Tour v294
VRNS
VARONIS SYS INC
$45.67 +6.56%
(7/2 19:10) ◀
|
Monday, July 6, 2026 (7:09pm)
January 2026
|
▶ (7/7 19:12)
◀ 7/6 19:09 ▶

Option Volume

Detail
ℹ
Current (07/06) 12,605
Calls: 4,243 (34%)
Puts: 8,362 (66%)
Prior (07/02) 1,373
Calls: 1,350 (98%)
Puts: 23 (2%)
Current vs Prior +818.06%
Calls: +214.30% (Calls)
Puts: +36256.52% (Puts)
Prior 7-Day Total 24,532
Calls: 12,790 (52%)
Puts: 11,742 (48%)
Prior 7-Day Average 3,504
Calls: 1,827 (52%)
Puts: 1,677 (48%)
Current vs Prior 7-Day Avg +259.67%
Calls: +132.22%
Puts: +398.50%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (07/06) $2.47M
Calls: $1.98M (80%)
Puts: $489.4K (20%)
Prior (07/02) $156.3K
Calls: $151.6K (97%)
Puts: $4.7K (3%)
Current vs Prior +1479.17%
Calls: +1205.53%
Puts: +10259.55%
Prior 7-Day Total $3.66M
Calls: $3.21M (88%)
Puts: $451.3K (12%)
Prior 7-Day Average $523.4K
Calls: $458.9K (88%)
Puts: $64.5K (12%)
Current vs Prior 7-Day Avg +371.59%
Calls: +331.20%
Puts: +659.03%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (07/06) 1.97
Prior (07/02) 0.02
Current vs Prior +11467.59%
Prior 7-Day Average 0.60
Current vs Prior 7-Day Avg +229.82%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (07/06) 21,920
Calls: 17,208 (79%)
Puts: 4,712 (21%)
Prior (07/02) 15,087
Calls: 15,015 (100%)
Puts: 72 (0%)
Current vs Prior +45.29%
Prior 7-Day Total 118,290
Calls: 92,317 (78%)
Puts: 25,973 (22%)
Prior 7-Day Average 16,898
Calls: 13,188 (75%)
Puts: 4,328 (25%)
Current vs Prior 7-Day Avg +29.72%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 7.07% | 19.27%7.07% | 19.27%
Prior 8.35% | 17.97%-- | --
Current vs Prior -15.33% | +7.25%-- | --
Prior 7-Day Avg 10.23% | 19.23%-- | --
Current vs 7-Day Avg -30.84% | +0.23%-- | --
Prior 7-Day Eod 8.35% | 17.97%-- | --
Current vs 7-Day Eod -15.33% | +7.25%-- | --
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 35.71% | 25.05%
Calls: 30.66% | 23.17%
Puts: 40.75% | 26.94%
Current vs 7-Day Avg -57.18% | -48.30%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 80% of dollar volume in calls ($1.98M) vs puts ($489.4K). Massive premium surge with dollar volume up 1479% vs prior. Dollar volume significantly above 7-day average (372% higher). Unusually high activity with volume up 818% vs prior - elevated interest.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
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 1 of results (avg 7.3%, best 7.3%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.00Jul 1710.5011.30$10.907.3%130.982.8K
PUTS (0)
No puts meet the criteria

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. 3 found (avg delta 0.79, highest 0.98)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.00Jul 1710.5011.30$10.907.3%130.982.8K
$40.00Jul 175.506.40$5.9515.1%2.7K0.796.5K
$45.00Jul 171.902.30$2.1019.0%1.3K0.613.9K
PUTS (0)
No puts meet the criteria

Most actively traded options today. High liquidity = easy entry/exit. 6 active (total vol 12.4K, top 4.6K)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Jul 175.506.40$5.9515.1%2.7K0.796.5K
$45.00Jul 171.902.30$2.1019.0%1.3K0.613.9K
$35.00Jul 1710.5011.30$10.907.3%130.982.8K
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.00Jul 170.000.15$0.08187.5%4.6K0.034.7K
$40.00Jul 170.002.40$1.20200.0%3.7K0.2150
$45.00Jul 170.451.80$1.13119.5%60.39--

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 3.46, avg 3.46)

BULL CALL (0)
No bull call found
BEAR PUT (1)
BuySellExpiryDebitMax GainMax LossR:RBE
$40.00$35.00Jul 17$1.12$3.88$1.123.46$38.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 2 found (best R:R 3.35, avg 1.82)

BEAR CALL (1)
SellBuyExpiryCreditMax GainMax LossR:RBE
$40.00$45.00Jul 17$3.85$3.85$1.153.35$43.85
BULL PUT (1)
SellBuyExpiryCreditMax GainMax LossR:RBE
$40.00$35.00Jul 17$1.12$1.12$3.880.29$38.88

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. 3 found (cheapest 7.07% of stock, avg 15.59%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$45.00Jul 17$2.10$1.13$3.23$41.77$48.237.07%
$40.00Jul 17$5.95$1.20$7.15$32.85$47.1515.66%
$35.00Jul 17$10.90$0.08$10.98$24.02$45.9824.04%

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 3.55, cheapest $1.10)

CALLS (1)
LowMidHighExpiryDebitMax GainR:R
$35.00$40.00$45.00Jul 17$1.10$3.903.55
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. 4 found (best net $-1.00, 2 credits)

CALLS (2)
Buy KSell KRatioExpiryNetMax Gain
$35.00$40.001:2Jul 17-$1.00$4.00
$40.00$45.001:2Jul 17$1.75$3.25
PUTS (2)
Buy KSell KRatioExpiryNetMax Gain
$45.00$40.001:2Jul 17-$1.27$3.73
$40.00$35.001:2Jul 17$1.04$3.96

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

No covered call setups found

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 4,243
Total Puts 8,362
Put/Call Ratio 1.97
Net Difference -4,119

Prior's Put/Call Breakdown

Total Calls 1,350
Total Puts 23
Put/Call Ratio 0.02
Net Difference 1,327

Prior 7-Day Put/Call Summary

Total Calls 12,790
Total Puts 11,742
Average Put/Call Ratio 0.60
Ratio Trend Rising

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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