Tour v297
VRNS
VARONIS SYS INC
$45.84 +0.37%
(7/6 19:09) ◀
|
Tuesday, July 7, 2026 (7:12pm)
January 2026
|
▶ (7/8 19:13)
◀ 7/7 19:12 ▶

Option Volume

Detail
ℹ
Current (07/07) 11,282
Calls: 2,823 (25%)
Puts: 8,459 (75%)
Prior (07/06) 12,605
Calls: 4,243 (34%)
Puts: 8,362 (66%)
Current vs Prior -10.50%
Calls: -33.47% (Calls)
Puts: +1.16% (Puts)
Prior 7-Day Total 33,921
Calls: 14,560 (43%)
Puts: 19,361 (57%)
Prior 7-Day Average 4,845
Calls: 2,080 (43%)
Puts: 2,765 (57%)
Current vs Prior 7-Day Avg +132.82%
Calls: +35.72%
Puts: +205.84%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (07/07) $2.33M
Calls: $1.68M (72%)
Puts: $653.7K (28%)
Prior (07/06) $2.47M
Calls: $1.98M (80%)
Puts: $489.4K (20%)
Current vs Prior -5.53%
Calls: -15.20%
Puts: +33.57%
Prior 7-Day Total $5.50M
Calls: $4.64M (84%)
Puts: $859.4K (16%)
Prior 7-Day Average $786.3K
Calls: $663.5K (84%)
Puts: $122.8K (16%)
Current vs Prior 7-Day Avg +196.56%
Calls: +152.92%
Puts: +432.44%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (07/07) 3.00
Prior (07/06) 1.97
Current vs Prior +52.04%
Prior 7-Day Average 0.84
Current vs Prior 7-Day Avg +258.36%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (07/07) 19,318
Calls: 15,558 (81%)
Puts: 3,760 (19%)
Prior (07/06) 21,920
Calls: 17,208 (79%)
Puts: 4,712 (21%)
Current vs Prior -11.87%
Prior 7-Day Total 122,853
Calls: 96,856 (79%)
Puts: 25,997 (21%)
Prior 7-Day Average 17,550
Calls: 13,836 (76%)
Puts: 4,332 (24%)
Current vs Prior 7-Day Avg +10.07%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 6.94% | 20.62%6.94% | 20.62%
Prior 7.07% | 19.27%7.07% | 19.27%
Current vs Prior -1.91% | +6.99%-1.91% | +6.99%
Prior 7-Day Avg 9.56% | 19.30%7.07% | 19.27%
Current vs 7-Day Avg -27.42% | +6.84%-1.91% | +6.99%
Prior 7-Day Eod 7.07% | 19.27%-- | --
Current vs 7-Day Eod -1.91% | +6.99%-- | --
Sentiment BULLISHBULLISH

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 29.10% | 19.31%
Calls: 26.01% | 15.69%
Puts: 32.20% | 22.93%
Current vs 7-Day Avg -47.46% | -32.92%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 72% call dollar volume ($1.68M). Dollar volume significantly above 7-day average (197% higher). Volume explosion - 133% above 7-day average (11,282 vs avg 4,845). Extreme bearish P/C ratio of 3.00 - heavy put buying.

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 BEARISH
7-Day Avg NEUTRAL
Current BEARISH
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

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 1 of results (avg 8.1%, best 8.1%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.00Jul 1710.6011.50$11.058.1%20.922.8K
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. 5 found (avg delta 0.76, highest 0.92)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.00Jul 1710.6011.50$11.058.1%20.922.8K
$40.00Jul 175.907.00$6.4517.1%210.914.4K
$40.00Aug 217.209.20$8.2024.4%490.78145
$45.00Jul 171.452.50$1.9853.0%1380.594.6K
$45.00Aug 214.506.10$5.3030.2%120.5847
PUTS (0)
No puts meet the criteria

