Tour v308
VRNS
VARONIS SYS INC
$45.81 +1.64%
$44.90 (-1.99%)🌙
as of 07/09 07:13 PM
(7/8 19:13) ◀
|
Thursday, July 9, 2026 (7:13pm)
January 2026
|
▶ (7/10 19:14)
◀ 7/9 19:13 ▶

Option Volume

Detail
ℹ
Current (07/09) 473
Calls: 301 (64%)
Puts: 172 (36%)
Prior (07/08) 826
Calls: 321 (39%)
Puts: 505 (61%)
Current vs Prior -42.74%
Calls: -6.23% (Calls)
Puts: -65.94% (Puts)
Prior 7-Day Total 43,639
Calls: 15,480 (35%)
Puts: 28,159 (65%)
Prior 7-Day Average 6,234
Calls: 2,211 (35%)
Puts: 4,022 (65%)
Current vs Prior 7-Day Avg -92.41%
Calls: -86.39%
Puts: -95.72%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (07/09) $163.8K
Calls: $85.5K (52%)
Puts: $78.4K (48%)
Prior (07/08) $187.3K
Calls: $131.8K (70%)
Puts: $55.5K (30%)
Current vs Prior -12.52%
Calls: -35.15%
Puts: +41.23%
Prior 7-Day Total $7.63M
Calls: $6.08M (80%)
Puts: $1.55M (20%)
Prior 7-Day Average $1.09M
Calls: $868.4K (80%)
Puts: $221.9K (20%)
Current vs Prior 7-Day Avg -84.97%
Calls: -90.16%
Puts: -64.68%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (07/09) 0.57
Prior (07/08) 1.57
Current vs Prior -63.68%
Prior 7-Day Average 1.47
Current vs Prior 7-Day Avg -61.09%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (07/09) 5,774
Calls: 5,764 (100%)
Puts: 10 (0%)
Prior (07/08) 16,799
Calls: 12,045 (72%)
Puts: 4,754 (28%)
Current vs Prior -65.63%
Prior 7-Day Total 119,583
Calls: 95,548 (80%)
Puts: 24,035 (20%)
Prior 7-Day Average 17,083
Calls: 13,649 (77%)
Puts: 4,005 (23%)
Current vs Prior 7-Day Avg -66.20%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 5.15% | 19.32%5.15% | 19.32%
Prior 5.61% | 18.53%5.61% | 18.53%
Current vs Prior -8.23% | +4.28%-8.23% | +4.28%
Prior 7-Day Avg 8.19% | 19.53%6.54% | 19.47%
Current vs 7-Day Avg -37.13% | -1.10%-21.24% | -0.78%
Prior 7-Day Eod 5.61% | 18.53%-- | --
Current vs 7-Day Eod -8.23% | +4.28%-- | --
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 15.29% | 12.95%
Calls: 14.46% | 12.12%
Puts: 16.13% | 13.79%
Current vs 7-Day Avg -0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Below-average activity with volume down 43% vs prior. Bullish P/C ratio of 0.57. P/C ratio dropping 64% - sentiment shifting bullish. Call-heavy open interest (5,764 calls vs 10 puts) suggests bullish positioning.

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 BEARISH
7-Day Avg NEUTRAL
Current BULLISH
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 -- 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. 3 found (avg delta 0.67, highest 0.85)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Jul 175.407.00$6.2025.8%20.85--
$45.00Jul 170.702.25$1.48104.7%320.604.4K
$45.00Aug 214.305.00$4.6515.1%10.56--
PUTS (0)
No puts meet the criteria

Most actively traded options today. High liquidity = easy entry/exit. 5 active (total vol 146, top 109)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Aug 212.153.40$2.7845.0%1090.3973
$45.00Jul 170.702.25$1.48104.7%320.604.4K
$40.00Jul 175.407.00$6.2025.8%20.85--
$45.00Aug 214.305.00$4.6515.1%10.56--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Jul 170.301.45$0.88130.7%20.41--

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 1.67, avg 1.67)

BULL CALL (1)
BuySellExpiryDebitMax GainMax LossR:RBE
$45.00$50.00Aug 21$1.87$3.13$1.871.67$46.87
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 16.86, avg 8.73)

BEAR CALL (2)
SellBuyExpiryCreditMax GainMax LossR:RBE
$40.00$45.00Jul 17$4.72$4.72$0.2816.86$44.72
$45.00$50.00Aug 21$1.87$1.87$3.130.60$46.87
BULL PUT (0)
No bull put found

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 1 found (avg debit $3.17, cheapest $3.17)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$45.00Jul 17Aug 21$3.1742.7%70.3%
PUTS (0)
No puts found

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1 found (cheapest 5.15% of stock, avg 5.15%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$45.00Jul 17$1.48$0.88$2.36$42.64$47.365.15%

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. -- found (best R:R --, cheapest $--)

No setups found for this strategy

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 $-0.91, 1 credits)

CALLS (2)
Buy KSell KRatioExpiryNetMax Gain
$45.00$50.001:2Aug 21-$0.91$4.09
$40.00$45.001:2Jul 17$3.24$1.76
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 4.69%, avg 4.69%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$50.00Aug 21$2.150.399.2%4.69%13.84%10973

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 301
Total Puts 172
Put/Call Ratio 0.57
Net Difference 129

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 15,480
Total Puts 28,159
Average Put/Call Ratio 1.47
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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