Tour v303
VRNS
VARONIS SYS INC
$45.07 -1.68%
$44.28 (-1.75%)🌙
as of 07/08 07:13 PM
(7/7 19:12) ◀
|
Wednesday, July 8, 2026 (7:13pm)
January 2026
|
▶ (7/9 19:13)
◀ 7/8 19:13 ▶

Option Volume

Detail
ℹ
Current (07/08) 826
Calls: 321 (39%)
Puts: 505 (61%)
Prior (07/07) 11,282
Calls: 2,823 (25%)
Puts: 8,459 (75%)
Current vs Prior -92.68%
Calls: -88.63% (Calls)
Puts: -94.03% (Puts)
Prior 7-Day Total 43,830
Calls: 16,130 (37%)
Puts: 27,700 (63%)
Prior 7-Day Average 6,261
Calls: 2,304 (37%)
Puts: 3,957 (63%)
Current vs Prior 7-Day Avg -86.81%
Calls: -86.07%
Puts: -87.24%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (07/08) $187.3K
Calls: $131.8K (70%)
Puts: $55.5K (30%)
Prior (07/07) $2.33M
Calls: $1.68M (72%)
Puts: $653.7K (28%)
Current vs Prior -91.97%
Calls: -92.15%
Puts: -91.51%
Prior 7-Day Total $7.61M
Calls: $6.11M (80%)
Puts: $1.50M (20%)
Prior 7-Day Average $1.09M
Calls: $872.8K (80%)
Puts: $214.6K (20%)
Current vs Prior 7-Day Avg -82.78%
Calls: -84.90%
Puts: -74.14%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (07/08) 1.57
Prior (07/07) 3.00
Current vs Prior -47.50%
Prior 7-Day Average 1.25
Current vs Prior 7-Day Avg +25.80%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (07/08) 16,799
Calls: 12,045 (72%)
Puts: 4,754 (28%)
Prior (07/07) 19,318
Calls: 15,558 (81%)
Puts: 3,760 (19%)
Current vs Prior -13.04%
Prior 7-Day Total 121,709
Calls: 97,185 (80%)
Puts: 24,524 (20%)
Prior 7-Day Average 17,387
Calls: 13,883 (77%)
Puts: 4,087 (23%)
Current vs Prior 7-Day Avg -3.38%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 5.61% | 18.53%5.61% | 18.53%
Prior 6.94% | 20.62%6.94% | 20.62%
Current vs Prior -19.08% | -10.13%-19.08% | -10.13%
Prior 7-Day Avg 8.93% | 19.64%7.00% | 19.94%
Current vs 7-Day Avg -37.11% | -5.69%-19.86% | -7.10%
Prior 7-Day Eod 6.94% | 20.62%-- | --
Current vs 7-Day Eod -19.08% | -10.13%-- | --
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 23.09% | 16.51%
Calls: 17.08% | 15.27%
Puts: 29.11% | 17.75%
Current vs 7-Day Avg -33.79% | -21.54%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 70% call dollar volume ($131.8K). Light premium activity with dollar volume down 92% vs prior. Below-average activity with volume down 93% vs prior. Extreme bearish P/C ratio of 1.57 - 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 8.7%, best 8.7%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.00Jul 179.9010.80$10.358.7%20.93--
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 0.72, highest 0.93)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$35.00Jul 179.9010.80$10.358.7%20.93--
$40.00Jul 174.905.70$5.3015.1%170.864.4K
$40.00Aug 216.109.30$7.7041.6%90.72145
$45.00Jul 171.001.90$1.4562.1%690.564.5K
$45.00Aug 213.904.50$4.2014.3%30.54--
PUTS (0)
No puts meet the criteria