Most actively traded options today. High liquidity = easy entry/exit. 10 active (total vol 8.7K, top 4.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Jul 171.452.50$1.9853.0%1380.594.6K
$40.00Aug 217.209.20$8.2024.4%490.78145
$40.00Jul 175.907.00$6.4517.1%210.914.4K
$50.00Aug 212.352.95$2.6522.6%140.40--
$45.00Aug 214.506.10$5.3030.2%120.5847
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Jul 170.801.60$1.2066.7%4.7K0.416
$40.00Jul 170.050.40$0.23152.2%3.7K0.093.8K
$45.00Aug 213.704.60$4.1521.7%10.42--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 1 strikes (avg 6.6%, max 6.6%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$40.00Jul 17Aug 2164.5%60.5%6.6%704.6K
PUTS (0)
No puts found

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 4 found (best R:R 4.15, avg 2.05)

BULL CALL (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$50.00$55.00Aug 21$1.45$3.55$1.452.45$51.45
$45.00$50.00Aug 21$2.65$2.35$2.650.89$47.65
$40.00$45.00Aug 21$2.90$2.10$2.900.72$42.90
BEAR PUT (1)
BuySellExpiryDebitMax GainMax LossR:RBE
$45.00$40.00Jul 17$0.97$4.03$0.974.15$44.03

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 6 found (best R:R 11.50, avg 3.85)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$35.00$40.00Jul 17$4.60$4.60$0.4011.50$39.60
$40.00$45.00Jul 17$4.47$4.47$0.538.43$44.47
$40.00$45.00Aug 21$2.90$2.90$2.101.38$42.90
$45.00$50.00Aug 21$2.65$2.65$2.351.13$47.65
$50.00$55.00Aug 21$1.45$1.45$3.550.41$51.45
BULL PUT (1)
SellBuyExpiryCreditMax GainMax LossR:RBE
$45.00$40.00Jul 17$0.97$0.97$4.030.24$44.03

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $2.67, cheapest $1.75)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$40.00Jul 17Aug 21$1.7564.5%60.5%
$45.00Jul 17Aug 21$3.3251.6%72.6%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$45.00Jul 17Aug 21$2.9551.6%72.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 3 found (cheapest 6.94% of stock, avg 14.04%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$45.00Jul 17$1.98$1.20$3.18$41.82$48.186.94%
$40.00Jul 17$6.45$0.23$6.68$33.32$46.6814.57%
$45.00Aug 21$5.30$4.15$9.45$35.55$54.4520.62%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 2 found (cheapest 11.67% of stock, avg 13.25%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$55.00$45.00Aug 21$1.20$4.15$5.35$39.65$60.35
$50.00$45.00Aug 21$2.65$4.15$6.80$38.20$56.80

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. 3 found (best R:R 37.46, cheapest $0.13)

CALLS (3)
LowMidHighExpiryDebitMax GainR:R
$35.00$40.00$45.00Jul 17$0.13$4.8737.46
$40.00$45.00$50.00Aug 21$0.25$4.7519.00
$45.00$50.00$55.00Aug 21$1.20$3.803.17
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. 6 found (best net $--, 3 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$45.00$50.001:2Aug 21$0.00$5.00
$35.00$40.001:2Jul 17-$1.85$3.15
$40.00$45.001:2Aug 21-$2.40$2.60
$50.00$55.001:2Aug 21$0.25$4.75
$40.00$45.001:2Jul 17$2.49$2.51
PUTS (1)
Buy KSell KRatioExpiryNetMax Gain
$45.00$40.001:2Jul 17$0.74$4.26

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 2 found (best yield 5.13%, avg 3.54%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$50.00Aug 21$2.350.409.1%5.13%14.20%14--
$55.00Aug 21$0.900.2320.0%1.96%21.95%736

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 2,823
Total Puts 8,459
Put/Call Ratio 3.00
Net Difference -5,636

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 14,560
Total Puts 19,361
Average Put/Call Ratio 0.84
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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