Tour v309
VRNS
VARONIS SYS INC
$44.53 -2.79%
$45.42 (+2.00%)🌙
as of 07/10 07:14 PM
(7/9 19:13) ◀
|
Friday, July 10, 2026 (7:14pm)
January 2026
|
▶ (7/13 19:11)
◀ 7/10 19:14 ▶

Option Volume

Detail
ℹ
Current (07/10) 720
Calls: 259 (36%)
Puts: 461 (64%)
Prior (07/09) 473
Calls: 301 (64%)
Puts: 172 (36%)
Current vs Prior +52.22%
Calls: -13.95% (Calls)
Puts: +168.02% (Puts)
Prior 7-Day Total 30,599
Calls: 12,841 (42%)
Puts: 17,758 (58%)
Prior 7-Day Average 4,371
Calls: 1,834 (42%)
Puts: 2,536 (58%)
Current vs Prior 7-Day Avg -83.53%
Calls: -85.88%
Puts: -81.83%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (07/10) $124.8K
Calls: $53.3K (43%)
Puts: $71.5K (57%)
Prior (07/09) $163.8K
Calls: $85.5K (52%)
Puts: $78.4K (48%)
Current vs Prior -23.82%
Calls: -37.67%
Puts: -8.73%
Prior 7-Day Total $6.44M
Calls: $5.15M (80%)
Puts: $1.29M (20%)
Prior 7-Day Average $919.6K
Calls: $735.2K (80%)
Puts: $184.4K (20%)
Current vs Prior 7-Day Avg -86.43%
Calls: -92.76%
Puts: -61.21%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (07/10) 1.78
Prior (07/09) 0.57
Current vs Prior +211.49%
Prior 7-Day Average 1.04
Current vs Prior 7-Day Avg +71.74%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (07/10) 16,466
Calls: 11,251 (68%)
Puts: 5,215 (32%)
Prior (07/09) 5,774
Calls: 5,764 (100%)
Puts: 10 (0%)
Current vs Prior +185.17%
Prior 7-Day Total 106,030
Calls: 88,235 (83%)
Puts: 17,795 (17%)
Prior 7-Day Average 15,147
Calls: 12,605 (81%)
Puts: 2,965 (19%)
Current vs Prior 7-Day Avg +8.71%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 6.62% | 17.85%6.62% | 17.85%
Prior 5.15% | 19.32%5.15% | 19.32%
Current vs Prior +28.59% | -7.59%+28.59% | -7.59%
Prior 7-Day Avg 7.46% | 19.44%6.19% | 19.43%
Current vs 7-Day Avg -11.14% | -8.16%+6.96% | -8.13%
Prior 7-Day Eod 5.15% | 19.32%-- | --
Current vs 7-Day Eod +28.59% | -7.59%-- | --
Sentiment BEARISHBEARISH

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

Above-average activity with volume up 52% vs prior. Extreme bearish P/C ratio of 1.78 - heavy put buying. P/C ratio rising 211% - increased hedging/bearish positioning. Call-heavy open interest (11,251 calls vs 5,215 puts) suggests bullish positioning.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
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 -- 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. 5 found (avg delta 0.65, highest 0.85)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$40.00Jul 174.405.00$4.7012.8%10.854.4K
$45.00Aug 212.705.60$4.1569.9%30.5645
$45.00Jul 170.052.80$1.42193.7%1320.514.4K
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Jul 174.707.60$6.1547.2%20.82--
$45.00Jul 170.852.20$1.5388.2%4570.515.2K

Most actively traded options today. High liquidity = easy entry/exit. 8 active (total vol 628, top 457)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Jul 170.052.80$1.42193.7%1320.514.4K
$50.00Aug 210.902.75$1.83101.1%160.34175
$55.00Aug 210.251.45$0.85141.2%160.1937
$45.00Aug 212.705.60$4.1569.9%30.5645
$40.00Jul 174.405.00$4.7012.8%10.854.4K
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Jul 170.852.20$1.5388.2%4570.515.2K
$50.00Jul 174.707.60$6.1547.2%20.82--
$45.00Aug 212.505.10$3.8068.4%10.46--

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. 3 found (best R:R 4.10, avg 1.93)

BULL CALL (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$50.00$55.00Aug 21$0.98$4.02$0.984.10$50.98
$45.00$50.00Aug 21$2.32$2.68$2.321.16$47.32
$40.00$45.00Jul 17$3.28$1.72$3.280.52$43.28
BEAR PUT (0)
No bear put found

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 4 found (best R:R 12.16, avg 3.79)

BEAR CALL (3)
SellBuyExpiryCreditMax GainMax LossR:RBE
$40.00$45.00Jul 17$3.28$3.28$1.721.91$43.28
$45.00$50.00Aug 21$2.32$2.32$2.680.87$47.32
$50.00$55.00Aug 21$0.98$0.98$4.020.24$50.98
BULL PUT (1)
SellBuyExpiryCreditMax GainMax LossR:RBE
$50.00$45.00Jul 17$4.62$4.62$0.3812.16$45.38

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $2.50, cheapest $2.27)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$45.00Jul 17Aug 21$2.7360.4%63.5%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$45.00Jul 17Aug 21$2.2760.4%63.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 2 found (cheapest 6.62% of stock, avg 12.24%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$45.00Jul 17$1.42$1.53$2.95$42.05$47.956.62%
$45.00Aug 21$4.15$3.80$7.95$37.05$52.9517.85%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 2 found (cheapest 10.44% of stock, avg 11.54%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$55.00$45.00Aug 21$0.85$3.80$4.65$40.35$59.65
$50.00$45.00Aug 21$1.83$3.80$5.63$39.37$55.63

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 2.73, cheapest $1.34)

CALLS (1)
LowMidHighExpiryDebitMax GainR:R
$45.00$50.00$55.00Aug 21$1.34$3.662.73
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 $0.13, -- credits)

CALLS (3)
Buy KSell KRatioExpiryNetMax Gain
$50.00$55.001:2Aug 21$0.13$4.87
$45.00$50.001:2Aug 21$0.49$4.51
$40.00$45.001:2Jul 17$1.86$3.14
PUTS (1)
Buy KSell KRatioExpiryNetMax Gain
$50.00$45.001:2Jul 17$3.09$1.91

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 3 found (best yield 6.06%, avg 2.88%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$45.00Aug 21$2.700.561.1%6.06%7.12%345
$50.00Aug 21$0.900.3412.3%2.02%14.30%16175
$55.00Aug 21$0.250.1923.5%0.56%24.07%1637

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 259
Total Puts 461
Put/Call Ratio 1.78
Net Difference -202

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 12,841
Total Puts 17,758
Average Put/Call Ratio 1.04
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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