Most actively traded options today. High liquidity = easy entry/exit. 10 active (total vol 614, top 494)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Jul 171.001.90$1.4562.1%690.564.5K
$40.00Jul 174.905.70$5.3015.1%170.864.4K
$40.00Aug 216.109.30$7.7041.6%90.72145
$50.00Aug 211.252.00$1.6346.0%80.3276
$45.00Aug 213.904.50$4.2014.3%30.54--
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Jul 170.351.80$1.08134.3%4940.454.7K
$40.00Aug 211.302.85$2.0874.5%100.27--
$35.00Aug 210.001.30$0.65200.0%10.1220

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 18.6%, max 18.6%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$40.00Jul 17Aug 2182.0%69.2%18.6%264.6K
PUTS (0)
No puts found

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 3 found (best R:R 6.14, avg 3.20)

BULL CALL (2)
BuySellExpiryDebitMax GainMax LossR:RBE
$50.00$55.00Aug 21$0.70$4.30$0.706.14$50.70
$45.00$50.00Aug 21$2.57$2.43$2.570.95$47.57
BEAR PUT (1)
BuySellExpiryDebitMax GainMax LossR:RBE
$40.00$35.00Aug 21$1.43$3.57$1.432.50$38.57

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 5 found (best R:R 3.35, avg 1.46)

BEAR CALL (4)
SellBuyExpiryCreditMax GainMax LossR:RBE
$40.00$45.00Jul 17$3.85$3.85$1.153.35$43.85
$40.00$45.00Aug 21$3.50$3.50$1.502.33$43.50
$45.00$50.00Aug 21$2.57$2.57$2.431.06$47.57
$50.00$55.00Aug 21$0.70$0.70$4.300.16$50.70
BULL PUT (1)
SellBuyExpiryCreditMax GainMax LossR:RBE
$40.00$35.00Aug 21$1.43$1.43$3.570.40$38.57

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $2.58, cheapest $2.40)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$40.00Jul 17Aug 21$2.4082.0%69.2%
$45.00Jul 17Aug 21$2.7543.6%65.7%
PUTS (0)
No puts found

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 2 found (cheapest 5.61% of stock, avg 13.65%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$45.00Jul 17$1.45$1.08$2.53$42.47$47.535.61%
$40.00Aug 21$7.70$2.08$9.78$30.22$49.7821.70%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 4 found (cheapest 3.51% of stock, avg 5.87%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$55.00$35.00Aug 21$0.93$0.65$1.58$33.42$56.58
$50.00$35.00Aug 21$1.63$0.65$2.28$32.72$52.28
$55.00$40.00Aug 21$0.93$2.08$3.01$36.99$58.01
$50.00$40.00Aug 21$1.63$2.08$3.71$36.29$53.71

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 4.00, avg credit $3.06)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
35/4045/50Aug 21$4.00$1.004.00$36.00$49.00
35/4050/55Aug 21$2.13$2.870.74$37.87$52.13

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 3 found (best R:R 4.38, cheapest $0.93)

CALLS (3)
LowMidHighExpiryDebitMax GainR:R
$40.00$45.00$50.00Aug 21$0.93$4.074.38
$35.00$40.00$45.00Jul 17$1.20$3.803.17
$45.00$50.00$55.00Aug 21$1.87$3.131.67
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 $-0.23, 3 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$50.00$55.001:2Aug 21-$0.23$4.77
$35.00$40.001:2Jul 17-$0.25$4.75
$40.00$45.001:2Aug 21-$0.70$4.30
$45.00$50.001:2Aug 21$0.94$4.06
$40.00$45.001:2Jul 17$2.40$2.60
PUTS (1)
Buy KSell KRatioExpiryNetMax Gain
$40.00$35.001:2Aug 21$0.78$4.22

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 2 found (best yield 2.77%, avg 1.89%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$50.00Aug 21$1.250.3210.9%2.77%13.71%876
$55.00Aug 21$0.450.1922.0%1.00%23.03%1--

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 321
Total Puts 505
Put/Call Ratio 1.57
Net Difference -184

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 16,130
Total Puts 27,700
Average Put/Call Ratio 1.25
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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