 (7:10pm)

▶ (7/6 19:09)

◀ 7/2 19:10 ▶

Option Volume

Detail

ℹ

Current (07/02) 1,373

Calls: 1,350 (98%)

Puts: 23 (2%)

Prior (07/01) 3,606

Calls: 3,395 (94%)

Puts: 211 (6%)

Current vs Prior -61.92%

Calls: -60.24% (Calls)

Puts: -89.10% (Puts)

Prior 7-Day Total 47,964

Calls: 31,452 (66%)

Puts: 16,512 (34%)

Prior 7-Day Average 6,852

Calls: 4,493 (66%)

Puts: 2,358 (34%)

Current vs Prior 7-Day Avg -79.96%

Calls: -69.95%

Puts: -99.02%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (07/02) $156.3K

Calls: $151.6K (97%)

Puts: $4.7K (3%)

Prior (07/01) $1.06M

Calls: $1.06M (99%)

Puts: $8.0K (1%)

Current vs Prior -85.31%

Calls: -85.65%

Puts: -41.02%

Prior 7-Day Total $6.03M

Calls: $5.40M (89%)

Puts: $634.0K (11%)

Prior 7-Day Average $861.8K

Calls: $771.2K (89%)

Puts: $90.6K (11%)

Current vs Prior 7-Day Avg -81.86%

Calls: -80.35%

Puts: -94.78%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (07/02) 0.02

Prior (07/01) 0.06

Current vs Prior -72.59%

Prior 7-Day Average 0.63

Current vs Prior 7-Day Avg -97.30%

Sentiment BULLISH

Open Interest

Detail

ℹ

Current (07/02) 15,087

Calls: 15,015 (100%)

Puts: 72 (0%)

Prior (07/01) 16,244

Calls: 11,757 (72%)

Puts: 4,487 (28%)

Current vs Prior -7.12%

Prior 7-Day Total 111,958

Calls: 85,898 (77%)

Puts: 26,060 (23%)

Prior 7-Day Average 15,994

Calls: 12,271 (74%)

Puts: 4,343 (26%)

Current vs Prior 7-Day Avg -5.67%

Sentiment BEARISH

Expected Move

Detail

ℹ

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

Current 8.35% | 17.97%

Prior 9.93% | 21.80%

Current vs Prior -15.89% | -17.57%

Prior 7-Day Avg 10.64% | 20.27%

Current vs 7-Day Avg -21.52% | -11.36%

Prior 7-Day Eod 9.93% | 21.80%

Current vs 7-Day Eod -15.89% | -17.57%

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 40.33% | 33.16%

Calls: 33.64% | 27.54%

Puts: 47.02% | 38.79%

Current vs 7-Day Avg -62.09% | -60.95%

Liquidity Expensive

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🤖 AI Insights

Strong bullish conviction with 97% of dollar volume in calls ($151.6K) vs puts ($4.7K). Light premium activity with dollar volume down 85% vs prior. Below-average activity with volume down 62% vs prior. Extreme bullish P/C ratio of 0.02 - heavy call buying (1,350 calls vs 23 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

🎯

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. -- 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 0.85, highest 0.91)

CALLS (2)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$35.00	Jul 17	7.60	8.50	$8.05	11.2%	18	0.91	2.8K
$40.00	Jul 17	2.95	4.10	$3.53	32.6%	30	0.79	6.5K

PUTS (0)

No puts meet the criteria

Most actively traded options today. High liquidity = easy entry/exit. 4 active (total vol 1.2K, top 1.1K)

CALLS (3)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$45.00	Jul 17	0.45	0.80	$0.63	55.6%	1.1K	0.28	3.0K
$40.00	Jul 17	2.95	4.10	$3.53	32.6%	30	0.79	6.5K
$35.00	Jul 17	7.60	8.50	$8.05	11.2%	18	0.91	2.8K

PUTS (1)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$40.00	Jul 17	0.20	0.90	$0.55	127.3%	15	0.23	59

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 0.72, avg 0.72)

BULL CALL (1)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	R:R	BE
$40.00	$45.00	Jul 17	$2.90	$2.10	$2.90	0.72	$42.90

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 9.42, avg 5.40)

BEAR CALL (2)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	R:R	BE
$35.00	$40.00	Jul 17	$4.52	$4.52	$0.48	9.42	$39.52
$40.00	$45.00	Jul 17	$2.90	$2.90	$2.10	1.38	$42.90

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 9.52% of stock, avg 9.52%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$40.00	Jul 17	$3.53	$0.55	$4.08	$35.92	$44.08	9.52%

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 K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$45.00	$40.00	Jul 17	$0.63	$0.55	$1.18	$38.82	$46.18

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 2.09, cheapest $1.62)

CALLS (1)

Low	Mid	High	Expiry	Debit	Max Gain	R:R
$35.00	$40.00	$45.00	Jul 17	$1.62	$3.38	2.09

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 $0.99, -- credits)

CALLS (2)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$35.00	$40.00	1:2	Jul 17	$0.99	$4.01
$40.00	$45.00	1:2	Jul 17	$2.27	$2.73

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 1.05%, avg 1.05%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$45.00	Jul 17	$0.45	0.28	5.0%	1.05%	6.04%	1.1K	3.0K

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 1,350

Total Puts 23

Put/Call Ratio 0.02

Net Difference 1,327

Prior's Put/Call Breakdown

Total Calls 3,395

Total Puts 211

Put/Call Ratio 0.06

Net Difference 3,184

Prior 7-Day Put/Call Summary

Total Calls 31,452

Total Puts 16,512

Average Put/Call Ratio 0.63

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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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

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